Quantitative Researcher

Job Summary: We are seeking a highly analytical and intellectually curious Quantitative Researcher to join our research and trading team. In this role, you will design, develop, and test systematic trading strategies using a data-driven and scientific approach. You will work alongside traders, developers, and data scientists to identify alpha signals, model risk, and improve portfolio performance across multiple asset classes. Key Responsibilities: ● Research and develop quantitative models for alpha generation, risk management, and execution. ● Analyze large datasets to identify patterns, inefficiencies, or statistical arbitrage opportunities. ● Conduct rigorous backtesting and simulation of trading strategies. ● Apply statistical and machine learning techniques to improve signal quality and prediction. ● Collaborate with engineering and trading teams to implement models into production. ● Monitor and evaluate model performance and make real-time adjustments as needed. ● Stay updated on academic research, market structure, and trading innovations. Qualifications: ● Candidate with 2 - 3 Years of experience in specific Quant Research or Algo Trader (Indian Market) ● Master’s or Ph.D. in a quantitative field (e.g., Mathematics, Statistics, Physics, Computer Science, Engineering, Quant Finance). ● Discretionary traders, please do not apply ● Strong background in statistical modeling, time-series analysis, or machine learning. ● Strong programming skills in C++ and Python are mandatory. ● Good knowledge of financial data analysis and data structures . ● Solid understanding of options and Greeks is mandatory . ● Experience with data handling, feature engineering, and model evaluation techniques. ● Strong problem-solving and critical-thinking abilities. ● Ability to communicate complex ideas clearly to both technical and non-technical audiences. Dis-Qualification: Candidates will not be considered if they exhibit any of the following: Long notice period ; we require someone who can join within 2 months (sooner the better). Discretionary traders . Candidates aspiring to become quant traders but lack existing quant experience; we require 2-3 years of proven quantitative trading/research experience. Inability to independently design strategies, code, and backtest them. You must have an existing strategy or solid ideas. Preference to work in a silo environment ; we maintain a highly collaborative culture where ideas are openly shared across all levels—from junior interns to senior traders. Lack of eagerness to learn and adapt. Preference for work from home ; we offer hybrid work in exceptional cases only, and expect primarily office-based presence in Gurgaon. Preferred Skills: ● Experience working with alternative data sources (e.g., satellite, web scraping, sentiment). ● Familiarity with execution algorithms, market impact modeling, or HFT environments. ● Knowledge of optimization methods and portfolio theory. ● Exposure to cloud computing, distributed systems, or parallel computing. What We Offer: ● Highly competitive compensation package for the right candidate, there is no bar on salary , coupled with a performance-based P&L share . ● Access to rich datasets, cutting-edge infrastructure, and proprietary tools ● Collaborative, research-driven culture focused on innovation and growth. ● Opportunities to publish, attend conferences, or mentor juniors (if desired) Show more Show less