Quantitative Researcher

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About PHNX Securities: PHNX Securities is building a next-generation quantitative trading firm.

The firm operates with a disciplined, research-driven approach: robust back testing, clean

execution infrastructure, strict risk controls, and complete regulatory readiness. Our philosophy

is to develop a deep understanding of financial markets, translate that knowledge into robust

models, and deploy systematic strategies across global markets with discipline and precision. At

our core, we THINK, STRATEGIZE, BUILD, and TRADE. Our mission: combine research,

automation, and disciplined risk management to create scalable, repeatable, high-conviction

systematic strategies Role Overview The Quantitative Researcher will research, design, and

validate data-driven trading strategies in equity markets. Handle the full trading cycle, from

ideation and model development to back testing, portfolio construction, and live monitoring by

transforming market insights into executable trading systems.

Key Responsibilities:

● Research & Develop and implement statistical models and algorithms for systematic equity

trading.

● Evaluate strategy performance, perform back testing, and optimize signal pipelines.

● Work with key stakeholders to productionize new strategies & trading ideas

● Apply machine learning techniques to enhance predictive power. (auto-regression, auto-

correlation and Principal Component Analysis)

● Exploring trading ideas by analyzing market data, market microstructure and alternate data

for patterns ● Build and maintain Python-based back testing frameworks for price, volume, and

fundamental data.

● Conduct portfolio-level simulations using mean-variance optimization, risk parity, and

volatility targeting.

● Monitor live performance, analyze deviations from back tested expectations, and recalibrate

models.

● Automate recurring research tasks — data ingestion, signal generation, and performance

tracking.

Qualifications & Experience :

● A Bachelors, Masters or PhD degree in Mathematics, Statistics, Computer Science or

equivalent STEM degree

● 1–2 years of experience in quantitative research, algorithmic trading, quantitative developer

● Strong proficiency in Python, R, Java and C++.

● Solid understanding of statistical modeling, time-series forecasting, and machine learning.

● Hands-on experience with financial data APIs (Yahoo Finance, NSE data or broker APIs).

● Proficiency in SQL or similar database tools.

● Solid data-mining and analysis skills, including experience dealing with a large amount of

data/tick data

● Solid understanding of derivatives markets, options pricing, and volatility dynamics.