Quantitative Researcher, Equities- India

You will work alongside the Portfolio Manager to develop systematic trading strategies, focusing on idea generation, data gathering, research/analysis, model implementation, and back testing for systematic global equities strategies. Your responsibilities will include conducting research on various quantitative trading strategies such as fundamental, events, flow, and statistical arbitrage across different regions like US, Europe, Japan, and other non-US equity markets. You are required to have strong programming skills in object-oriented languages like Python and C++, along with a solid understanding of Linux. A degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or a related field from a reputed university is necessary. Ideally, you should have 0-5 years of experience in quantitative equity strategies, either at an asset manager or trading groups within a hedge fund. Internship experience at a top firm can be advantageous for candidates with no prior experience. Proficiency in statistical modeling techniques for equities trading and experience in researching datasets across various regions will be beneficial. Candidates with experience in managing intraday long-short equity portfolios will be highly valued for this position.,