Quantitative Researcher – Mid-Frequency Strategies

Role:

Quantitative Researcher – Mid-Frequency Strategies

Location:

Gurugram, India (on-site)

Description

Quantitative Researcher

cleaning data, testing hypotheses, modeling signals

The Mission

• Research, design, and validate mid-frequency alpha strategies in

  futures and equities

  .
• Work with large-scale market, fundamental, and alternative datasets.
• Build forecasting models with statistical rigor and careful out-of-sample evaluation.
• Partner with engineers to take strategies from prototype to production.
• Monitor live performance and iterate to reduce decay and improve robustness.
• Stay current on market structure, liquidity conditions, and statistical modeling techniques.

The Skills and Qualifications

• 2–5 years of experience in quantitative research, ideally focused on

  mid-frequency strategies

  .
• Strong background in statistics, machine learning, or time-series modeling.
• Hands-on experience with

  futures and/or equities

  across global markets.
• Proficient in

  Python

  ; familiarity with

  C++ or Rust

  is a bonus.
• Familiar with research workflows: walk-forward testing, overfitting avoidance, and model validation.
• Comfortable working with large datasets and conducting exploratory data analysis.
• Bonus: You’ve taken a strategy from research to live trading and managed performance in production.
• Bonus: Familiarity with monetization, execution modeling, slippage estimation, or transaction cost analysis.

The Compensation

• Base Salary:

  $50,000 – 100,000 USD per year (depending on experience)

• Bonuses:

  Discretionary and performance-linked, based on live alpha contribution and collaboration

liquid, competitive markets