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We are looking for a highly analytical Quantitative Researcher to join one of the leading HFT/MFT trading firms. The ideal candidate will be responsible for researching, developing, and validating alpha-generating trading strategies using quantitative methods, statistical modeling, and large-scale market data.
Responsibilities:
Research and develop profitable quantitative trading strategies across multiple asset classes.
Generate and validate alpha signals using statistical and machine learning techniques.
Analyze large-scale historical and tick-by-tick market data.
Design, backtest, and optimize systematic trading strategies.
Conduct market microstructure research and execution analysis.
Build predictive models for price movement, liquidity, volatility, and order flow.
Work closely with Quant Traders and Quant Developers to deploy production-ready strategies.
Continuously monitor and improve live strategy performance.
Requirements:
2-10 years of experience in HFT, MFT, hedge funds, proprietary trading, or quantitative research.
Strong knowledge of probability, statistics, linear algebra, stochastic processes, and optimization.
Excellent programming skills in Python; experience with C++, kdb+/q, R, Rust, or Julia is a plus.
Strong understanding of market microstructure and electronic trading.
Experience working with large financial datasets and backtesting frameworks.
Ability to independently research, validate, and improve quantitative models.
Experience in one or more of the following:
Markets: Indian Markets (NSE, BSE, MCX), US Markets (CME, CBOT, NYMEX, COMEX, NASDAQ, NYSE), European Markets (Eurex, Euronext, ICE).
Asset Classes: Equities, Futures, Options, Commodities, FX, ETFs, Fixed Income, Crypto.
Preferred Qualifications:
Bachelor's, master's, or PhD in computer science, mathematics, statistics, physics, engineering, economics, or a related quantitative discipline.
A strong academic record from Tier-1 institutes (IIT, IISc, ISI, IIIT, BITS, CMI, etc. ) is preferred.
Experience with machine learning, time-series forecasting, optimization techniques, and quantitative finance is highly desirable.
Experience
4-8 yrs
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