Dolat Capital - Quantitative Research Scientist

Job Specifications:

Position Name: Quantitative Research Scientist

Location: Mumbai

Educational Qualification: A Ph. D in Physics / Mathematics / Statistics

Experience: Relevant experience is preferable.

Roles and Responsibilities - 

- We are seeking equally empirical and imaginative thinkers to join our team. Scientists in the true sense, our quantitative research associates navigate the full research process. You will explore a breadth of challenges, in pursuit of a mission that entails:

- Contributing to original research on quantitative indicators/models that drive the construction of high frequency trading strategies, that we trade in production

- Developing trading strategies, from idea generation and data collection to analysis and model creation

- Applying quantitative techniques and market intuition to large, often novel or unconventional, datasets and cultivate areas of expertise along the way

- Advancing existing initiatives and opening opportunities to pursue new, previously unexplored research topics

- The incumbent shall work in a fast-paced, multi-tasking environment, analyzing large amount of data and developing prediction algorithms / regression models and implementing them in C++, R, Matlab and python environments

- He / She shall be a part of a team that works in a lab environment that use machine-learning, applied mathematics, and techniques from modern statistics to develop and refine models of the financial markets, and to develop high frequency trading algorithms based on those models.

- Applying analytical and simulation techniques to analyze model performance

Must Haves:

- A strong academic record with preference for a master- s/Ph.D. degree in a quantitative discipline - computer science, mathematics, physics, statistics, or a related discipline

- A demonstrated capacity to do first-class research & experience in tackling in-depth research projects.

- Strong computer programming skills and experience working with data.

- Understanding in at least some of the following areas: time-series analysis, statistical estimation, Bayesian techniques, scenario analysis, numerical optimization and optimal control.

- Creativity, solid analytical skills and attention to detail.

- The ability to communicate complex ideas clearly

Dolat Capital Markets Pvt Ltd