Quantitative Trader/Researcher

Description:

Key Responsibilities

- Research, design, and implement high-frequency and intraday trading strategies across equities, futures, options, and other asset classes.

- Analyze large datasets, including tick-level market data, order book data, and alternative data sources, to identify trading signals and market inefficiencies.

- Develop and backtest quantitative models using statistical, machine learning, and time-series techniques.

- Collaborate with software engineers to deploy strategies into production trading environments.

- Monitor and optimize live trading strategies, ensuring robustness and profitability.

- Stay updated with market microstructure, trading technologies, and regulatory changes.

- Contribute to the firm's research pipeline and share insights with the trading team.

Qualifications

- Bachelor's or Master's degree in Engineering, Mathematics, Statistics, Computer Science, Finance, or a related field from a premier institution (e.g., IIT, IIM, BITS).

- 2-10 years of experience in quantitative trading, research, or a related role at a proprietary trading firm, hedge fund, or financial institution.

- Strong proficiency in programming languages such as Python, C++, Java, or R.

- Deep understanding of financial markets, trading strategies, and market microstructure.

- Experience with data analysis, backtesting frameworks, and statistical modeling.

- Knowledge of machine learning, optimization techniques, or signal processing is a plus.

- Excellent analytical, problem-solving, and communication skills.

Preferred Skills

- Experience in high-frequency trading (HFT) or algorithmic market making.

- Familiarity with trading platforms, execution systems, and low-latency infrastructure.

- Exposure to global markets (India, US, Europe, Asia) and multiple asset classes.

- Track record of developing profitable trading strategies with strong risk-adjusted returns.