Quant Researcher (1-8 yrs)

About the Role:

We are hiring Quantitative Researchers to design, test, and optimize alpha-generating trading strategies across global markets. This role offers the opportunity to work at the intersection of statistics, machine learning, and financial markets - backed by world-class infrastructure and live capital.

You'll collaborate with traders and engineers to deploy research into production, monitor performance, and continuously evolve your strategies in a live, fast-paced environment.

Key Responsibilities:

- Research and develop statistical and ML-based trading strategies

- Analyze large sets of tick and market data to identify patterns and opportunities

- Design and run backtests to evaluate strategy performance and robustness

- Work with Portfolio Managers and Execution teams to bring strategies live

- Optimize signal quality, portfolio allocation, and risk-adjusted returns

- Continuously monitor live strategies and adapt based on market behavior

- Build research tools, pipelines, and frameworks to speed up experimentation

Who Should Apply:

- 1-8 years of hands-on experience in Quant Research / Strategy Development / Data Science roles in HFT, MFT, or Quantitative Finance

- Strong command of Python, along with NumPy, pandas, scikit-learn, etc.

- Sound understanding of statistics, time series modeling, probability, and ML

- Experience working with tick data, backtesting environments, and simulation frameworks

- Familiarity with global or Indian markets (equities, futures, options, or crypto)

- Education in Mathematics, Statistics, CS, Physics, or Engineering from top institutes (IITs/BITS/NITs preferred)

What We Offer:

- Work on real strategies, backed by live capital and infra

- Lean team = faster learning, ownership, and visibility

- High-growth environment with elite colleagues

- Competitive base + performance bonus / PnL-linked incentives

- Access to in-house tools, research infra, and high-quality datasets