Findoc - Quantitative Researcher
5 days ago
Job Title: Quantitative Researcher
About Findoc Group:
Findoc Group is a premier financial services provider established in 2010, offering top-tier stock trading services aimed at helping institutions, businesses, and individual investors grow their wealth while prioritizing capital preservation. As a member of leading Indian stock exchanges-including the National Stock Exchange of India Ltd. (NSE), Bombay Stock Exchange Ltd. (BSE), Multi Commodity Exchange of India Ltd. (MCX), and National Commodity & Derivatives Exchange Ltd. (NCDEX)-Findoc has established itself as a trusted name in trading and lending.
In addition to trading, Findoc operates as an NBFC focused on unsecured and secured lending, catering to digital personal loans, healthcare, consumer durables, and term loans. With substantial investments in technology and innovation, Findoc is committed to business excellence and setting new industry benchmarks by partnering actively in our customers' growth journeys.
Position Overview:
We are seeking a highly skilled and motivated Quantitative Researcher to develop and deploy automated systematic trading strategies with short holding periods and high turnover. This role demands deep expertise in high-frequency (HF) or ultra-high-frequency (UHF) trading, rigorous quantitative research capabilities, and strong programming skills.
Key Responsibilities:
- Design, develop, and deploy fully automated systematic trading strategies, primarily focusing on Alpha-seeking strategies and Market Making.
- Conduct rigorous back-testing to validate strategy robustness and performance under various market conditions.
- Advance current quantitative research initiatives and identify new opportunities for research and trading strategy development.
- Collaborate with technology and trading teams to implement strategies effectively in live environments.
- Continuously analyze trading performance metrics, optimize strategies, and mitigate risks.
Required Qualifications & Skills:
- Proven experience of at least 2 years in live high-frequency (HF) trading with a solid PnL track record and excellent Sharpe ratios.
- Strong mathematical and statistical aptitude, with the ability to apply quantitative methods to complex trading problems.
- Proficient programming skills in C++ or C for strategy implementation and optimization.
- Experience in data analysis and statistical modeling using Python, R, or Matlab, specifically applied to high-frequency trading tick data.
- Exceptional analytical, problem-solving, and critical-thinking abilities.
- Exposure to startup environments or high-frequency trading firms is highly desirable.
- Educational background in a highly analytical field such as Engineering, Mathematics, Computer Science, or a related discipline.
Preferred Experience:
- Background in quantitative finance or algorithmic trading.
- Familiarity with financial markets, market microstructure, and trading infrastructure.
- Experience in deploying market-making algorithms or Alpha-seeking trading strategies.
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