Quantitative Researcher
23 hours ago
We are seeking a Quantitative Researcher to us across Indian markets (NSE/BSE/MCX/INX) from IITs / IIMs only. The role includes market microstructure research, alpha signal development, statistical modeling, and collaboration with traders and engineers to deploy strategies into production.
Responsibilities
- Analyze high-frequency tick data to identify alpha opportunities
- Develop statistical/predictive models, features, and trading signals
- Study market microstructure (auctions, liquidity, volatility regimes)
- Build robust backtests and simulation environments
- Work with C++ quant developers to productionize models
- Collaborate with traders on execution logic and risk parameters
- Monitor live performance, model decay, and PnL attribution
Required Skills
- Strong grounding in probability, statistics, and time-series
- Familiarity with Python (NumPy, Pandas, SciPy, sklearn) for research workflows
- Familiarity with C++ preferred (not mandatory)
- Experience handling large tick-level datasets
- Exposure to kdb+/ClickHouse or similar time-series DBs
- Understanding of Indian exchange microstructure
- Strong analytical and problem-solving mindset
Preferred Qualifications
- Bachelors/Master's in Mathematics / Engineering / Statistics / Computer Science
- Experience in derivatives (Nifty/BankNifty), futures, or options Greeks
- Familiarity with ML techniques for offline research (regression, feature engineering)
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