Quantitative Researcher

23 hours ago


Mumbai, Maharashtra, India Paramverse Pvt Ltd Full time

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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