Job Description

Key Responsibilities:

  • Assist in the development and backtesting of quantitative trading strategies
  • Analyze large datasets to identify inefficiencies and opportunities
  • Research market microstructure and statistical patterns
  • Write and optimize code for data processing and algorithm implementation
  • Contribute to model validation, performance tuning, and live trading deployment
  • Stay updated with current quantitative and financial research

Key Requirements

  • At least 2–5 years of experience in quantitative research or trading
  • Strong programming skills in Python/R; familiarity with C++/C# is a plus
  • Understanding of statistical modeling, regression, time-series analysis, and/or ML
  • Strong analytical thinking, and team collaboration
  • Bachelor’s/Master’s in Mathematics, Computer Science, Physics, Financial/Electrical Engineering, or any quantitative discipline from a Tier-1 institute (IITs, IISc, ISI, or top global universities)

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