Quant Researcher

Key Responsibilities:

• Develop and test high-frequency and low-latency trading strategies.
• Analyze large financial datasets to identify trading opportunities.
• Optimize algorithms for maximum efficiency and profitability.
• Perform in-depth market microstructure analysis.
• Extract insights from historical and real-time market data.
• Identify price patterns, correlations, and anomalies.
• Implement research models in C++ and Python for live trading.
• Optimize and debug algorithmic trading strategies.
• Work with back testing frameworks and simulation environments.
• Evaluate strategy performance using quantitative metrics (Sharpe ratio, PnL, drawdown).
• Minimize market impact and execution costs.
• Improve model robustness and scalability.
• Work closely with traders, developers, and other quants.

Required Skills & Qualifications:

• Bachelors/Masters degree in Mathematics, Computer Science, Engineering, Finance, or related fields from a top-tier institution with a strong CGPA.
• Proficiency in C++ / Python (mandatory).
• Strong understanding of probability, linear algebra, time series analysis, and stochastic processes.
• Experience working with large datasets, financial data, and APIs.
• Strong analytical mindset with the ability to think algorithmically.
• Experience with machine learning, signal processing, or numerical optimization is a plus.

Immediate Joiners Preferred.