Quantitative Researcher

Role - Quantitative Researcher

Location - Gurugram (on-site)

About Company -

This is a fast-growing Algorithmic Trading firm based in Gurgaon, India, specializing in quantitative trading strategies and their execution through advanced algorithmic trading infrastructure. Our mission is to leverage data, technology, and innovation to deliver superior risk-adjusted returns while maintaining robust risk management practices.

Role Overview-

We are looking for a highly analytical and driven Quant Researcher to join our trading team. In this role, you will be responsible for researching, developing, testing, and improving quantitative trading strategies across multiple market conditions. You will work closely with portfolio managers and technologists to deploy strategies in production and continuously enhance performance.

Key Responsibilities-

Research and develop quantitative trading strategies using statistical and mathematical techniques.

Perform backtesting and simulation of trading strategies using historical market data.

Identify alpha opportunities by analyzing market microstructure, price action, and order flow patterns.

Optimize trading models to improve profitability, execution efficiency, and risk-adjusted returns.

Role Overview -

We are looking for a highly analytical and driven Quant Researcher to join our trading team. In this role, you will be responsible for researching, developing, testing, and improving quantitative trading strategies across multiple market conditions. You will work closely with portfolio managers and technologists to deploy strategies in production and continuously enhance performance.

Key Responsibilities -

Research and develop quantitative trading strategies using statistical and mathematical techniques.

Perform backtesting and simulation of trading strategies using historical market data.

Identify alpha opportunities by analyzing market microstructure, price action, and order flow

patterns.

Optimize trading models to improve profitability, execution efficiency, and risk-adjusted returns.

Conduct performance analysis and strategy attribution to identify strengths and weaknesses.

Monitor live strategies and analyze deviations between expected and actual performance.

Work with the technology team to implement strategies in production and improve execution logic.

Ensure adherence to risk limits, internal compliance frameworks, and trading guidelines.

Maintain detailed documentation of research methodology, strategy logic, and results.

Requirements-

Education: Bachelors degree in Mathematics, Statistics, Computer Science, Financial Engineering, or related quantitative field from a Tier-1 college/university.

Academic Credentials: CGPA of 8.5 or above; strong performance in JEE Main & JEE Advanced / equivalent national exams. A rank below 1000 is preferred.

Technical Skills: Strong proficiency in Python (NumPy, Pandas, SciPy, etc.).

Strong understanding of probability, statistics, linear algebra, optimization, and time-series analysis.

Experience with backtesting frameworks, strategy research, or market data analysis (internships/academic projects accepted).

Strong problem-solving skills with a deep attention to detail.

Ability to work in a fast-paced, performance-driven environment.

Strong communication and collaboration skills.

Preferred Qualifications (Good to Have)-

Prior experience on working with large-scale datasets, employing machine learning/data driven approaches

Exposure to trading strategies such as statistical arbitrage, mean reversion, momentum, market making, or volatility strategies.

Knowledge of financial instruments (equities, futures, options).

Familiarity with risk metrics such as Sharpe ratio, drawdown, volatility, and VaR.

If interested please share your resume at sineha@hirojet.com