Quant Research Intern

QuantXpress Technologies Pvt. Ltd.; Pune District; On-site; INR 300,000 - 500,000; Full time

Job summary

QuantXpress Technologies Pvt. Ltd. in Pune District is seeking a passionate Intern Quant to join our Quantitative Research Team. You will research and develop trading strategies alongside experienced professionals, leveraging our backtesting platform to optimize models and analyze market data.

This role is perfect for individuals with a strong background in mathematics, statistics, and programming. Opportunity to gain hands-on experience in quantitative finance, contributing to live trading strategies.

Qualifications

• Strong foundation in mathematics and statistics.
• Experience in quantitative finance or trading strategies is a plus.
• Detail-oriented and curious.
• Ability to work in a collaborative environment.

Responsibilities

• Conceptualize and develop quantitative trading strategies across asset classes.
• Apply statistical and machine learning techniques to identify market patterns.
• Develop and refine monetization systems for trading signals.
• Collaborate with senior researchers and integrate findings into production.

Skills

Statistical techniques

Machine learning

Programming

Market analysis

Education

B.E / B.Tech / M.E / M.Tech / M.C.A in Computer related subjects

Tools

Backtesting platform

Cloud technologies

Job description

Algorithmic Trading Platform & FIX API Solutions

QuantXpress provides trading APIs, FIX protocol solutions, algorithmic trading software, and low latency trading systems.

Our platform supports automated trading, market data APIs, and high-frequency trading infrastructure for developers and institutions.

Trading API and FIX Protocol Solutions

QuantXpress is a pioneering technology firm specializing in high-frequency trading (HFT) applications and market data solutions. We build high-performance, low-latency systems that empower institutional traders and quantitative funds to execute strategies with precision and speed. Quantitative Researcher Analysts play a key role in our mission by developing next‑generation models and trading approaches for a range of investment strategies for our clients. As an Intern Quant, you will get the opportunity to challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets.

Role Overview

We are seeking a passionate and analytically driven Intern Quant to join our Quantitative Research Team. In this role, you will work alongside experienced quantitative researchers, traders, and software engineers to research, develop, and validate trading strategies. You will leverage our in‑house backtesting platform to analyze market patterns, test hypotheses, and optimize trading models.

This internship offers a unique opportunity to gain hands‑on experience in quantitative finance, working with real market data and contributing to live trading strategies. If you have a strong foundation in mathematics, statistics, and programming, and are eager to apply your skills to financial markets, we want to hear from you.

Key Responsibilities

Strategy Research & Development

• Conceptualize and develop quantitative trading strategies across asset classes (equities, derivatives, currencies, commodities)
• Apply sophisticated statistical and machine learning techniques to identify market patterns and inefficiencies
• Research and incorporate unconventional data sources to drive innovation in trading approaches
• Develop next‑generation valuation strategies and continuously improve upon existing mathematical models
• Utilize the in‑house backtesting platform to simulate and validate trading strategies on historical market data
• Conduct rigorous performance analysis including Sharpe ratio, drawdown, win rate, and other risk‑adjusted metrics
• Perform sensitivity analysis and stress testing to evaluate strategy robustness across different market conditions
• Translate algorithmic concepts into production‑ready code
• Optimize strategy parameters to enhance performance while avoiding overfitting
• Develop and refine monetization systems for trading signals
• Conduct research and statistical analysis to improve signal quality and trade execution
• Backtest and implement trading models and signals in a live trading environment
• Collaborate with senior quantitative researchers, traders, and developers to integrate research findings into production systems
• Participate in research discussions, code reviews, and knowledge‑sharing sessions
• Document research findings, methodologies, and performance results

About the Successful Candidate

We are looking for a candidate with a strong quantitative background, a passion for financial markets, and the ability to translate mathematical concepts into practical trading models. The ideal candidate is curious, detail‑oriented, and thrives in a collaborative research environment.

These are an added plus

• Experience with cloud technologies.
• Knowledge of other programming languages.
• Experience with Agile methodologies.

Experience

• 1 to 5 years of post‑degree relevant experience
• Qualified as B.E / B.Tech / M.E / M.Tech / M.C.A in Computer related subjects