Quant Researcher

AAA Global; Mumbai; Hybrid; INR 900,000 - 1,500,000; Full time

Job summary

AAA Global is seeking a highly analytical Quantitative Researcher to join our advanced trading desk in Mumbai. You will develop, validate, and deploy alpha-generating strategies using quantitative methods, statistics, and large-scale market data, across multiple asset classes.

The ideal candidate has 4–10 years of experience in HFT/MFT or related fields, strong programming skills in Python and C++, and a solid foundation in market microstructure and backtesting.

Qualifications

• 4–10 years in HFT/MFT, hedge funds, or quantitative research.
• Strong background in probability, statistics, linear algebra, and stochastic processes.
• Proficiency in Python; knowledge of C++, kdb+/q, R, Rust, or Julia a plus.
• Experience with large financial datasets and backtesting frameworks.
• Ability to independently research, validate, and improve models.

Responsibilities

• Research and develop profitable quantitative trading strategies across assets.
• Generate and validate alpha signals using statistical methods.
• Analyze large-scale market data and tick data.
• Backtest, optimize, and deploy systematic strategies.
• Study market microstructure and execution impact.
• Collaborate with Quant Traders and Developers to productionize strategies.
• Monitor live performance and iterate improvements.

Skills

Python

C++

Statistics

Machine Learning

Education

Bachelor's degree

Master's/PhD in quantitative field

Tools

kdb+/q

R

Julia

Rust

Job description

We are looking for a highly analytical Quantitative Researcher to join one of the leading HFT/MFT trading firms. The ideal candidate will be responsible for researching, developing, and validating alpha-generating trading strategies using quantitative methods, statistical modeling, and large-scale market data.

Responsibilities:

• Research and develop profitable quantitative trading strategies across multiple asset classes.
• Generate and validate alpha signals using statistical and machine learning techniques.
• Analyze large-scale historical and tick-by-tick market data.
• Design, backtest, and optimize systematic trading strategies.
• Conduct market microstructure research and execution analysis.
• Build predictive models for price movement, liquidity, volatility, and order flow.
• Work closely with Quant Traders and Quant Developers to deploy production-ready strategies.
• Continuously monitor and improve live strategy performance.

Requirements:

• 4-10 years of experience in HFT, MFT, hedge funds, proprietary trading, or quantitative research.
• Strong knowledge of probability, statistics, linear algebra, stochastic processes, and optimization.
• Excellent programming skills in Python; experience with C++, kdb+/q, R, Rust, or Julia is a plus.
• Strong understanding of market microstructure and electronic trading.
• Experience working with large financial datasets and backtesting frameworks.
• Ability to independently research, validate, and improve quantitative models.

Experience in one or more of the following:

• Indian, US & European markets, covering Equities, Futures, Options, Commodities, FX, ETFs, Fixed Income and Crypto.

Preferred Qualifications:

• Bachelor's, master's, or PhD in computer science, mathematics, statistics, physics, engineering, economics, or a related quantitative discipline.
• A strong academic record from Tier-1 institutes (IIT, IISc, ISI, IIIT, BITS, CMI, etc. ) is preferred.
• Experience with machine learning, time-series forecasting, optimization techniques, and quantitative finance is highly desirable.

Locations:

Mumbai, Gurgaon, Bangalore, Remote ( Opportunistically ) & Global