Quant Researcher – BFS Youth4 Talent Solutions

The Corporate Institute; Gurugram District; On-site; INR 1,800,000 - 3,500,000; Full time

Job summary

The Corporate Institute in Gurugram is seeking a quantitative finance specialist to develop and backtest trading strategies, analyze large datasets, and collaborate with the tech team to deploy solutions.

You will monitor live performance, refine approaches, and stay updated on market trends and research in quantitative finance and algorithmic trading.

Qualifications

• Master’s or Ph.D. in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related field.
• Proven experience in developing and backtesting quantitative trading strategies.
• Proficiency in programming languages such as Python, R, C++, or MATLAB.
• Strong understanding of financial markets, instruments, and trading mechanisms.
• Experience with data analysis tools and techniques.
• Excellent problem-solving skills and attention to detail.
• Ability to work independently and as part of a team.
• Strong communication skills, both written and verbal.

Responsibilities

• Develop and implement quantitative trading strategies.
• Perform rigorous backtesting of strategies to ensure robustness and reliability.
• Analyze large datasets to identify patterns and trading opportunities.
• Collaborate with the technology team to implement and deploy strategies.
• Monitor and evaluate the performance of strategies in live trading environments.
• Continuously refine and improve strategies based on market conditions and performance feedback.
• Stay updated with the latest research and trends in quantitative finance and algorithmic trading.

Skills

Python

Backtesting

Data analysis

Team collaboration

Problem solving

Communication

Education

Master’s or Ph.D. in Quantitative Finance, Mathematics, Statistics, Computer Science, or related field

Tools

Python

R

C++

MATLAB

Job description

Key Responsibilities

• – Develop and implement quantitative trading strategies.
• – Perform rigorous backtesting of strategies to ensure their robustness and reliability.
• – Analyze large datasets to identify patterns and trading opportunities.
• – Collaborate with the technology team to implement and deploy strategies.
• – Monitor and evaluate the performance of strategies in live trading environments.
• – Continuously refine and improve strategies based on market conditions and performance feedback.
• – Stay updated with the latest research and trends in quantitative finance and algorithmic trading.

Qualifications

• – Master’s or Ph.D. in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related field.
• – Proven experience in developing and backtesting quantitative trading strategies.
• – Proficiency in programming languages such as Python, R, C++, or MATLAB.
• – Strong understanding of financial markets, instruments, and trading mechanisms.
• – Experience with data analysis tools and techniques.
• – Excellent problem-solving skills and attention to detail.
• – Ability to work independently and as part of a team.
• – Strong communication skills, both written and verbal.

Preferred Skills

• – Experience with machine learning and AI techniques.
• – Knowledge of high-frequency trading (HFT) and market microstructure.
• – Familiarity with trading platforms and execution systems.
• – Previous experience in a similar role within a financial institution or hedge fund.