Quant Researcher – BFS Youth4 Talent Solutions

The Corporate Institute; Gurugram District; On-site; INR 3,500,000 - 5,500,000; Full time

Job summary

The Corporate Institute is seeking a PhD-level Quantitative Researcher to design, backtest, and refine trading strategies in a data-rich environment.

You will analyze large datasets, collaborate with the technology team to deploy models, and monitor live performance, adapting strategies to changing market conditions with strong programming skills.

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 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.

Skills

Problem-solving

Attention to detail

Independent work

Team collaboration

Communication skills

Education

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