Quant Researcher/Trader

Astratinvest; Mumbai; On-site; INR 1,200,000 - 2,100,000; Full time

Job summary

Astratinvest in Mumbai is seeking a Quant Researcher to design, test, and deploy systematic trading strategies. You will own ideas end-to-end—from hypothesis and data through backtest, live deployment, and scaling—within a small, research-first team building automated multi-frequency trading systems.

You will work on research of signals, data analysis, and model deployment across Indian markets, with mentorship from the CIO and founding team.

Qualifications

• A degree from a Tier-I technical university (IIT / BITS / NIT / ISI or equivalent).
• Strong background in Python, data structures, algorithms, and problem-solving.
• Quantitative aptitude and a genuinely research-oriented mindset.
• Prior experience in quantitative research or strategy development in an algorithmic setup is desirable.
• Familiarity with Indian markets and market microstructure is a plus.

Responsibilities

• Research statistical relationships and predictive signals using quantitative techniques and models.
• Analyse large datasets to identify alphas and provide analytics on live trades.
• Research and apply concepts from academic literature to automated trading strategies.
• Build models and deploy high-, mid-, and low-frequency trading strategies across Indian equity, derivatives, and commodities (NSE / MCX).
• Research portfolio construction and risk-allocation techniques.
• Back-test ideas rigorously using historical tick-by-tick data.
• Evaluate strategy performance, make improvements, and scale up successful strategies into live capital.

Skills

Python

Data structures

Algorithms

Problem-solving

Quantitative aptitude

Research mindset

Education

Tier-I university degree (IIT/BITS/NIT/ISI or equivalent)

Job description

# Quant Researcher/TraderQuantFull TimePosted Jul 14, 2026About usAstratinvest Financial Advisors Private Limited is a Mumbai-based, SEBI-registered Category III Alternative Investment Fund (Reg. No. IN/AIF3/25-26/1795) running systematic, quantitative long-short strategies across Indian equity and derivatives markets. We're a small, research-first team building fully automated multi-frequency trading systems from the ground up.We're looking for a Quant Researcher to design, test, and deploy systematic trading strategies alongside our founding team. You'll own ideas end-to-end, from hypothesis and data through backtest, live deployment, and scaling.Responsibilities (include, but are not limited to, the following):● Research statistical relationships and predictive signals using quantitative techniques and models● Analyse large datasets to identify a new set of alphas and provide analytics on existing live trades● Research and apply concepts from academic journals and financial literature, translating them into fully automated trading strategies using a range of historical price, volume, and tick-level inputs● Build models and deploy high-, mid-, and low-frequency trading strategies across equity, derivatives, and commodities (NSE / MCX), as we expand into new markets● Research portfolio construction and risk-allocation techniques● Back-test ideas rigorously using historical tick-by-tick (TBT) data● Evaluate strategy performance, make improvements, and scale up successful strategies into live capitalRequirements:● A degree from a Tier-I technical university (IIT / BITS / NIT / ISI or equivalent)● A strong background in Python, data structures, algorithms, and problem-solving● Quantitative aptitude and a genuinely research-oriented mindset● Prior experience in quantitative research or strategy development in an algorithmic setup (desirable)● Familiarity with Indian markets and market microstructure (a plus)● Strong work ethic: self-motivated, curious, and hard-workingWhat we offer:● Competitive compensation and transparent business terms● Robust, low-latency trading infrastructure for developing low-, mid-, and high-frequency strategies● Access to multiple asset classes across Indian equity, derivatives, and MCX commodities, with active expansion into new markets and instruments● Direct mentorship from the CIO and founding team, with real ownership from day one● A nimble, flat structure that cuts bureaucracy, so your research reaches live capital fast● Exposure to cutting-edge work in quantitative finance, statistics, and portfolio management● A friendly work culture with a genuine focus on your development as a researcher