Quant Researcher/Trader HFT Talent

The Corporate Institute; India; Remote; INR 1,800,000 - 2,400,000; Full time

Job summary

The Corporate Institute seeks exceptionally talented Quantitative Researchers to develop and optimize algorithmic trading strategies. You will work with large financial datasets and collaborate with software engineers and traders to deploy high-performance models across asset classes.

Applicants should hold a quantitative degree, be proficient in Python or R and C++/C#, and have strong skills in statistics, data analysis, and backtesting under varying market conditions.

Qualifications

• Degree in a quantitative or technical discipline (e.g., Mathematics, Computer Science, Physics, Electrical Engineering, Financial Engineering) from a top-tier university.
• Proficiency in Python or R, and C++/C#.
• Strong analytical and problem-solving skills; rigorous research mindset.
• 3–12 years of experience developing and deploying quantitative trading strategies.

Responsibilities

• Quantitative research and strategy development.
• Data analysis and pattern recognition on large financial datasets.
• Algorithm development and backtesting with historical data.
• Academic research integration and translating models into live strategies.
• Strategy execution and deployment in live environments.
• Risk management and portfolio optimization to maximize Sharpe ratio.

Skills

Python

R

C++/C#

Education

Quantitative degree (Math/CS/Physics)

Job description

About the Role:

We are looking for exceptionally talented Quantitative Researchers who are passionate about leveraging advanced mathematical, statistical, and computational techniques to develop and optimize algorithmic trading strategies. You will work with large-scale financial datasets and collaborate closely with software engineers and traders to deploy high-performance trading models across multiple asset classes.

Key Responsibilities:

• 1. Quantitative Research & Strategy Development
  • – Apply advanced mathematical and statistical methods to model and forecast market behavior.
  • – Design and implement novel quantitative trading strategies.
• 2. Data Analysis & Pattern Recognition
  • – Analyze large financial datasets to uncover inefficiencies and identify alpha-generating opportunities.
  • – Extract meaningful patterns using machine learning and statistical tools.
• 3. Algorithm Development & Backtesting
  • – Develop and rigorously backtest trading algorithms using historical data.
  • – Evaluate performance across multiple market conditions and timeframes.
• 4. Academic Research Integration
  • – Review financial literature and academic journals.
  • – Translate theoretical models into practical, actionable trading strategies.
• 5. Strategy Execution & Deployment
  • – Deploy trading strategies in live environments using proprietary platforms.
  • – Optimize for execution speed, reliability, and scalability.
• 6. Risk Management & Portfolio Optimization
  • – Monitor strategy performance and perform risk assessment.
  • – Optimize capital allocation and execution methods for maximum Sharpe ratio and minimum drawdown.

Requirements:

Education

• – Degree in a quantitative or technical discipline (e.g., Mathematics, Computer Science, Physics, Electrical Engineering, Financial Engineering) from a top-tier university.

Technical Skills

• – Proficiency in Python or R, and C++/C#.
• – Strong understanding of data structures, algorithms, and object-oriented programming.

Quantitative Expertise:

• – Strong analytical and problem-solving skills.
• – Ability to conduct rigorous research with a scientific mindset.

Experience:

• – 3-12 years of experience in developing and deploying quantitative trading strategies.
• – Solid background in financial markets and statistical modeling.

Track Record

• – Proven live PnL track record with strong risk-adjusted returns.

Work Ethic

• Highly disciplined, self-motivated, and results-oriented.
• Strong attention to detail with a focus on continuous improvement.