Quantitative Researcher

Mathisys; Gurugram District; On-site; INR 600,000 - 1,200,000; Full time

Job summary

Mathisys, a global quant firm, seeks a Quantitative Researcher to develop trading ideas by analyzing market data and microstructure. You will design, implement, and deploy high-frequency trading algorithms while collaborating with the team to generate better ideas.

You will apply statistical and machine learning techniques to terabytes of data, work on strategy development, and contribute to analytical libraries.

Qualifications

• 0-2 years of experience.
• Programming in C++ or C.
• Proficiency in Python, R, or Matlab for statistical/data analysis of HFT tick data.
• Degree in a highly analytical field (CS/Engineering/Math).
• Strong problem-solving abilities.
• Ability to manage multiple tasks in a fast-paced environment.

Responsibilities

• Develop trading ideas by quantitatively analyzing market data and market microstructure.
• Design, implement, and deploy high-frequency trading algorithms.
• Collaborate with team members to brainstorm improvements.
• Apply cutting-edge statistical and machine learning techniques to large data sets.
• Work on strategy development with large data sets and ML concepts.
• Investigate, observe and devise new ideas for faster predictions.
• Contribute to libraries of analytical computations to support market data analysis.
• Help improve existing trading strategies across Indian and global venues.

Skills

C/C++ programming

Python

R

Matlab

Analytical degree

Maths achievements

Problem solving

Multitasking

Education

Degree in Computer Science, Engineering or Mathematics

Job description

Mathisys is a global quant firm specializing in high-frequency trading (HFT) strategies for various asset classes in global markets. We excel in both developed and emerging markets. Our expertise in infrastructure and market dynamics, such as latency, execution, and scalability, sets us apart.

As a Quantitative Researcher, your responsibilities will include-

• Developing trading ideas by quantitatively analyzing market data and market microstructure for patterns.
• Designing, implementing, and deploying high-frequency trading algorithms.
• Closely working with the team members to come up with better ideas.
• Using cutting-edge statistical and machine learning techniques to identify opportunities from terabytes of data.
• Work on strategy development, including working on large data sets and machine learning concepts.
• Investigate, observe, and devise new ideas for better and faster predictions.
• Contributing to libraries of analytical computations to support market data analysis.
• Help in improving existing trading strategies: We are already running multiple strategies in Indian exchanges and other trading venues across the world. We expect you to help the desk in improving these existing strategies.

Requirements :

• 0-2 years of experience.
• Programming experience in C++ or C.
• Proficiency in using Python, R, or Matlab for statistical/data analysis of HFT tick data.
• Possess a degree in a highly analytical field, such as Computer Science, Engineering, Mathematics.
• Any significant achievement in Maths will add weightage to your profile.
• Brilliant problem‑solving abilities.
• The ability to manage multiple tasks in a fast‑paced environment.