Quantitative Researcher

Radley James; Gurugram District; On-site; INR 10,800,000 - 13,200,000; Full time

Benefits offered by this job

Performance bonus

Job summary

Radley James is seeking a Quantitative Researcher for its Gurugram, India team. You will develop predictive ML and statistical models for systematic trading, work with large datasets to uncover alpha signals, and build and backtest strategies across multiple asset classes.

The role emphasizes rigorous research, collaboration with senior researchers, and ownership over research ideas destined for live trading environments within a fast-paced firm.

Qualifications

• 2+ years of experience in a systematic trading environment.
• Strong foundation in statistics and ML methods.
• Excellent analytical and problem-solving abilities.
• Comfortable working independently and in a collaborative research team.

Responsibilities

• Research and develop predictive ML/statistical models for systematic trading.
• Analyse large financial datasets to identify new alpha signals.
• Develop market-neutral strategies across equities, futures, commodities and event-driven research.
• Research and implement new ideas from quantitative finance and academia.
• Backtest hypotheses and continually improve models and strategies.
• Collaborate with experienced quantitative researchers on new initiatives.

Skills

Machine learning interest

Analytical thinking

Problem solving

Team collaboration

Independent work

Education

BS/MS/PhD in STEM

Tools

Python

Job description

Quantitative Researcher – Systematic Trading

Gurugram, India | Up to 120 Lakhs + Bonus

I’m partnering with a leading systematic investment firm looking to hire an experienced Quantitative Researcher into its Gurugram team.

This is a research-heavy role focused on developing machine learning and statistical models that predict movements across liquid financial markets. You’ll work with large and complex datasets, discover new alpha signals, build systematic strategies and test ideas through rigorous backtesting and simulation.

What you'll be doing:

• Research and develop predictive ML/statistical models for systematic trading
• Analyse large financial datasets to identify new alpha signals
• Develop market-neutral strategies across areas such as equities, futures, commodities and event-driven research
• Research and implement new ideas from quantitative finance and academia
• Backtest hypotheses and continually improve existing models and strategies
• Collaborate with experienced quantitative researchers on new research initiatives

What we're looking for:

• 2+ years' experience within a systematic trading environment
• BS/MS/PhD in a STEM discipline
• Strong Python programming skills
• Genuine interest in machine learning and quantitative research
• Excellent analytical and problem-solving ability
• Comfortable working both independently and within a collaborative research team

Compensation: Up to ₹1.2 Crore (120 Lakhs) base + performance-related bonus

Location: Gurugram, India

A great opportunity for a Quant Researcher who wants significant ownership over research and the opportunity to develop strategies used in live systematic trading.