Quantitative Researcher

Radley James; Gurugram District; On-site; INR 7,000,000 - 12,000,000; Full time

Benefits offered by this job

Performance bonus

Job summary

Radley James in Gurugram, India is seeking an experienced Quantitative Researcher for its systematic trading team. You’ll develop predictive ML and statistical models and backtest ideas across liquid markets.

This research-heavy role involves working with large datasets, identifying alpha signals, and building systematic strategies alongside senior researchers.

Qualifications

• 2+ years of experience in a systematic trading environment.
• STEM degree (BS/MS/PhD).
• Strong Python programming skills.
• Genuine interest in machine learning and quantitative research.
• Excellent analytical and problem-solving ability.
• Comfortable working independently and in a collaborative 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 ideas from quantitative finance and academia.
• Backtest hypotheses and continually improve models and strategies.
• Collaborate with senior researchers on new research initiatives.

Skills

Python

ML/Statistics

Data analysis

Education

BS/MS/PhD in STEM

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.