Quantitative Researcher, Alpha Research (Full-Time, On-Site, Gurgaon)

QuantaNova Technologies LLP; Gurugram District; On-site; INR 1,500,000 - 2,100,000; Full time

Benefits offered by this job

Mentorship

End-to-end projects

Proprietary research infra

Job summary

QuantaNova Technologies LLP is hiring a full-time Quantitative Researcher to join a fast-growing team in Gurugram, on-site. The role focuses on designing alpha signals, backtesting, and productionizing trading strategies using strong Python skills and statistics.

You will work with large datasets, develop ML frameworks for strategy optimization, and contribute to research in quantitative finance, signal processing, and financial economics.

Qualifications

• Experience building expression-based alphas across data types and scaling with custom operators.
• Strong Python and data-structures knowledge.
• Solid grasp of statistics, time-series, regression and linear algebra.
• Experience with large datasets and big-data libraries.
• Knowledge of core ML tools and their theoretical underpinnings.

Responsibilities

• Contribute to research, design and implementation of large number of alpha signals on our backtesting and execution infrastructure
• Analyze vast market data and extract mispricing using core statistical methods
• Assist in formulation of Machine Learning frameworks for strategy optimization
• Stay up-to-date with latest research in quantitative finance and related fields

Skills

Python

Time-series

Statistics

Linear algebra

Algorithms

Alpha signals

Research

ML theory

Education

B.Tech/M.Tech in CS/Math/Statistics from Tier-1 institute

Tier-1 institute background

Tools

Pandas

NumPy

Scikit-learn

TensorFlow

PyTorch

Job description

Role: Quantitative Researcher (Full Time- On Site)

QuantaNova Technologies is a next-generation quantitative trading firm built on rigorous scientific principles and a clear ambition: to create a world-class investment platform that brings institutional-grade quantitative strategies to investors across global markets. Founded by graduates of the Massachusetts Institute of Technology (MIT), and backed by deep experience managing multi-million-dollar portfolios at leading global hedge funds, QuantaNova is positioned to reshape the future of investing.

We are growing our team fast and scaling our trading. We’re hiring full-time quantitative researchers with strong fundamentals in mathematics, statistics and programming, and hands-on experience building alphas. You’ll develop production-grade trading signals and take ownership of live strategies.

Key Responsibilities

• Contribute to the research, design and implementation of large number of diverse alpha signals on our proprietary backtesting and execution infrastructure
• Analyse vast amounts of market data and extract market mispricing using core statistical methods
• Assist in formulation of Machine Learning frameworks critical for strategy optimization
• Stay up-to-date with the latest research in quantitative finance , Financial Economics, Signal Processing

Requirements

• B.Tech/M.Tech graduate in Computer Science/Mathematics/Statistics or a related engineering discipline from Tier-1 engineering institute
• Hands-on experience building expression-based alphas across technical, fundamental and alternative data, including scaling them with custom operators (via internships, competitions or research platforms). Tell us how many alphas you’ve built.
• Strong Python skills with a solid understanding of data structures and algorithms.
• Exceptional grasp on statistical and probability theory, time-series principles, regression and linear algebra
• Experience working with large datasets and associated big-data analysis libraries
• Demonstrated knowledge of core ML tools and their theoretical underpinnings.

What We Offer

• Be part of a fast-growing team aiming to reshape the financial landscape with constant mentorship and guidance from senior researchers.
• Hands-on experience with real-world, end-to-end design of trading signals and strategies on a fully proprietary research infra.
• Ability to design vast array of novel signals and custom strategies across datasets and trading horizons, and work on diverse aspects of the trading system