Quantitative Researcher (INDIA)

Trexquant Investment; Gurugram District; On-site; INR 1,800,000 - 3,200,000; Full time

Benefits offered by this job

Competitive compensation with bonus

Collaborative environment and growth

Job summary

Trexquant is a systematic hedge fund using thousands of statistical algorithms to trade equity and futures globally. We seek scientists, engineers, economists and programmers to develop ML strategies that predict market movements.

You will design models, parse data, test hypotheses with simulations, and collaborate with researchers to advance research direction and lead on new ideas.

Qualifications

• BS/MS/PhD in any STEM field.
• Passion for ML and quantitative finance.
• Strong problem-solving skills; able to work solo or in a team.
• Fluent with programming languages like Python.
• Knowledge of financial accounting is a plus.
• Experience between 2 and 15 years.

Responsibilities

• Design, implement, and optimize ML models for predicting liquid assets.
• Parse data sets to be used for alpha development.
• Investigate and implement state-of-the-art research in quantitative finance.
• Collaborate with researchers to run experiments and test hypotheses.

Skills

Python

Quantitative finance

Machine learning

Team player

Problem solving

Education

BS/MS/PhD in STEM

Job description

Trexquant is a systematic hedge fund where we use thousands of statistical algorithms to trade equity and futures markets globally. Starting with many data sets, we develop a large set of features and use various machine learning methods to discover trading signals and effectively combine them into market-neutral portfolios. We are looking for scientists, engineers, economists, and programmers to develop the next generation of machine learning strategies that can accurately predict the future movements of liquid financial assets.

Responsibilities

• Design, implement, and optimize various machine learning models aimed at predicting liquid assets using a wide set of financial data and a vast library of trading signals
• Parse data sets to be used for alpha (strategy) development
• Investigate and implement state-of-the-art academic research in the field of quantitative finance
• Collaborate with experienced and resourceful quantitative researchers to carry out experiments and test hypothesis using simulations

Requirements

• BS/MS/PhD degree in any stem field
• Passion for machine learning and quantitative finance
• Strong problem-solving skillsAbility to work effectively both as an individual and a team player
• Fluent with programming languages like Python
• Knowledge of financial accounting is a plus
• Experience between 2 years to 15 years

Benefits

• Competitive compensation with bonus tied to the performance of algorithms you develop
• Work in a collaborative and friendly environment, participate in decision-making process for research direction, and have opportunity to lead on new ideas