Quantitative Researcher – Systematic Trading – HFT Pylon Management Consulting

The Corporate Institute; Gurgaon; On-site; INR 3,000,000 - 6,000,000; Full time

Job summary

The Corporate Institute in India invites a Quant Researcher with 2+ years of experience to develop and improve systematic trading strategies and work with traders and developers.

You will analyze large market datasets, build statistical models, backtest strategies, and monitor performance to identify alpha opportunities. Proficiency in Python and/or C++ is required, with a strong foundation in probability and statistics.

Qualifications

• 2+ years of experience in Quant Research, HFT, Algorithmic Trading, or a similar field.
• Strong knowledge of probability, statistics, and mathematical modeling.
• Experience with financial market data, backtesting, and strategy development.
• Strong analytical and problem-solving skills.

Responsibilities

• Research, develop, and backtest quantitative trading strategies.
• Analyze large datasets to identify market patterns and alpha opportunities.
• Develop statistical and mathematical models for short-term trading.
• Collaborate with traders and developers to implement and optimize strategies.
• Monitor strategy performance and conduct ongoing research and improvements.

Skills

Quantitative research

Backtesting

Time-series analysis

Financial modeling

Tools

Python

C++

Job description

Role Overview:

We are looking for a Quant Researcher with 2+ years of experience in quantitative research, trading, or HFT to develop and improve systematic trading strategies.

Key Responsibilities:

• Research, develop, and backtest quantitative trading strategies.
• Analyze large datasets to identify market patterns and alpha opportunities.
• Develop statistical and mathematical models for short-term trading.
• Collaborate with traders and developers to implement and optimize strategies.
• Monitor strategy performance and conduct ongoing research and improvements.

Requirements:

• 2+ years of relevant experience in Quant Research, HFT, Algorithmic Trading, or a similar field.
• Strong knowledge of probability, statistics, and mathematical modeling.
• Strong programming skills in Python and/or C++.
• Experience with financial market data, backtesting, and strategy development.
• Strong analytical and problem-solving skills.
• Understanding of market microstructure and high-frequency trading is preferred.

Good to Have:

• Experience with low-latency systems, time-series analysis, machine learning, or exchange-level market data.