Quantitive Researcher-HFT

Findoc Investmart Private; Gurgaon; On-site; INR 1,800,000 - 3,000,000; Full time

Job summary

A leading financial firm in Gurgaon is seeking a Quantitative Researcher to join their high-performance trading team. The successful candidate will develop and optimize automated trading strategies, specifically in high-frequency trading environments. Responsibilities include rigorous back-testing and contributing to innovative research initiatives. Applicants should have a strong mathematical background, experience in HF/UHF trading, and proficiency in programming for data analysis. This is a full-time position offering the chance to work with cutting-edge technologies.

Qualifications

• Experience in High-Frequency (HF) and Ultra-High-Frequency (UHF) trading environments.
• Live HF Trading experience for at least 2 years.
• Demonstrated PnL Track record with excellent Sharpe ratios.
• Strong mathematical and statistical aptitude.
• Proficiency in Python, R, or Matlab for statistical/data analysis of tick data.
• Degree in a highly analytical field, such as Engineering, Mathematics, ComputerScience.

Responsibilities

• Develop and deploy automated systematic strategies with high turnover.
• Back-test strategies rigorously.
• Explore new avenues for quantitative research and trading.
• Advance existing research initiatives and explore new avenues for quantitative research and trading.

Skills

Deep experience in HF/UHF Trading

Strong mathematical and statistical aptitude

Proficiency in using Python, R, or Matlab for statistical/data analysis

Matlab

Statistics

Education

Degree in highly analytical field (Engineering, Mathematics, Computer Science)

Job description

Findoc Investmart Private Ltd | Full time

Job Summary – Quantitative Researcher (High-Frequency Trading)

We are seeking an exceptional Quantitative Researcher to join our high-performance trading team. The ideal candidate will have proven experience in High-Frequency (HF) and Ultra-High-Frequency (UHF) trading environments, with a strong track record of developing and deploying fully automated systematic strategies characterized by short holding periods and high turnover.

In this role, you will design, implement, and optimize alpha-seeking and market-making strategies using advanced quantitative techniques and statistical modelling. You will be responsible for rigorous back-testing , performance evaluation, and continuous enhancement of trading models. The position also offers opportunities to contribute to cutting-edge research initiatives and explore new areas in quantitative trading.

Responsibilities

• Develop and deploycompletely automated systematic strategies with short holding periods andhigh turnover
• Typical strategiesdeployed include Alpha-seeking strategies and Market Making
• Rigorously back-teststrategies
• Advance existingresearch initiatives and explore new avenues for quantitative research andtrading
  

Requirements

• Deep experience inHF/UHF Trading
• Live HF Trading experiencefor at least 2 years.
• PnL Track record withexcellent Sharpe ratios.
• Strong mathematical and statistical aptitude
• Proficiency in usingPython, R, or Matlab for statistical/data analysis of HFT tick data
• Possess a degree in ahighly analytical field, such as Engineering, Mathematics, ComputerScience