Sr. Quantitative Researcher

Amethyst Partners; Gurugram District; On-site; INR 3,500,000 - 7,000,000; Full time

Job summary

Amethyst Partners is seeking exceptional Quantitative Traders and Researchers to join our core trading team in India. You will develop, optimize, and deploy systematic trading strategies spanning alpha research, execution algorithms, and risk management frameworks.

You will work closely with technologists and fellow quants to iterate rapidly and push the boundaries of high‑performance trading. The role requires 5+ years of hands‑on experience trading HFT strategies in equities or derivatives,

Qualifications

• 5+ years of hands-on experience trading HFT strategies in equities or derivatives.
• Strong foundations in statistics, probability, market microstructure, and quantitative modeling.
• Proven ability to design, backtest, and deploy production‑grade trading strategies.
• Solid programming experience in C++ and Python.
• Deep understanding of exchange mechanisms, order types, latency dynamics, and execution strategies in Indian markets.
• Comfortable working independently with full ownership—from ideation to live execution—within a robust risk management framework.
• Analytical mindset with a bias toward data‑driven decision-making and rapid iteration.
• Strong collaboration skills — able to work closely with engineers on strategy scalability and infrastructure optimization.

Responsibilities

• Develop, optimize, and deploy systematic trading strategies across equities and derivatives.
• Backtest and validate research ideas; translate into production‑ready code.
• Collaborate with technologists to improve research frameworks and system performance.
• Iterate quickly across asset classes and global exchanges to push the boundaries of high‑performance trading.

Skills

C++

Python

Statistics

Market microstructure

Backtesting

Algorithmic trading

Latency

Execution strategies

Indiabased markets

Independent ownership

Data-driven

Job description

We’re looking for exceptional Quantitative Traders and Researchers to join our core trading team — individuals who live and breathe the markets and have hands‑on experience trading algorithmically in equities or derivatives for at least five years. This is a high‑impact role for someone with strong quantitative intuition, solid programming ability, and a deep understanding of market microstructure. You’ll play a central role in developing, optimizing, and deploying systematic trading strategies — spanning alpha research, execution algorithms, and risk management frameworks. We operate with a culture of ownership and autonomy: traders are given independence to ideate, build, and trade their own strategies, backed by robust infrastructure and rigorous risk evaluation. You’ll work closely with our technologists and fellow quants — iterating rapidly, improving research frameworks, experimenting across asset classes, and pushing the boundaries of what’s possible in high‑performance trading. If you thrive on statistical discovery, market dynamics, and writing production‑ready research or trading code — this is where you’ll shape the next generation of global quantitative trading.

About the Role

• 5+ years of hands‑on experience trading HFT strategies in equities or derivatives.
• Strong foundations in statistics, probability, market microstructure, and quantitative modeling.
• Proven ability to design, backtest, and deploy production‑grade trading strategies.
• Solid programming experience in C++ and Python.
• Deep understanding of exchange mechanisms, order types, latency dynamics, and execution strategies in Indian markets.
• Comfortable working independently with full ownership — from ideation to live execution — within a robust risk management framework.
• Analytical mindset with a bias toward data‑driven decision‑making and rapid iteration.
• Strong collaboration skills — able to work closely with engineers on strategy scalability and infrastructure optimization.

Preferred Skills

• Prior experience trading or researching across various asset classes and global exchanges.
• Familiarity with order book simulations, and alpha evaluation techniques.
• Background in applied machine learning or statistical signal detection for trading.
• Low level understanding of latency‑sensitive systems, OMS design, and real‑time execution feedback loops.
• Contributions to open‑source quant tools, statistical libraries, or research publications are valued but not required.

Mindset Fit

• You operate with a sense of deep ownership and long‑term conviction — focused on building enduring systems, strategies, and culture.
• You thrive in lean, high‑performing teams that move fast, take responsibility, and avoid unnecessary hierarchy.
• You seek to collaborate with people who are technically exceptional, intellectually curious, and united by a shared mission.
• You recognize that trading is fundamentally a research‑driven pursuit — where insight, precision, and execution speed define success.