Quantitative Researcher

Location: Gurgaon (WFO)
Experience: 3-15 years

About the Company

Our client is a Gurgaon-based investment management firm specializes in developing and executing quantitative trading strategies through an automated infrastructure. Leveraging proprietary algorithms, it aims to generate superior risk-adjusted returns by identifying inefficiencies in capital markets. The firm employs a range of fund management strategies across various asset classes, focusing on opportunities with high potential for capital appreciation. With a team of professionals skilled in mathematics and computer science, the company fosters an entrepreneurial and collaborative work environment to drive innovation in systematic trading

About the Role

We are looking for exceptionally skilled Senior Quantitative Researchers who are passionate about applying advanced mathematical and statistical techniques to design, develop, and optimize algorithmic trading strategies.

This role is ideal for individuals who:

• Have managed a trading book of ₹20 crores or more
• Possess a live P&L track record delivering 40–50% annualized returns
• Maintain a strong Sharpe ratio with maximum drawdowns under 10%

Preferred Experience Includes:

• Developing and executing mid-frequency trading (MFT) strategies in Indian equity derivatives and commodities
• Trading U.S. futures and options (F&O)
• Building a track record in high-frequency trading (HFT) and looking to transition to MFT microstructure strategies for superior performance

As a Senior Quantitative Researcher, you will play a key role in enhancing the firm’s algorithmic trading capabilities across multiple asset classes.

Key Responsibilities

• Strategy Development: Design and develop predictive models to identify market inefficiencies and generate trading signals
• Data Analysis: Analyze large-scale financial datasets to uncover patterns and alpha opportunities
• Algorithm Design & Backtesting: Implement and rigorously backtest trading algorithms using historical and live market data
• Academic Integration: Translate academic research into practical, market-ready trading strategies
• Execution & Deployment: Run high- and mid-frequency strategies through an in-house, fully automated trading platform
• Risk & Portfolio Management: Continuously monitor trading performance, manage risk, and optimize portfolios to enhance risk-adjusted returns

Candidate Requirements

• Education: Bachelor’s, Master’s, or Ph.D. in Mathematics, Computer Science, Physics, Electrical Engineering, Financial Engineering, or related quantitative fields from a reputed institution
• Programming: Proficient in Python/R and C#/C++, with strong knowledge of data structures, algorithms, and OOP concepts
• Quantitative Skills: Excellent analytical and problem-solving abilities, with a research-oriented approach
• Experience:
  • 3–15 years of experience in quantitative strategy development and live trading
  • Minimum of 1 year of live track record with consistent P&L
• Trading Performance:
  • Demonstrated ability to manage a ₹20 crore+ book
  • Consistent 40–50% annualized returns
  • Sharpe ratio above industry benchmarks
  • Maximum drawdowns capped at 10%
• Mindset: Highly disciplined, self-motivated, and entrepreneurial, with a strong commitment to excellence in quantitative trading and research