About the role
structured by ORIABOUT THE ROLE We are looking for a Full-time Quantitative Researcher to join our quantitative investment team. You will research, build and test systematic investment signals and strategies, working directly with the Fund Manager, and use modern data science and AI tools to do it faster and better.
What you will do
- Generate and test new investment ideas and signals using market, fundamental, derivatives and alternative data.
- Turn ideas into clean, reproducible Python code and robust backtests with realistic costs and constraints.
- Apply sound statistical testing, guard against overfitting and data leakage, and be candid about what does not work.
- Apply machine learning, NLP and LLM-based tools where they add genuine value to research and automation.
- Present findings clearly, in writing and visually, to technical and non-technical audiences.
What they are looking for
- Experience in developing AI Agents to automate research tasks.
- Strong Python (Pandas, NumPy, Scikit-learn) and SQL
- Solid grounding in statistics, time-series analysis and quantitative finance.
- Familiarity with factor models, portfolio construction and risk analytics
- Sharp problem-solving, intellectual honesty and clear written and verbal communication.
- 2+ years in quantitative research, systematic trading or data science; exceptional freshers with strong project work will be considered.
- Degree in engineering, mathematics, statistics, computer science or a related quantitative field.
Nice to have
- exposure to PyTorch or TensorFlow is a plus.
- knowledge of Indian markets is an advantage.
- Experience in futures and options strategies is a plus.
Full posting text
ABOUT THE ROLE
We are looking for a Full-time Quantitative Researcher to join our quantitative investment team. You will research, build and test systematic investment signals and strategies, working directly with the Fund Manager, and use modern data science and AI tools to do it faster and better.
KEY RESPONSIBILITIES
Research: Generate and test new investment ideas and signals using market, fundamental, derivatives and alternative data.
Build: Turn ideas into clean, reproducible Python code and robust backtests with realistic costs and constraints.
Validate: Apply sound statistical testing, guard against overfitting and data leakage, and be candid about what does not work.
AI & ML: Apply machine learning, NLP and LLM-based tools where they add genuine value to research and automation.
Communicate: Present findings clearly, in writing and visually, to technical and non-technical audiences.
SKILLS
Experience in developing AI Agents to automate research tasks.
Strong Python (Pandas, NumPy, Scikit-learn) and SQL; exposure to PyTorch or TensorFlow is a plus.
Solid grounding in statistics, time-series analysis and quantitative finance.
Familiarity with factor models, portfolio construction and risk analytics; knowledge of Indian markets is an advantage.
Sharp problem-solving, intellectual honesty and clear written and verbal communication.
Experience in futures and options strategies is a plus.
EXPERIENCE
2+ years in quantitative research, systematic trading or data science; exceptional freshers with strong project work will be considered.
Degree in engineering, mathematics, statistics, computer science or a related quantitative field.
Seniority level: Associate
Employment type: Full-time
Job function: Research
Industries: Investment Management