Quantitative Analyst MFT

Position: Quantitative Analyst - Medium Frequency Trading Desk (Neo Markets)

Role Overview:

We are seeking a highly skilled Quantitative Analyst / Researcher to design, develop, and optimize alpha-generating trading strategies for our Medium-Frequency (MFT) desk. The role requires deep expertise in statistical modelling, market microstructure, and data-driven research, with a strong focus on low-latency and high-performance trading environments. You will work closely with traders, developers, and infrastructure teams to translate research ideas into production-grade strategies.

Job Responsibilities:

Research & Strategy Development

• Develop and implement systematic trading strategies across asset classes (equities, futures, options, etc.)
• Conduct alpha signal research using statistical techniques, machine learning, and time-series analysis
• Analyze market microstructure, order book dynamics, and execution signals to identify inefficiencies
• Perform hypothesis testing, back testing, and validation of trading strategies

Data Analysis & Modelling

• Work with large-scale structured and unstructured datasets (tick-level, order book data)
• Build predictive models for price movement, liquidity, and volatility
• Apply advanced techniques such as Time-series modeling, Stochastic processes, Optimization methods and Machine learning (supervised/unsupervised)

Back-testing & Simulation

• Design robust back testing frameworks with realistic assumptions (latency, slippage, fees)
• Evaluate performance using metrics like Sharpe ratio, Calmar Ratio, drawdown, hit rate, and PnL attribution
• Conduct parameter optimization and stress testing

Collaboration & Productionization

• Work closely with low-latency developers to deploy strategies into production
• Monitor live strategies and refine models based on real-time feedback

Key Skills & Experience:

• Education

o Bachelor’s / Master’s / PhD in:

Mathematics, Statistics, Computer Science, Physics, Engineering or related quantitative field

• Technical Skills

o Strong programming skills in Python (mandatory), C++ (preferred)

o Experience with NumPy, Pandas, SciPy. Data handling & large dataset processing

o Familiarity with Linux/Unix systems, Version control (Git).

• Quantitative Skills

o Solid understanding of Probability & statistics, Linear algebra and optimization and Time-series analysis

o Knowledge of Market microstructure, Order book dynamics and Execution algorithms

• Trading Knowledge

o Understanding of Equity / derivatives markets and Exchange mechanisms (NSE, BSE, global markets preferred)

o 2-3 years experience with MFT strategies is highly desirable

Preferred Qualifications:

• Prior 2-3 years experience in Proprietary trading firms / hedge funds / MFT firms
• Exposure to Low-latency systems and event-driven architectures
• Experience with trading strategies in production and having PnL responsibilities
• Participation in Competitive programming / Kaggle / quant competitions