Quantitative Research Specialist
Senior Quantitative Researchers- Indian Markets (Equities, Options & Futures)
Client: Leading Global Quantitative Trading / HFT Firm
Location: India
Markets: Indian Equities, Options & Futures (Delta-One)
Other Markets: China, Europe, Japan, Hong Kong and US
About the Client
Our client is a leading quantitative trading firm with a strong presence across global financial markets. The firm focuses on systematic, data-driven trading strategies across multiple asset classes, leveraging advanced quantitative research, technology and sophisticated trading infrastructure.
The firm is expanding its quantitative research capabilities, with a particular focus on establishing and scaling its Indian markets business.
This is an opportunity to join a technically sophisticated organization and work directly with the CEO of the firm, who has a strong technical background and is deeply involved in quantitative research, strategy development and technology.
The client is looking to bring on board experienced quantitative researchers who can take ownership of strategy development, build systematic trading books and contribute to the expansion of its global trading operations.
Role Overview
The immediate priority is to build the Indian quantitative trading desk from the ground up. The firm is looking to hire 2–3 experienced Quantitative Researchers who can independently develop, implement and manage systematic trading strategies across Indian equities, options and futures.
The ideal candidates will have demonstrable live trading or research experience, a proven strategy track record and the ability to take strategies from initial research through implementation and live deployment.
These are hands-on research positions suited to individuals who have built or contributed meaningfully to live systematic trading books and are looking for an opportunity to take greater ownership.
Key Responsibilities
- Research, develop and implement systematic quantitative trading strategies across Indian equities, options and futures.
- Build strategies from the ground up, covering alpha generation, signal development, portfolio construction, risk management and execution.
- Take ownership of the complete strategy lifecycle, from quantitative research and back-testing to implementation and live trading.
- Develop and enhance existing trading strategies to improve performance, scalability and risk-adjusted returns.
- Build and maintain the necessary research, data and trading infrastructure to support systematic strategies.
- Analyze large datasets, identify market inefficiencies and develop predictive models using statistical and quantitative techniques.
- Monitor live strategies, analyse P&L performance and continuously optimise trading models.
- Work closely with the CEO and senior stakeholders on research direction, strategy development and business expansion.
- Eventually help establish and mentor a junior quantitative research team as the Indian desk expands.
Candidate Requirements
- Strong academic background in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering or a related field.
- Prior experience as a Quantitative Researcher within a systematic trading firm, hedge fund, proprietary trading firm or HFT/MFT environment.
- Demonstrable experience developing and researching systematic trading strategies.
- Experience with live trading strategies and exposure to managing or contributing to a live trading book.
- Strong understanding of quantitative modelling, statistical analysis, alpha research, back-testing and portfolio construction.
- Strong programming skills in Python, C++ or other relevant quantitative programming languages.
- Ability to independently research, develop and deploy strategies into production.
- Experience with Indian equities, options, futures or Delta-One strategies will be particularly relevant.
- Ability to take ownership of research initiatives and work independently in a technically demanding environment.
Ideal Candidate Profile
The client is specifically interested in experienced researchers who:
- Have developed or contributed to systematic strategies that are currently or were previously traded live.
- Can demonstrate a credible P&L track record or meaningful contribution to a live trading book.
- Have independently built strategies, research frameworks or trading infrastructure.
- Have a stable professional history and demonstrated progression in their careers.
- Can operate independently and eventually help establish and scale a quantitative research desk.
Candidates with approximately 4–6+ years of relevant experience, including professionals who started their careers in 2022 or earlier, would be of particular interest. Stronger profiles with earlier experience are also encouraged.
What Makes This Opportunity Interesting?
- Build from scratch: Opportunity to establish a new Indian quantitative trading desk rather than simply joining an existing research team.
- Direct access to leadership: Work closely with the CEO, who is highly technical and actively involved in research and strategy development.
- End-to-end ownership: Take strategies from research and modelling through infrastructure development and live deployment.
- Global exposure: Potential to contribute to systematic trading strategies across multiple international markets.
- Long-term leadership opportunity: Play a key role in building the Indian research team and mentoring future researchers.
- Competitive compensation: Attractive compensation structure aligned with experience, performance and the value brought to the business.