ML Engineer to Quant Researcher: math, stats, and real markets

We’re a quantitative proprietary trading firm in Hyderabad, trading across global markets. Software and research sit at the center of how we compete.

We’re looking for ML Engineers and Applied Researchers with strong grounding in mathematics, statistical modeling, deep learning, and predictive modeling to build systematic trading signals as Quant Researchers.

What you’ll do

• Research systematic signals, models, and execution-aware hypotheses
• Design robust experiments: no leakage, clean splits, explicit assumptions
• Stress test across regimes, costs/slippage, edge decay, and failure modes
• Build reproducible research pipelines (data → results → documentation)
• Work with engineering and trading to take validated ideas to production

What we’re looking for

• Strong statistical reasoning; you spot bias, leakage, and overfitting
• Solid Python; clean, testable code
• Experience with real, messy datasets and reliable pipelines
• 3+ years in ML engineering, applied science, or research
• Clear communication: what worked, what didn’t, and why
• Bonus: time-series, market microstructure, or systematic research exposure

Why join us

• Your models meet real markets, and impact is measurable
• Small, flat teams with direct access to founders
• Evidence-based reviews, direct feedback, low ego
• Founders with deep quant trading and Big Tech backgrounds

Ready to move from ML to quant research? Write to Rukmini@careerxperts.com