Alpha research in the Indian equity and options markets.

Role Overview

We are seeking a Senior Quantitative Researcher to lead alpha research initiatives in Indian equity and derivatives markets. The role focuses on ideation, modeling, and deployment of systematic trading strategies, with a strong emphasis on turning research into production-ready trading systems.

You will play a key role in shaping our research agenda, mentoring junior researchers, and contributing directly to strategy PnL.

Responsibilities

Alpha & Strategy Research

• Design, develop, and evaluate systematic trading strategies across equities, index derivatives, and volatility products.
• Conduct deep-dive research into market microstructure, behavioral inefficiencies, and risk premia.
• Translate research insights into production-grade signals, algo systems and and portfolios
• Build and maintain robust statistical and ML models for forecasting returns, volatility, and liquidity.
• Implement risk modeling techniques including regime detection, factor decomposition, and stress testing.

Technology & Engineering

• Architect and enhance research infrastructure for large-scale data mining and experimentation.
• Ability to write production level engineering code to ensure efficient deployment and monitoring of strategies.
• Maintain high standards of code quality, reproducibility, and documentation.

Preferred Skills & Experience

• 4+ years of experience in quantitative research and systematic trading.
• Strong programming skills in Python with an emphasis on numerical computing, data analysis, and research tooling.
• Demonstrated ability to apply statistical inference, hypothesis testing, and experimental design in financial research.
• Proven track record of developing profitable or production-ready strategies with rigorous backtesting and validation practices.
• Deep understanding of derivatives, market microstructure, probability theory, and statistical modeling.
• Experience with machine learning, time-series econometrics, and optimization techniques for portfolio construction or signal extraction.
• Strong intuition for data, ability to work with noisy datasets, and familiarity with techniques to avoid overfitting and lookahead bias.
• Ability to independently drive research from idea to validation to deployment.
• Strong communication skills and ability to articulate complex quantitative ideas clearly.
• Completed Bachelors degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related field.

Compensation

• Competitive Base Salary in accordance with the experience.
• Performance Bonus linked to strategy PnL
• Candidates with portable or existing algorithmic strategies (live or well-validated) will have a significant advantage and may be eligible for enhanced compensation structures.

Position is not a remote only position. Some flexibility around remote work is possible, but it will require in-person presence.