Junior Quantitative Researcher

Profile Overview

We are seeking a highly driven Junior Quantitative Researcher to join our advanced quantitative research and development team. This role is ideal for someone with a strong interest in financial markets, a foundation in trading (including personal trading experience), and a desire to apply quantitative techniques to real-world market opportunities.

This internship offers the opportunity to contribute to data-driven trading strategies using statistical models, Python programming, and spreadsheet-based analysis. You will be working closely with experienced quants and traders in a fast-paced, intellectually stimulating environment.

Key Responsibilities

• Conduct data analysis and research on financial instruments (equities, futures, options) to identify trading opportunities.
• Use Excel/Google Sheets for modeling, tracking strategies, and analyzing performance.
• Collaborate with the team to develop and optimize quantitative models and algorithmic strategies.
• Analyze and test basic arbitrage strategies and technical indicators.
• Monitor and evaluate the performance of existing strategies and provide input for refinements.
• Participate in stress testing and risk analysis of trading models.
• Use Python or R for data manipulation, statistical analysis, and backtesting of strategies.
• Prepare reports and presentations summarizing insights, results, and performance metrics.

Key Requirements

• Graduation (Bachelor’s degree) in Finance, Economics, Mathematics, Statistics, Computer Science, or a related field.
• Minimum 1 year of experience in equities, derivatives, or personal trading.
• NISM Series-VIII certification – Mandatory
• Proficiency in Python for data analysis and model development.
• Strong Excel or Google Sheets skills for financial modeling and analysis.
• Understanding of basic arbitrage strategies and technical indicators (e.g., RSI, MACD, Moving Averages).
• Conceptual understanding of algorithmic and quantitative trading.
• Analytical mindset with strong problem-solving and decision-making skills.
• Good communication skills and the ability to work collaboratively in a team.

Preferred Skills

• Experience with financial databases, APIs, or market data feeds.
• Familiarity with statistical and machine learning techniques.
• Knowledge of data visualization tools such as Tableau or Matplotlib.
• Exposure to live trading systems or backtesting frameworks is a plus.
• Proactive, solution-oriented attitude toward problem-solving.

Experience

• Equities and/or derivative trading: 1 year (Required)
• Quantitative trading or modeling: 1 year (Preferred)
• Personal trading experience: Strongly preferred

License/Certification

• NISM Series-VIII (Equity Derivatives) – Required

Job Type: Full-time

Pay: ₹15,000.00 - ₹20,000.00 per month

Benefits:

• Health insurance

Schedule:

• Monday to Friday
• Weekend availability

Supplemental Pay:

• Performance bonus

Application Question(s):

• Please briefly explain, how do you fit our requirements?

Experience:

• equities/derivatives/personal trading: 1 year (Required)
• quantitative trading/modelling: 1 year (Preferred)

License/Certification:

• NISM-8 certificate (Required)

Work Location: In person