Quantitative Researcher

As a Quantitative Researcher at our firm, you will be an integral part of the growing team in the Quantitative Strategies Central Research group. Your main responsibility will involve developing alpha signals for global equities and futures markets by utilizing advanced mathematical and statistical techniques, along with your exceptional problem-solving skills. You will be based in India, with the option to work from Mumbai, Delhi, or Gurgaon. Your primary tasks will include analyzing datasets using machine learning, statistical, applied math, and econometric techniques. Additionally, you will be tasked with developing predictive signals for financial markets, rigorously testing models, and creating trading algorithms for the profitable implementation of these models. To ensure continuous learning and growth, you will also review academic literature and participate in relevant conferences focusing on areas such as empirical finance, market microstructure, machine learning, and computational statistics. To excel in this role, we are looking for candidates with a Bachelors, Masters, or Ph.D. degree in Mathematics, Computer Science, Statistics, Physics, Electrical Engineering, or a related field. A proven track record of excellence in your specialized area, along with experience in machine learning and statistical applications, will be advantageous. Notably, prior experience in the investment field is not mandatory. Proficiency in at least one major programming language such as C/C++, Java, or Python is a must. Additionally, having statistical programming skills using Python, R, or Matlab will be considered a bonus. The target start date for this position is as soon as possible. If you are excited about this opportunity and believe you are the right fit for this role, please submit your resume to india.quant.talent@mlp.com and reference REQ-11568.,