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
