Quantitative Researcher - Experienced Hires (India)
At a glance
Mid-level Data Science role at Trexquant Investment. Gurugram.
Pay not stated Data Science salary
dataroles summary, based on the employer's posting.
What you'll do
- Build and tune machine-learning models that forecast liquid assets, drawing on financial data and trading signals
- Examine large datasets for useful trading signals, then turn them into systematic strategies
- Apply current academic work in quantitative finance and improve models with new data and techniques
- Run experiments and backtests with fellow researchers, using simulations and data analysis to refine strategies
What you bring
- A degree in a STEM discipline, at the bachelor’s, master’s or doctoral level
- At least two years working in systematic trading
- You bring a strong interest in machine learning and fluency in programming languages such as Python
Who this fits
This mid-level role suits researchers focused on equities, futures, commodities or event-driven work. You’ll work on-site in Gurugram, India, and balance independent work with collaboration across the research team.
From the employer
Trexquant is a systematic hedge fund where we use thousands of statistical algorithms to trade equity, futures and other markets globally. Starting with many data sets, we develop large sets of features and use various machine learning methods to discover trading signals and effectively combine them into market-neutral portfolios. We are looking for data scientists, physicists, engineers, economists and programmers to develop the next generation of machine learning strategies that can accurately predict the future movements of liquid financial assets.
As a Quantitative Researcher you will be involved in developing market-neutral signals, parsing and analyzing large data sets and collaborating with the Data and Strategy Research team to build a diverse set of predictive models. While we are open to researchers in any asset class we are currently focusing on roles in equities, futures, commodities, and event driven research.
Responsibilities
- Design, implement, and optimize various machine learning models aimed at predicting liquid assets using a wide set of financial data and a vast library of trading signals.
- Parse and analyze large datasets to identify actionable alpha signals and develop strategies for systematic trading.
- Investigate and implement state-of-the-art academic research in the field of quantitative finance.
- Continuously innovate and improve existing models by integrating new data sources and advanced techniques to boost performance and scalability.
- Collaborate closely with a team of experienced quantitative researchers to conduct experiments, backtest hypotheses, and refine strategies through rigorous simulations and data analysis.
Requirements
- BS/MS/PhD degree in any stem field
- 2+ years in a systematic trading environment
- Passion for machine learning
- Fluent with programming languages like Python
- Strong problem-solving skills
- Ability to work effectively both as an individual and a team player
Benefits
- Competitive salary plus bonus based on individual and company performance
- Collaborative, Casual, and friendly work environment
- Health insurance premiums fully covered for you and your dependents
- Pre-tax commuter benefits
- Weekly company meals
Trexquant is an Equal Opportunity Employer
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