Quantitative Researcher, Equities- India

Principal Responsibilities
- Work alongside the Portfolio Manager on developing systematic trading strategies, with a primary focus on:
- Idea generation
- Data gathering and research/analysis
- Model implementation and back testing for systematic global equities strategies
- Conduct research across a variety of quantitative trading strategies, including but not limited to, fundamental, events, flow, statistical arbitrage.
- Conduct research across multiple regions including US, Europe, Japan and other non US equity markets.

Required Technical Skills
- Strong programming skills in any object-oriented language such as Python and C++.
- Strong Linux knowledge.
- Bachelors, Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics,



or a related field from a top ranked university.

Preferred Experience
- 0-5 years’ experience within quantitative equity strategies, as evidenced by experience at an asset manager, or trading groups within a hedge fund.
- For those with no prior experience, a relevant internship at a top firm is extremely advantageous.
- Robust experience and understanding of statistical modelling techniques for equities trading.
- Prior experience researching datasets across multiple regions.

Highly Valued Relevant Experience
- Candidates who have prior experience in managing intraday long short equity portfolios are highly valued.

📌 Quantitative Researcher, Equities- India (Mumbai)
🏢 Millennium
📍 Mumbai