This role is for one of our clients Industry Staffing and Recruiting Seniority level Associate level Min Experience 2 years Location Bangalore India JobType full-time We are looking for a Quantitative Trading Scientist to research prototype and validate systematic trading models driven by data mathematics and statistical rigor This role blends deep quantitative thinking with hands-on programming focusing on transforming market data into repeatable testable trading logic You will work at the intersection of research and engineering designing models analyzing market behavior and turning hypotheses into scalable code that can be evaluated across large financial datasets What You ll DoQuantitative Research Strategy Development Research and develop systematic trading approaches using statistical and mathematical techniques Explore market microstructure and price dynamics to uncover predictive patterns Design robust signal-generation frameworks and evaluate risk-adjusted performance Data Analysis Modeling Analyze high-frequency and historical financial data including tick data and order-book information Build and validate time-series and probabilistic models to capture market behavior Apply optimization techniques to improve strategy stability and execution efficiency Implementation Experimentation Translate research ideas into efficient production-quality Python code Build reusable backtesting and research components to evaluate strategies at scale Perform rigorous testing validation and sensitivity analysis to reduce overfitting Collaboration Deployment Support Partner with engineering and trading teams to move models from research into live or simulated environments Assist in performance monitoring model iteration and post-deployment analysis Ideal Candidate Profile Robust academic foundation in Mathematics Statistics Physics Operations Research or Computer Science 2-4 years of experience in quantitative research trading or data-intensive modeling roles Deep understanding of probability statistical inference time-series analysis and optimization Ability to reason from first principles and challenge assumptions using data Technical Expertise Advanced Python for numerical and statistical computing Experience with libraries such as NumPy Pandas SciPy statsmodels and scikit-learn Practical knowledge of time-series methods e g filtering volatility modeling regime detection Familiarity with version control systems and collaborative research workflows Nice to Have Experience with strategies like statistical arbitrage mean reversion or momentum Exposure to models such as Kalman Filters GARCH or state-space methods Well-organized research repositories notebooks or backtesting frameworks demonstrating quantitative rigor Understanding of market microstructure or execution-related constraints Why This Role Work on intellectually challenging problems at the intersection of math data and markets High ownership over research ideas and their real-world evaluation Opportunity to grow into advanced quantitative trading or research leadership roles Collaborative environment that values clarity of thought experimentation and disciplined execution We may use artificial intelligence AI tools to support parts of the hiring process such as reviewing applications analyzing resumes or assessing responses These tools assist our recruitment team but do not replace human judgment Final hiring decisions are ultimately made by humans If you would like more information about how your data is processed please contact us