The Role
Amunra is seeking exceptional Quantitative Researchers with PhDs in mathematically rigorous scientific disciplines.
This is not a conventional quantitative-finance research role.
We are particularly interested in scientists trained to reason about high-dimensional interacting systems, stochastic processes, nonlinear dynamics, emergence, collective behaviour, critical phenomena, networks, information, scaling, and systems far from equilibrium.
Researchers will investigate fundamental questions about the structure and dynamics of financial markets and translate scientific findings into rigorous quantitative methodologies and computational systems.
The role sits at the intersection of fundamental research, applied mathematics, computational science, and quantitative finance.
Researchers will have substantial freedom to formulate hypotheses, develop mathematical frameworks, design numerical experiments, work with large empirical datasets, and contribute to Amunra's proprietary research programme.
Research Areas
Depending on background and expertise, research may involve:
Complex adaptive systems
Statistical mechanics and non-equilibrium systems
Interacting stochastic systems
Nonlinear and stochastic dynamics
Critical phenomena and phase transitions
Scaling laws and universality
Multifractal and multiscale systems
Long-memory and anomalous diffusion
Random matrix theory
Information theory and statistical inference
Network science and interacting networks
Collective behaviour and emergence
Dynamical stability and instability
Stochastic processes and stochastic differential equations
High-dimensional statistical systems
Spatiotemporal systems
Endogenous dynamics and interacting agents
Computational modelling and simulation
Machine learning for scientific discovery
Representation learning for complex systems
Inference in noisy and non-stationary systems
Financial markets will serve as the principal empirical domain in which these ideas are developed, tested,
📌 Quantitative Researcher (Mumbai)
🏢 Amunra
📍 Mumbai