Looking for a minimum 5 Years of Trading experiance in Global markets with strong C++ / C Sharp coding background.

The Imperial Crest is expanding its Quant trading division and seeks experienced Quantitative traders to design, test, and refine data-driven strategies across global markets.

This role is designed for intellectually rigorous individuals who can transform complex market data into structured, statistically validated alpha.

? The Role

You will work at the intersection of research, modelling, and implementation (C++ C Sharp, Python) — converting hypotheses into robust, deployable systematic strategies across multi-asset markets.

? Core Responsibilities

Collect, clean, and structure large-scale time-series market data

Identify and rigorously test quantitative signals (momentum, mean-reversion, relative value spreads, volatility regimes, etc.)

Design and maintain institutional-grade backtesting frameworks

Build performance dashboards and analytical tools

Apply advanced statistical techniques to validate, stress-test, and optimize strategies

Present research findings through clear visualizations and concise documentation

Collaborate with execution and risk teams to transition research into live deployment

? Candidate Profile

Trading Experience - 5 years minimum in Global Secondary Markets

Must know C++ / C Sharp / Python

Solid foundation in statistics, probability theory, and time-series analysis





Proven ability to move from raw data to actionable insight

Analytical mindset with intellectual curiosity and research discipline

High standards of rigor, documentation, and reproducibility

? Technical Expertise We Are Hiring For

We are actively seeking two distinct technical profiles:

1️⃣ C++ / C Sharp Quant Developers

Strong expertise in C++ and performance-critical system design

Experience with low-latency architectures, execution logic, and optimized computational frameworks

Familiarity with quantitative libraries and market connectivity infrastructure is highly desirable

- Python Quant Researchers

Advanced proficiency in Python and its research ecosystem (NumPy, Pandas, statsmodels, scikit-learn, matplotlib, and related libraries)

Experience building backtesting engines, signal research pipelines, and data visualization frameworks

? What You Will Gain

Exposure to multi-asset global market data

Institutional-grade systematic research workflows The opportunity to see your research evolve into live, deployable strategies A performance-driven, technology-focused environment at our Gurgaon Office

At The Imperial Crest, research is not theoretical — it is disciplined, measurable, and capital-backed. If you are ready to operate at institutional standards and contribute to systematic alpha generation, we invite you to connect.

📌 Experienced Quantitative Trader - Global Markets (Gurugram)
🏢 The Imperial Crest
📍 Gurugram