Key Responsibilities:

- Research, develop and implement systematic trading strategies across equities and derivatives.
- Design, backtest and optimise quantitative models and trading algorithms.
- Analyse market microstructure and trading behaviour to identify alpha opportunities.
- Develop execution strategies and improve trading performance through data-driven research.
- Collaborate with quantitative developers and engineers to build scalable trading infrastructure.
- Monitor live trading strategies and continuously enhance execution efficiency and risk controls.
- Evaluate market data, statistical signals and trading performance to refine research methodologies.
- Contribute to the ongoing development of proprietary trading tools and research frameworks.

Key Requirements





- Minimum 5 years of experience in quantitative trading or quantitative research within proprietary trading, hedge funds or systematic trading environments.
- Proven experience developing and trading algorithmic strategies across equities or derivatives.
- Solid understanding of statistics, probability, quantitative modelling and market microstructure.
- Proficiency in Python and C++.
- Experience designing, backtesting and deploying production-grade trading strategies.
- Good understanding of exchange connectivity, execution strategies and latency-sensitive trading.
- Strong analytical mindset with excellent problem-solving abilities.

📌 Senior Quant Researcher, Global Proprietary Trading Firm (Gurgaon, India)
🏢 Amethyst Partners
📍 India