Quantitative Researcher Intern

• *Role Overview**

We are looking for a highly analytical and mathematically strong **Quantitative Research Intern** to join our quantitative research and trading team. This role is ideal for candidates with a deep interest in financial markets, statistical modeling, and algorithmic trading.

You will work on developing, validating, and optimizing trading strategies using rigorous quantitative methods, statistical techniques, and real\-world market data.

• *Key Responsibilities**

• Conduct quantitative research on financial instruments (Equities, Futures, Options)
• Apply statistical and mathematical techniques to identify trading opportunities
• Develop, test, and optimize algorithmic trading strategies
• Perform **rigorous backtesting and validation of strategies using historical data**
• Conduct **high\-quality verification of trading strategies**, including robustness checks, out\-of\-sample testing, and sensitivity analysis
• Analyze arbitrage opportunities and technical indicators (RSI, MACD, Moving Averages) with a quantitative approach
• Perform risk analysis, drawdown evaluation, and stress testing of models
• Use Python/R for data analysis, statistical modeling, and backtesting
• Build analytical models and dashboards using Excel / Google Sheets
• Document methodologies, assumptions, and performance metrics in structured reports

• *Key Requirements**

• Bachelor’s degree in **Mathematics, Statistics, Computer Science, Finance, or related quantitative field**
• Strong foundation in **probability, statistics, linear algebra, and numerical methods**
• Proven ability to **validate trading strategies using statistical rigor (hypothesis testing, backtesting, performance metrics like Sharpe ratio, drawdown, etc.)**
• Minimum 1 year of experience in equities, derivatives, or active personal trading
• Strong proficiency in Python (NumPy, Pandas, SciPy, etc.)
• Advanced Excel / Google Sheets skills for quantitative analysis
• Understanding of arbitrage strategies and technical indicators
• Conceptual clarity in algorithmic/quantitative trading
• Strong analytical thinking and problem\-solving ability
• Ability to interpret data critically and avoid overfitting or biased results

• *Preferred Qualifications**

• Familiarity with **time series analysis, stochastic processes, or machine learning models**
• Experience with financial APIs, databases, or market data feeds
• Exposure to backtesting frameworks or trading systems
• NISM Series\-VIII Certification (Mandatory)

• *Perks \& Benefits**

• Performance\-based PPO (Pre\-Placement Offer)
• Letter of Recommendation (LOR) upon successful completion
• Opportunity to work on real\-world trading strategies
• Mentorship from experienced quantitative researchers and traders

Job Type: Full\-time

Pay: ₹10,000\.00 \- ₹15,000\.00 per month

Experience

• equities and/derivative trading: 1 year (Required)
• quant trading: 1 year (Preferred)

License/Certification

• NISM\-8 certification (Required)

Work Location: In person