Quantitative Researcher - IPM (India)
Core
Develop and deploy systematic financial strategies by creating computer-based models to predict global financial market movements and generate high-quality predictive signals (alphas).
Role type
Quantitative Researcher (Alpha Generation)
Builds
Proprietary predictive signals (alphas) and quantitative models for global financial markets
Domain
Quantitative Finance / Algorithmic Trading
Deliverable
production ML models
Required skills
Python programming, C/C++ programming, Unix/Linux environment proficiency, mathematical modeling, data analysis, problem solving
Preferred skills
Academic research mindset, self-starter attitude, creative deep thinking
Technologies
Python, C/C++, Unix, Linux
Responsibilities
Explore data to identify new predictive signals (alphas), create computer-based models to predict market movements, apply rigorous processes to test signal quality
Seniority
Individual Contributor, Research Scientist