- 6–10+ years in systematic or quant trading research, with strategies that have traded live capital not backtest-only
- Strong options theory and Indian derivatives market microstructure expiry mechanics, cost realism, liquidity constraints
- Rigorous on overfitting, out-of-sample validation, and regime robustness
- Has owned a research process before decided what to research and when to kill a strategy
- Background in volatility/options-overlay strategies or systematic strategy search
- Experience with a broker execution API (Dhan, Zerodha, Interactive Brokers, etc)
- Prior mentorship or small-team research leadership min 2–4 people
Pay: ₹3,500,000.00 - ₹4,000,000.00 per year
Application Question(s):
- Need to have experience with a broker execution API like Dhan, Zerodha, Interactive Brokers, etc : yes
- Need to have background in volatility or options-overlay strategies or systematic strategy search: yes
- Strong options theory and Indian derivatives market microstructure , expiry mechanics, cost realism, liquidity constraints : yes
- Need to have experience in systematic or quant trading research, with strategies that have traded live capital not backtest-only: yes
Experience:
- Quantitative research: 7 years (Preferred)
Work Location: In person
