Quantitative Researcher

Job Title: Quantitative Strategist

Location: Indore, MP, India - Onsite only

Experience Level: 3 - 6 years

Employment Type: Full-time

About the Role:

We are a small, technically focused team working on data-driven financial strategy development. We are looking for a quantitative strategist to own the research function - identifying opportunities in financial data, constructing systematic frameworks around them, and producing work that is rigorous enough to hold up out of sample and clear enough to be acted on directly.

This is a hands-on role. You will be expected to generate ideas, test them honestly, and build complete strategy logic not validate models that someone else has already designed.

What You Will Do:

• Research financial datasets across multiple instruments and timeframes to identify statistically robust, exploitable patterns
• Construct end-to-end systematic frameworks covering signal logic, entry and exit rules, position sizing, and risk controls
• Conduct rigorous backtesting with walk-forward validation and disciplined out-of-sample evaluation
• Source, clean, and integrate data from multiple inputs including price data, macroeconomic indicators, and alternative datasets
• Document research and strategy specifications clearly enough for direct implementation by a technical team
• Monitor deployed strategies, identify performance degradation, and iterate based on live results

Required Qualifications:

• 3- 6 years of experience in quantitative research or systematic strategy development
• Strong foundations in statistics and econometrics time-series analysis, regression, cointegration, factor modelling, and hypothesis testing
• Demonstrated ability to take a research idea from hypothesis through to a validated, documented strategy
• The rigour to distinguish genuine signal from backtest artefact, and the discipline to abandon work that does not hold up
• Bachelor's or Master's degree in Mathematics, Statistics, Quantitative Finance, Economics, or equivalent Preferred
• Prior experience in a systematic or algorithmic research environment prop trading, hedge fund, quant desk, or similar
• Familiarity with backtesting platforms such as QuantConnect, Backtrader, or custom research frameworks
• Exposure to alternative data sources and experience incorporating them into research workflows
• A verifiable portfolio strategy reports, backtest results, or research documentation you can walk us through