Quantitative Researcher

Job Description

Quantitative Researcher? YMS Financial Private Limited ? Quantitative Trading & Execution Brokerage House What you?ll do YMS Ventures Pvt. Ltd. is a high-frequency trading (HFT) and quantitative research firm leveraging advanced mathematical models and technology to trade across global markets. We are looking for passionate Quantitative Researchers who can help us design, test, and deploy data-driven trading strategies in a fast-paced, technology-focused environment. As a Quantitative Researcher at YMS, you will be responsible for developing and optimizing automated strategies using advanced statistical and computational techniques. You will work closely with developers and traders to translate research insights into executable models and systems. Roles and responsibilities The Quantitative Researcher role, part of the Quant Strategy team and reporting to the Director ? Research & Trading , focuses on developing and optimizing algorithmic trading strategies using data-driven models and close collaboration with senior researchers. Design, test, and implement high-frequency quantitative & trading strategies using market data from multiple exchanges. Analyze large-scale financial data to uncover inefficiencies, correlations, and trading opportunities. Develop mathematical and statistical models to predict price movements and optimize execution. Conduct rigorous backtesting and performance analysis of trading algorithms. Collaborate with the engineering team to integrate research models into production systems with low-latency execution. Study market microstructure and behavioral patterns to enhance strategy robustness. Continuously refine models based on real-time trading feedback and performance metrics. Document research methodologies, results, and system performance for internal reviews. Key Responsibilities Bachelor?s or Master?s degree in Mathematics, Statistics, Computer Science, Physics, or Quantitative Finance from a top-tier institution. Deep understanding of statistics, probability, optimization, and time-series analysis. Proficiency in Python, R, C++, or MATLAB for modeling and data analysis. Familiarity with Linux environments and working with large datasets. Strong foundation in machine learning and AI-based modeling techniques. Excellent analytical and problem-solving skills with attention to detail. Ability to work independently under tight deadlines in a research-driven environment. Preferred Qualifications Prior experience in HFT, quantitative trading, or financial modeling . Exposure to tick-level data analysis , order book dynamics, or risk modeling. Experience using libraries such as NumPy, pandas, scikit-learn, PyTorch, or TensorFlow. Strong mathematical background with experience in stochastic calculus, econometrics, or statistical inference. Perks Opportunity to work on challenging, high-impact research problems. Exposure to cutting-edge modeling, AI, and analytics tools. Competitive compensation and performance-based bonuses. Collaborative, growth-oriented, and intellectually stimulating environment Interested candidates are requested to fill out the application form below: Application Form: https://forms.gle/gzXTn4SDPxMDnzZ5A Industry Type: Analytics / Research / Technology Department: Research & Development Role: Quantitative Researcher Employment Type: Full-Time, Permanent Education: Graduate / Postgraduate in Quantitative Field