Job Title

Have 3+ years of hands-on quantitative research experience with a proven track record of live deployments.Hold a Bachelor’s, Master’s, or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or Financial Engineering from a top-tier institute.Are proficient in Python, R, or C++.Can independently set up and manage complete research frameworks.Love diving into large datasets — historical market data, alternative data, and more.Excel at quantitative model development, algorithm optimization, and risk assessment.Have a strong understanding of Delta 1 and Options strategies at scale, including market microstructure and order book dynamics.Communicate complex research findings clearly across teams and stakeholders.Preferred Skills We Are Looking ForExperience with HFT or MFT strategies in Delta 1 and Options, particularly arbitrage or market making.Strong grasp of machine learning techniques (regression, time-series analysis, neural networks).