Quantitative Researcher

Role description

Quantitative Researcher - High-Frequency Market Making (NSE)

My client is a technology-driven proprietary trading firm specializing in systematic alpha research and electronic market making across global exchanges, with a particularly strong and growing footprint on the National Stock Exchange of India (NSE) spanning cash equities, index futures & options, and single-stock derivatives. The firm operates with significant market share across the venues it trades and is now looking to add exceptional Quantitative Researchers to its NSE market-making effort, across both Bangalore and Amsterdam.

This is an opportunity to join a small, high-performance team where researchers work shoulder-to-shoulder with experienced traders and low-latency developers to design, build, and scale systematic market-making and alpha-generating strategies - with direct ownership over the research and immediate access to production infrastructure.

As a Quantitative Researcher, you will:

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• Research, build, and refine systematic high-frequency market-making and alpha strategies for NSE markets, leveraging the firm's existing execution and research infrastructure
  
• Work closely with traders and developers to take strategies from idea to live production quickly, iterating based on live PnL and market feedback
  
• Continuously monitor, tune, and improve the risk/return profile of live strategies
  
• Contribute to the firm's broader research agenda across asset classes and venues as opportunities arise
  

My client is targeting tier-1 talent - researchers and traders with a proven track record at leading global HFT and market-making franchises such as Tower Research Capital, Citadel Securities, Virtu Financial, Quadeye, Graviton Research Capital, AlphaGrep, or comparable firms. Specific requirements include:

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• Deep, hands-on experience in high-frequency trading and market microstructure
  
• A minimum of 2 years of live HFT trading experience, ideally including exposure to Indian markets (NSE/BSE) or other comparably competitive, high-speed venues
  
• A demonstrable PnL track record with strong, consistent Sharpe ratios
  
• Fluency in Python, R, kdb+/q, and/or C++, with pride taken in the quality and robustness of what you build
  
• A genuine desire to work in a small, collaborative, high-ownership environment rather than a large, siloed organization
  
• A degree in Computer Science, Mathematics, Statistics, Physics, or a related quantitative field: Bachelor's, Master's, or PhD candidates are all encouraged to apply; a degree from a top-tier institution is a strong plus
  
• Intellectual curiosity and a genuine passion for new technologies, techniques, and ideas
  
• Strong communication skills and the ability to work effectively across research, trading, and technology functions
  

My client describes itself as a place of friends and colleagues, where people convert their passion into action. The culture is open, casual, and genuinely flat - everyone on the team, including senior traders and leadership, is approachable, and the environment is built to give researchers real space to innovate and see their ideas through to live trading. xgiwjmb

Packages are reviewed regularly to remain highly competitive with the market, particularly for candidates coming from tier-1 HFT backgrounds. For full-time, permanent roles, this includes:

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• Highly competitive base compensation plus performance-linked bonus, reflecting the firm's commitment to rewarding researchers directly for the PnL they generate
  
• 4 weeks of paid vacation
  
• Medical insurance
  
• International team outings