Quantitative Researcher
External
Gravitonresearchcapital · Gurugram, IndiaFull-timeOn-site2mo ago
ClassificationLinuxTime Series Analysis
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About the role
Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Quantitative Researcher for our team in Gurgaon. This team trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets.
Responsibilities
- Develop new or improve existing trading models using in-house platforms
- Use advanced mathematical techniques to model and predict market movements
- Analyse large financial datasets to identify trading opportunities
- Provide real time analytical support to experienced traders
Requirements
- Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science from IITs schools
- Quantitative bent of mind
- A working knowledge of Linux/Unix
- Programming experience, preferably in C++ or C
- No prior knowledge of financial markets is needed but must have a strong interest in learning about financial markets.
- Have a strong work ethic
- Hard Working
Benefits
Our perks have you covered.Competitive compensationAnnual international team outingFully covered commuting expensesBest-in-class health insuranceDelightful catered breakfasts and lunchesA well-stocked kitchen4 week annual leaves along with market holidaysGym and sports club membershipsRegular social events and clubsAfter work partiesHealth insuranceEquity / stock options
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