Quantitative Research Intern

Gurgaon, India

Job Type

Internship

Salary Range

₹15-30K/month

About the Role

As a Quantitative Research Intern you will have an opportunity to solve challenging problems arising in a trading environment while utilizing the latest machine learning techniques and derivatives pricing theory. You will use our custom research infrastructure for simulation, back-testing, and validation of the proposed models.

How you will make an impact…
- Create practical solutions to problems presented in the trading environment on either a mid or high frequency trading desk
- Conduct statistical analysis of market data, historical trends, and relationships across multiple asset classes
- Formulate and apply mathematical modeling, quantitative methods and machine learning techniques to identify and capture trading opportunities
- Work closely with traders and researchers to build and refine research infrastructure and tools

What you bring to the team…
- Proficiency in Python programming and data science stack: numpy, pandas, scikit-learn, etc.
- Proficiency in C++ is a big plus
- Strong analytical and problem-solving skills including a solid foundation of statistics knowledge
- Working knowledge of probability theory, stochastic calculus and numerical algorithms such as finite differences, Monte Carlo simulation, etc.
- Excellent written and verbal communication skills to report research results as well as methodologies