Quantitative Research Intern

About the role

Research, design, and implement alpha signals using proprietary backtesting and execution infrastructure, analyzing market data to identify mispricing. Assist with machine-learning frameworks for strategy optimization and stay current with research in quantitative finance, financial economics, and signal processing. Applicants should be B.Tech or M.Tech students in computer science, mathematics, or a related engineering discipline at a Tier-1 engineering institute, with strong Python skills and knowledge of data structures and algorithms. They should have strong foundations in statistics, probability, time series, regression, and linear algebra, experience analyzing large datasets, and knowledge of machine-learning tools; prior alpha research experience is preferred.