full-time
Quantitative Researcher
K-Hawk Capital
- Employer
- K-Hawk Capital
- Location
- India
- Working pattern
- on-site
About the role
Design, develop, and optimize systematic market-making strategies for liquid futures and ETFs, including dynamic quoting, inventory and risk management, microstructure alpha, and execution. Build realistic models and simulations, analyze trading performance, and continuously improve live strategies and their capacity. Requires at least five years of quantitative research, electronic market making, or systematic trading experience, including hands-on futures or ETF market-making strategy development. Candidates should have strong expertise in optimal control, stochastic processes, market microstructure, short-horizon signals, execution and transaction-cost modeling, Python, high-frequency data, and a STEM degree; experience with AI coding assistants is also required.