full-time
Quantitative Researcher
Nuvama Group
- Employer
- Nuvama Group
- Location
- Mumbai City, Maharashtra, India
- Working pattern
- on-site
About the role
Research, develop, and rigorously backtest systematic trading strategies across Indian equities, indices, commodities, and derivatives using market, tick-level, and alternative datasets. Analyze market microstructure and strategy performance, identify predictive signals, and collaborate with traders and quantitative developers to turn research into actionable strategies. Requires 1–5 years of experience in quantitative research, algorithmic trading, or systematic investing, strong programming skills, and experience with tick, order book, and historical market data. Candidates should understand probability, statistics, time-series analysis, machine learning, and Indian markets; alternative data, derivatives, cloud computing, and research contributions are advantageous.