Quantitative Researcher(unpaid)

About the role

Audit, stress-test, and optimize the mathematical and logical foundations of the firm's trading algorithm, delivering at least one deployable profitable model within the first two weeks. For the remainder of the three-month contract, develop quantitative metrics, refine statistical models, and improve system performance and risk mitigation. Requires a strong academic foundation in mathematics, statistics, quantitative finance, computer science, or a quantitative engineering discipline, along with hands-on experience in statistical modeling, backtesting, and algorithmic trading. Candidates should understand risk-adjusted performance metrics and Indian market dynamics, and be able to rapidly prototype and test trading logic; Python, R, or C++ and prior end-to-end strategy experience are preferred.