Location: Gurugram
Experience: 1+ Years

Role Overview

We are looking for an exceptional Quantitative Researcher (Alpha) to join our research team. This role is dedicated exclusively to alpha research and strategy development, making it ideal for individuals who enjoy solving complex quantitative problems and discovering new sources of market inefficiencies.

Reporting to the Portfolio Manager – Research & Trading, you will work closely with Senior Quantitative Traders and Portfolio Managers to research, validate, and enhance alpha-generating models. Your primary responsibility will be to develop novel predictive signals, improve existing research models, and contribute to the firm’s systematic trading strategies through rigorous quantitative research.

The ideal candidate is intellectually curious, mathematically rigorous, and passionate about building statistically robust models that can generate sustainable alpha.

Key Responsibilities:

  • Research, develop, and validate novel alpha signals for systematic High/Mid Frequency trading strategies.
  • Conduct extensive quantitative research using historical market data and alternative datasets.
  • Build predictive models using statistical techniques, machine learning, and mathematical optimization.
  • Improve existing alpha models by identifying new features, signals, and research methodologies.
  • Design robust research experiments to evaluate strategy performance and predictive power.
  • Perform large-scale data analysis, feature engineering, and hypothesis testing.
  • Collaborate with Portfolio Managers and Senior Quantitative Traders to strengthen and enhance existing trading models.
  • Work closely with Quantitative Engineers to productionize validated research models.
  • Document research findings, methodologies, and experimental results to ensure reproducibility and continuous improvement.
  • Continuously explore new quantitative techniques, academic research, and emerging technologies relevant to systematic trading.

Required Qualifications

  • Bachelor’s, Integrated Bachelor’s-Master’s, Master’s, or Dual Degree in Computer Science & Engineering (CSE), Electrical & Electronics Engineering (EEE), or Mathematics & Computing (M&C) only.
  • Candidates must be graduates from top IITs only.
  • 1+ years of experience in Quantitative Research, Machine Learning, Data Science, High Frequency Trading, Mid Frequency Trading, or a similar quantitative research environment.
  • Strong foundation in probability, statistics, linear algebra, optimization, and mathematical modeling.
  • Excellent programming skills in Python and/or C++.
  • Experience working with large structured datasets and high-performance data processing.
  • Strong understanding of machine learning algorithms, statistical inference, and predictive modeling.
  • Exceptional analytical thinking and quantitative problem-solving skills.

Preferred Experience:

Candidates should have experience in one or more of the following:

  • Alpha research for systematic or algorithmic trading.
  • Feature engineering and signal generation.
  • Time-series analysis and forecasting.
  • Machine learning for financial applications.
  • Statistical arbitrage or quantitative modeling.
  • Large-scale data analysis using Python-based scientific computing libraries.
  • Research involving market microstructure or financial datasets.
  • Reading and implementing ideas from academic research papers.

What We’re Looking For:

We’re looking for individuals who:

  • Are deeply passionate about quantitative research and mathematical problem-solving.
  • Enjoy discovering new alpha opportunities through rigorous experimentation.
  • Have a strong scientific mindset and validate ideas using data.
  • Are intellectually curious and continuously explore new research methodologies.
  • Can work collaboratively with Portfolio Managers and Senior Traders to improve trading models.
  • Take ownership of research problems and strive for technical excellence.

Why Join Open Futures?

  • Work on cutting-edge quantitative research problems with direct impact on systematic trading strategies.
  • Collaborate with experienced Portfolio Managers, Senior Traders, and Quantitative Engineers.
  • Access large-scale market datasets, high-performance computing infrastructure, and world- class research tools.
  • Freedom to explore new ideas and transform research into production-ready alpha models.
  • Competitive compensation with performance-linked rewards.
  • A highly collaborative, research-first environment focused on innovation and continuous learning.

If you’re passionate about quantitative research, mathematical modeling, and building the next generation of alpha models, we’d love to hear from you.

Apply now or share your resume at: hiring@openfutures.co.in