Quantitative Developer

We’re hiring a Quant Researcher (Gurgaon) – strong in backtesting & deployment, with deep Python expertise. If you’re someone who doesn’t just build models but rigorously tests, validates, and pushes them into production-ready systems, this role is for you. What we’re looking for: Solid experience in quantitative research & strategy development Strong hands-on experience in backtesting frameworks (performance evaluation, risk metrics, transaction cost modeling, walk-forward analysis, etc.) Ability to deploy strategies into live trading environments Ability to Backtest ideas on options of NSE and BSE Ability to code different trailing functions and money management functions Use different types of trailing Advanced Python skills (NumPy, Pandas, vectorization, performance optimization) Experience with data pipelines, APIs, and production infrastructure Strong understanding of markets, alpha generation, and risk management What you’ll do: Research and develop systematic trading strategies Build robust backtesting infrastructure Optimize and validate models Deploy and monitor live strategies Continuously improve performance and execution efficiency Location: Gurgaon Mindset: Data-driven, rigorous, ownership-oriented If you or someone in your network fits this profile, feel free to connect or DM me. Let’s build something meaningful in systematic trading.