Quant Researcher - Machine Learning
Gurgaon, India
- Pay
- Pay not listed
- Work setting
Hybrid — work setting source
We are seeking a highly skilled Quantitative ML Researcher to join our HFT trading team. You’ll be working at the intersection of quantitative research, machine learning, and high-performance software engineering, helping to develop, implement, and optimize trading strategies deployed in global financial markets. This is a hybrid research-engineering role where you'll collaborate with traders, researchers, and infrastructure engineers to create cutting-edge tools and models that drive our trading decisions. Requirements
Read the full posting- Employment
Full-time — employment source
Employment type in the employer’s posting: Full time
From the employer’s posting
What you’ll work on
Full postingDesign, implement and optimize statistical and ML-based trading models
Analyse large-scale high-frequency data to find predictive trading signals
Backtest and deploy strategies in live environments with traders and researchers
Build tools for feature engineering, data normalisation and model evaluation
Improve execution algorithms to reduce slippage, market impact and latency
From the employer’s posting
Design, implement, and optimize statistical and ML-based trading models.
Analyse large-scale, high-frequency data to identify predictive signals (alpha).
Collaborate with research and trading teams to backtest and deploy strategies in live environments.
Build tools for feature engineering, data normalisation, and model evaluation.
Improve execution algorithms for minimising slippage, market impact, and latency.
What you’ll bring
All qualificationsCore experience
- Develop high-performance, low-latency code in C++, Python, or Rust
Qualification wording
Develop high-performance, low-latency code in C++, Python, or Rust.
Tools in this posting
- C++
- Python
- Rust
Source — Tool mentions in context
- Design, implement, and optimize statistical and ML-based trading models. Develop high-performance, low-latency code in C++, Python, or Rust. Analyse large-scale, high-frequency data to identify predictive signals (alpha).
Posting record
Report an errorOpen 4 monthsWe first saw this posting 149 days ago and it is still up. Roles open this long are often slow to fill or kept open to collect applications.
- Status in our records
- Live
- First seen by us
- Jun 2, 2026 · 149 days ago
- Recorded sightings
- 86
- Last seen by us
- Oct 29, 2026
These dates show when we found the posting. Check the employer’s website to confirm it is still accepting applications.
Your next step
- Have your resume and examples of relevant work ready.
- Check the listed location, eligibility and core experience before starting.
- Ask the employer about the pay range before committing time to the process.
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Job description
Requirements
Design, implement, and optimize statistical and ML-based trading models.
Source details
Source notes
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- Pay
No pay amount identified in the saved description.
- Location & working pattern
Gurgaon, India
We are seeking a highly skilled Quantitative ML Researcher to join our HFT trading team. You’ll be working at the intersection of quantitative research, machine learning, and high-performance software engineering, helping to develop, implement, and optimize trading strategies deployed in global financial markets. This is a hybrid research-engineering role where you'll collaborate with traders, researchers, and infrastructure engineers to create cutting-edge tools and models that drive our trading decisions. Requirements
- Work authorization
No clear work-authorization passage found. Eligibility is unconfirmed.
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