NK Securities Research is a leading financial firm that leverages cutting edge technology and sophisticated algorithms to trade the financial markets. Founded in 2011, we have gained invaluable experience in the field of High Frequency Trading across different asset classes.
We are seeking to recruit a Quantitative Researcher to work out of our Gurgaon office. As a Quantitative Researcher your responsibilities would include:
- Develop and improve trading models using in-house platform
- Analyse large financial data sets to identify trading opportunities
- Provide analytical support to experienced traders
- Develop models to predict market movements
The ideal requirements for our candidates are:
- A bachelor’s, master’s, or PhD degree from a top college or university
- Strong analytical skills
- Hard working and strong work ethic
- Programming experience in C++ or C
- Proficiency in using Python, R, or Matlab for statistical/data analysis of HFT tick data
Any of the following is a plus:
- Prior experience in start-up
- Knowledge of any other developing language including. Java, Python and shell scripts.
- Experience in HFT industry
NK Securities Research offers compensation above industry standards for deserving candidates. We are a fast-growing organisation where there is no ceiling on the career trajectory of an individual. The startup style governance of the firm enables the newest employees to work with industry veterans. Outstanding performers are entitled to ESOPs. Our focus is on a premium quality of life and we encourage everyone in the firm to thrive in all aspects of their lives.