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NK Securities Research

Quant Researcher

Gurugram, Haryana, India

Apply on NK Securities Research’s site ↗View original ad
Location
Gurugram, Haryana, India
Work
Not stated
Employment
Not stated
Level
Not stated
Function
Data & AI
Pay
Not stated
Posted
23 months ago

About the role

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.

Responsibilities

As a Quantitative Researcher, you will:

  • Develop and enhance trading models using our in-house platform
  • Analyze extensive financial data sets to unearth trading opportunities
  • Provide analytical support to our experienced traders
  • Develop predictive models for market movements
  • Mentor interns and freshers, grooming them as future teammates

Qualifications

The ideal candidate will possess:

  • A degree in Computer Science, Mathematics, or Engineering from a leading institution.
  • 0-4 years of relevant work experience.
  • Exceptional analytical and problem-solving skills.
  • Proficiency in programming, particularly in C++ or C.
  • Working knowledge of Linux, Python, and shell scripting.
  • A curious mindset and a passion for understanding complex systems.
  • A disciplined and consistent work ethic.
  • Strong communication and interpersonal skills.
  • Previous experience in a startup or the High-Frequency Trading (HFT) industry will be an added advantage.

What We Offer

  • Competitive salary package
  • Opportunity to work in a dynamic and collaborative environment
  • Career growth and development opportunities
  • Catered breakfast and lunch
  • Annual international and domestic trips
  • Monthly team dinners

Source

Posted by NK Securities Research on their own hiring page, job-boards.eu.greenhouse.io. OptiTalent shows it as published, read 07 Nov 2026 04:20 UTC; the original is the reference.

View the original ad ↗

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