Quantitative Research & Development

About the Role

4LPA post internship 430 applicants Share on WhatsApp Share on LinkedIn Share on Facebook Share on Twitter Copy link About the internship We are looking for candidates who can combine quantitative research, trading strategy development, and Python-based implementation to build and validate systematic trading strategies across equities and derivatives markets.

This role is ideal for individuals with strong mathematical aptitude, programming skills, market understanding, and effective use of AI tools in quantitative workflows. Selected intern's day-to-day responsibilities include: 1. Research and develop quantitative trading strategies. 2. Back test, validate, and optimize strategies using historical market data.

3. Build Python-based research and backtesting frameworks. 4. Analyze equities, futures, and options markets. 5. Perform statistical analysis, risk assessment, and strategy validation. 6. Utilize AI tools to accelerate research, coding, analysis, and model development.

Skill(s) required Algorithms Backend development Critical thinking Derivatives Economics Equity Research Finance Linear Algebra Machine Learning Mathematics NumPy Probability Problem Solving Python Quantitative Research Research and Analytics Statistical Modeling Stock Trading Strategy Time Series Analysis Earn certifications in these skills Learn Algorithms Learn Machine Learning Learn Python Learn Research and Analytics Learn Statistical Modeling Learn Stocks and Trading Who can apply Only those candidates can apply who: 1.

are available for full time (in-office) internship 2. can start the internship between 5th Jun'26 and 10th Jul'26 3. are available for duration of 3 months 4. have relevant skills and interests •Women wanting to start/restart their career can also apply. Other requirements 1. Strong Python (Pandas, NumPy, SciPy). 2.

Probability, statistics, and linear algebra. 3. Understanding of equities & derivatives (F&O). 4.

Job Details

Experience: with backtesting and quantitative strategy development. 5. Strong analytical and problem-solving skills. 6. Proficiency in AI-assisted research and development workflows. 7. NISM Series VIII Certification (mandatory). 8. 1+ year experience in quantitative research, trading, or strategy development. 9. Machine learning, time series analysis, or statistical modeling. 10. MongoDB, SQL, APIs, or C++. 11.

Experience: with algorithmic trading systems. 12. Bachelor's or master's degree in mathematics, statistics, computer science, financial engineering, finance, economics, or related quantitative disciplines.

Experience: with algorithmic trading systems. 12. Bachelor's or master's degree in mathematics, statistics, computer science, financial engineering, finance, economics, or related quantitative disciplines. Job offer: On successful conversion to a permanent employee, the candidate can expect a salary of ₹ 360000 to 840000/year What we offer: 1. Direct exposure to live quantitative trading environments. 2. Mentorship from experienced quant professionals. 3. Performance-based PPO. 4. Letter of recommendation upon successful completion. QuantGlobal is a leading, not-for-profit ecosystem of experts in capital markets, quant trading, and predictive modeling, driving innovation with cutting-edge technology. With over 100 years of collective experience, we're shaping the future of finance.

Benefits

Certificate Letter of recommendation Informal dress code Free snacks & beverages Job offer Additional information On successful conversion to a permanent employee, the candidate can expect a salary of ₹ 360000 to 840000/year What we offer: 1. Direct exposure to live quantitative trading environments. 2. Mentorship from experienced quant professionals. 3. Performance-based PPO. 4. Letter of recommendation upon successful completion. Number of openings 5 About QuantGlobal Website QuantGlobal is a leading, not-for-profit ecosystem of experts in capital markets, quant trading, and predictive modeling, driving innovation with cutting-edge technology. With over 100 years of collective experience, we're shaping the future of finance. Activity on Internshala Hiring since April 2016 309 opportunities posted 79 candidates hired Closed for applications Additional Questions Close Sign up to continue Candidate sign up Sign up/ Login with Google Sign up with Email OR By continuing as a candidate, you agree to our T&C Already registered? Login Delhi, Ghaziabad, Greater Noida, Noida Start Date Starts immediately Immediately Duration 3 Months Stipend ₹ 5,000 - 10,000 /month APPLY BY 5 Jul' 26 We are looking for candidates who can combine quantitative research, trading strategy development, and Python-based implementation to build and validate systematic trading strategies across equities and derivatives markets. This role is ideal for individuals with strong mathematical aptitude, programming skills, market understanding, and effective use of AI tools in quantitative workflows. Selected intern's day-to-day responsibilities include: 1. Research and develop quantitative trading strategies. 2. Back test, validate, and optimize strategies using historical market data. 3. Build Python-based research and backtesting frameworks. 4. Analyze equities, futures, and options markets. 5. Perform statistical analysis, risk assessment, and strategy validation. 6. Utilize AI tools to accelerate research, coding, analysis, and model development. Only those candidates can apply who: 1. are available for full time (in-office) internship 2. can start the internship between 5th Jun'26 and 10th Jul'26 3. are available for duration of 3 months 4. have relevant skills and interests •Women wanting to start/restart their career can also apply. 1. Strong Python (Pandas, NumPy, SciPy). 2. Probability, statistics, and linear algebra. 3. Understanding of equities & derivatives (F&O). 4.