TL;DR
We hold open quant research mandates with proprietary trading firms in Gurugram and Bengaluru. The work is signal research: finding predictive structure in market data and turning it into strategies that survive contact with live markets.
Clients are confidential until shortlist. We will tell you which firm before your profile goes anywhere.
What the work is
Research that ends in a traded strategy. You start from data, form a hypothesis about market behaviour, test it properly, and take the surviving ideas through to production with the trading and engineering teams.
The gap between academic research and this work is the testing. A backtest that looks good is the easy part. What firms pay for is someone who understands why most good-looking backtests are wrong: lookahead bias, survivorship in the universe, costs modelled optimistically, and the simple fact that running enough tests guarantees some will pass.
Depending on the firm the horizon ranges from sub-second market making signals to multi-day systematic strategies, and the data ranges from order book microstructure to fundamentals and alternative sets.
What firms assess
Statistical judgement before statistical technique. In interviews, the question that separates candidates is usually not "can you build this model" but "why do you believe this result". Being able to say how you would try to break your own finding is the signal.
Programming that is good enough to do the research yourself. Python is standard, and at most firms you are expected to handle your own data pipeline rather than hand specifications to someone else.
Market understanding, which can be learned but has to be learned. Candidates from physics, mathematics, statistics and computer science all get hired; what they have in common is curiosity about why a price moved rather than only about the model fitting it.
Who we see placed
PhD and masters candidates from strong quantitative programmes, researchers moving from one trading firm to another, and occasionally people from adjacent fields with genuinely relevant research. Several of our placements came through machine learning roles outside finance.
On timing
These mandates recur. Trading firms do not usually open a requisition and wait; they look continuously and move when they meet the right person. If the timing is wrong now, the Quant Network is where to be, because the next window is rarely announced.
Related reading
Our quant researcher role guide covers the interview loop in detail, the 2026 HFT and quant salary benchmark covers the bands, and HFT firms in India maps who hires for this.
Interested?
Apply once, to us. We confirm the firm with you before anything is submitted. Because of application volume, only shortlisted candidates are contacted.