part-time
Quant Data Scientist | Remote
Crossing Hurdles
- Employer
- Crossing Hurdles
- Location
- India
- Working pattern
- remote
About the role
Conduct quantitative research on financial and market data, develop alpha signals and systematic trading strategies, and build rigorous backtesting frameworks. Develop and validate statistical models for market behavior, portfolios, derivatives, and risk, while assessing robustness and identifying overfitting, bias, and regime sensitivity. Candidates need at least 4 years of hands-on quantitative research or modeling experience, with 5 or more years preferred, and a master’s degree or higher in a quantitative discipline. Strong Python, SQL, statistical, probability, regression, and time-series skills are required, along with experience in at least one relevant area such as alpha research, backtesting, derivatives pricing, portfolio modeling, or risk modeling.