Edelweiss Global Markets is one of India’s most established proprietary trading platforms, operating across multiple geographies and asset classes. Over the last two decades, the business has built leading franchises in arbitrage, options, systematic trading, and high-frequency trading, supported by a strong culture of research-driven thinking, disciplined risk management, and engineering excellence.
Within this ecosystem, the Quant team has been a core revenue generator and a pioneer in mid-frequency and systematic trading in Indian markets. With deep expertise in market microstructure and a decade-long track record of extracting robust, repeatable alpha, the team continues to innovate and push boundaries. We are now looking to expand this team with a Quant Trading Researcher who brings analytical sharpness, creativity, and a passion for markets.
What You Will Do:As a Quant Trading Researcher, you will take complete ownership of the research lifecycle and work on strategies that go into live production. Your responsibilities include:
• Developing directional and non-directional alphas grounded in market microstructure analysis
• Exploring new, innovative, data-driven techniques to generate systematic alpha
• Driving the entire research process: idea generation, hypothesis building, backtesting, validation, and live deployment
• Working closely with Portfolio Managers on strategy enhancements and capital allocation decisions
• Tracking live strategy performance and implementing improvements to enhance robustness
• Designing and applying advanced risk management methods to reduce tail risk and improve drawdown profiles
We are looking for someone who combines strong quantitative foundations with practical modeling capability and market curiosity.
Must-have capabilities:
• Strong academic background from a top-tier institution in Mathematics, Computer Science, Statistics, or a related field
• At least two years of quant research experience, ideally with microstructure datasets
• Hands-on programming capability in Python and/or C++
• Deep understanding of quantitative and statistical techniques used in systematic research
• Broad understanding of how different asset classes behave across market regimes
Behavioral traits we value:
• Independent thinking and intellectual honesty
• Curiosity about markets and alpha discovery
• Strong analytical depth and rigor
• A natural inclination toward experimentation and continuous improvement
Joining Edelweiss allows you to work in a research environment that balances scale, sophistication, and ownership.
Be part of one of India’s longest-standing quantitative and systematic trading platforms with a deep history in derivatives and high-frequency strategies.
Work directly with highly experienced Portfolio Managers who collectively bring decades of market expertise.
Own the complete strategy lifecycle from ideation to deployment, with real capital backing your research.
Operate in a culture that values innovation, originality, and disciplined research.
See measurable, real-time impact of your work in live trading and P&L outcomes.
This role is ideal for someone who loves combining mathematics, programming, and market behavior. It offers a rare opportunity to build strategies end-to-end (correct spelling form instead of “end to end” if used as a compound modifier), learn from seasoned experts, and shape how we trade across markets. If you are driven by curiosity, enjoy solving open-ended problems, and want your research to translate into real-world trading impact, this is the right platform for you.
