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Niche quantitative skills and high CGPA cutoff substantially narrow the qualified applicant pool.
Core ML and statistics skills transfer broadly, but finance-specific market microstructure knowledge increases domain sensitivity.
Strict academic cut (8.5+ CGPA), specific 2028 graduate year, and mandatory technical skills filter heavily.
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Conduct quantitative research on market data to identify trading patterns and opportunities.
Develop, test, and refine quantitative models and trading signals with measurable impact on live trading strategies.
Collaborate with traders and technologists to build research tools, monitor model performance, and implement strategy enhancements.
Pursuing Bachelor's degree in Mathematics, Computer Science, or Electrical Engineering (2028 graduate) with 8.5+ CGPA and no backlogs.
Strong programming skills in Python and C++.
Solid foundation in probability, statistics, linear algebra, and optimization.
Work Experience Required: Internship role, no prior work experience explicitly required.
Able to independently investigate complex problems and perform high-quality quantitative research.
Comfortable handling large datasets and applying statistical modeling or machine learning to market data.
Strong communicator who collaborates effectively with multidisciplinary teams including traders and technologists.