About the Company :
At Delta, we are reimagining and rebuilding the financial system. Join our team to make a positive impact on the future of finance.
Mission Driven : Re-imagine and rebuild the future of finance.
Most innovative cryptocurrency derivatives exchange.
With a daily traded volume of ~$ 3.5 billion, and increasing. Delta is bigger than all the Indian crypto exchanges combined.
Offer the widest range of derivative products and have been serving traders all over the globe since 2018 and growing fast.
The founding team is comprised of IIT and ISB graduates. Business co-founders have previously worked with Citibank, UBS and GIC; and our tech co-founder is a serial entrepreneur who previously co-founded TinyOwl and Housing.com.
Funded by top crypto funds (Sino Global Capital, CoinFund, Gumi Cryptos) and crypto projects (Aave and Kyber Network).
Role Overview :
We are looking for a Quantitative Research Analyst to join our growing research team. This role will focus on developing models, analyzing financial markets, and generating insights that power trading strategies and risk management for Delta Exchange. The ideal candidate will combine strong mathematical and analytical skills with deep curiosity about crypto markets and derivatives.
Key Responsibilities :
- Research and develop quantitative models to identify trading opportunities in crypto derivatives and spot markets.
- Conduct statistical and econometric analysis on large, complex financial datasets.
- Build and maintain pricing, risk, and forecasting models for derivatives products.
- Work closely with the trading and product teams to test, validate, and implement models in production.
- Leverage programming and data science tools to design and backtest systematic trading strategies.
- Monitor and improve existing models for performance, robustness, and market adaptability.
- Prepare research reports and communicate insights effectively to leadership and trading desks.
Requirements :
5-8 years of experience in quantitative research, trading, financial engineering, or a related role.Strong foundation in statistics, probability, econometrics, and financial mathematics.Proficiency in Python, R, or MATLAB; SQL and big data familiarity is a plus.Experience in time-series analysis, stochastic modelling, or machine learning for financial applications.Understanding of derivatives pricing (options, futures, swaps) and risk metrics like VaR, Greeks, etc.Ability to work with large, high-frequency datasets and extract meaningful insights.Excellent communication skills to explain technical concepts to non-technical stakeholders.Degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or Engineering; advanced degrees (MSc / PhD) are a plus.Nice to Have :
Prior experience in crypto or digital assets.Exposure to algorithmic trading systems and execution strategies.Familiarity with C++ or Java for performance-heavy model implementations.Knowledge of global financial markets and macroeconomic indicators.(ref : iimjobs.com)