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Founding Quant / Trading Strategist

Founding Quant / Trading Strategist

ConfidentialIndia
9 days ago
Job description

Equity Only | Pre-Seed Startup | India Only

About Us

We are building a next-generation AI-driven trading platform(Ai-CoPilot) that ingests massive streams of financial, alternative, and sentiment data, transforming them into actionable insights. Our mission is to combine robust data engineering pipelines with Generative AI and advanced ML models to democratize access to sophisticated trading strategies.

You'll be the scientist who turns / tests our hypotheses / science into fundamental, risk-aware strategies.

Role Description

Own the alpha discovery → validation → portfolio construction → live monitoring loop. You'll design bias-resistant research, enforce model governance, and partner with AI / Backend to ship strategies that survive contact with the market (latency, costs, regime shifts). We expect hands-on Python and ruthless skepticism.

This role requires a DIY mindset with a willingness to educate the team about market strategies.

Qualifications

  • Strong Market Risk and Analytical Skills, Experience in Quantitative Analytics
  • Ability to work independently and remotely
  • Relevant experience within the financial or trading industry is a plus
  • Bachelor's degree in Finance, Mathematics, Statistics, Economics, or a related field
  • 8+ years in quantitative research / trading or an equivalent track record of shipping strategies.
  • Deep skills in Python (NumPy / Pandas / Numba / Statsmodels), time-series / stat inference, and ML for markets.
  • Proven experience with bias-free backtesting , cross-validation for dependent data (e.g., CPCV ), and cost / impact modeling.
  • Firm grasp of market microstructure and risk (exposures, drawdowns, regime shifts).
  • Startup DNA : skeptical, fast, documentation-minded, and comfortable owning results end-to-end.

What You'll Do

  • Alpha research & hypothesis testing : Generate / verify signals across price, volatility, fundamentals, and alt-data using rigorous statistics; separate luck from skill with robust tests and out-of-sample evidence.
  • Backtesting & validation : Build leak-proof pipelines (no look-ahead / survivorship), use purged / walk-forward / CPCV splits, and apply metrics like Deflated Sharpe to reduce backtest overfitting.
  • Portfolio construction & risk : Translate signals into positions with constraints, drawdown controls, and stress tests across regimes; model slippage / fees / borrowing and reality-check edge after costs.
  • Execution awareness : Define execution / SLO assumptions (latency budgets, order types, child-order logic) and partner with engineering on safe-guards / kill-switches for live strategies.
  • Model governance : Document assumptions, data lineage, and versioning; run champion-vs-challenger tests; practice independent validation consistent with leading model risk management principles.
  • First 90-120 Days (outcomes)

  • Ship a leak-proof research framework with CPCV / walk-forward, cost modeling, and standardized reports.
  • Produce two vetted strategies that beat defined baselines after costs; document 'model cards' and rollback criteria aligned with governance best practices.
  • Define live monitoring KPIs (edge decay, drift tests, latency / fill SLOs) and kill-switch thresholds consistent with algorithmic-trading control guidance.
  • Why Join

    Be the architect of the StonksAI, engine at day-zero, with meaningful equity and a direct line from your research to user outcomes

    Skills Required

    Numpy, Pandas, Python

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