Quant Researcher - 2026 Batch at NK Securities Research
, , -
Full Time


Start Date

Immediate

Expiry Date

17 Mar, 26

Salary

0.0

Posted On

17 Dec, 25

Experience

0 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

No

Skills

Analytical Skills, Problem-Solving Skills, Programming, C++, C, Linux, Python, Shell Scripting, Curiosity, Complex Systems Understanding, Work Ethic, Communication Skills, Interpersonal Skills

Industry

Financial Services

Description
NK Securities Research is a leading financial firm that leverages cutting edge technology and sophisticated algorithms to trade the financial markets. Founded in 2011, we have gained invaluable experience in the field of High Frequency Trading across different asset classes. Responsibilities: As a Quantitative Researcher, you will: Develop and enhance trading models using our in-house platform Analyze extensive financial data sets to unearth trading opportunities Provide analytical support to our experienced traders Develop predictive models for market movements Qualifications: The ideal candidate will possess: A degree in Computer Science, Mathematics, or Engineering from a leading institution. Graduation year should be 2026 Exceptional analytical and problem-solving skills. Proficiency in programming, particularly in C++ or C. Working knowledge of Linux, Python, and shell scripting. A curious mindset and a passion for understanding complex systems. A disciplined and consistent work ethic. Strong communication and interpersonal skills. What We Offer: Competitive salary package Opportunity to work in a dynamic and collaborative environment Career growth and development opportunities Catered breakfast and lunch Annual international and domestic trips Monthly team dinners
Responsibilities
As a Quantitative Researcher, you will develop and enhance trading models and analyze extensive financial data sets to identify trading opportunities. You will also provide analytical support to traders and develop predictive models for market movements.
Loading...