About the role

Quantitative Research team at Whistler Trading focuses on systematic high-frequency trading strategies. The role conducts cutting‑edge alpha and strategy research using ML and statistical modeling, generates innovative ideas from new datasets, optimizes portfolios, and pushes research to production with immediate performance feedback. Gurugram, India, on-site work model with potential for rapid impact and growth.

What you’ll do

Conduct alpha and strategy research using ML and statistical techniques
Generate innovative alpha ideas and explore new datasets
Optimize portfolios and analyze trading performance
Collaborate with researchers and engineers on high‑performance team
Push research to production with immediate feedback
Contribute to trading strategies and research platform

What you’ll bring

2+ years quantitative research in HFT
Degree in CS/ML/Statistics/Physics/Engineering/Applied Math (PhD a plus)
Proficiency in Python, Rust, C++ or similar languages

Nice to have

Experience with machine learning or statistical modeling
Strong problem‑solving skills
Collaborative mindset

Skills

quantitative researchHFTmachine learningstatistical modelingPythonRustC++

Education

Bachelor's in Computer Science, Machine Learning, Statistics, Physics, Engineering, Applied Math or related field