Quant Research Intern

H TO H Partners LLP is a proprietary trading firm that trades its own capital in Indian index and commodity futures. We are building a systematic trading desk and are looking for a sharp Quant Research Intern to research, design and backtest trading strategies.

What you'll do

• Research and develop systematic strategies for Nifty/BankNifty and MCX futures (long and short)

• Build robust backtests with realistic costs, slippage and position sizing

• Run out-of-sample and walk-forward tests, and avoid overfitting, look-ahead and survivorship bias

• Track strategies in paper trading and present results to the trading team

What we're looking for

• Students or recent graduates in Maths, Statistics, Economics, CS or Engineering

• Strong Python (pandas, numpy); backtrader or vectorbt is a plus

• Solid statistics and time-series fundamentals

• Genuine interest in markets; knowledge of futures is a plus

• Kaggle, WorldQuant BRAIN or similar competition experience is a strong plus

Details

• Duration: 3 months

• Location: Remote

• Stipend: ₹10,000/month

• Strong performers may be offered an extension or a full-time role

How to apply

Apply here on LinkedIn, or send your CV and GitHub/Kaggle profile to [email protected] with the subject "Quant Research Intern". Shortlisted candidates will get a take-home research assignment.