Quantitative Researcher – MFT

Delta Exchange

. Research and develop quantitative models to identify trading opportunities in crypto derivatives and spot markets.

Posted 9/24/2026full-timeRemote • IndiaMid-LevelSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in quantitative research and financial modeling, with a strong foundation in statistics, econometrics, and programming. Proficient in developing and implementing trading strategies in crypto derivatives and spot markets, while effectively communicating insights to diverse stakeholders.

Highest-signal resume keywords

Quantitative ResearchStatistical AnalysisPython ProgrammingDerivatives PricingMachine Learning

ATS Keywords

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Hard Skills

Statistical AnalysisEconometricsFinancial MathematicsTime-Series AnalysisStochastic ModellingMachine LearningDerivatives PricingRisk MetricsData AnalysisModel Development

Soft Skills

Excellent Communication

Tools & Technologies

PythonRMATLABSQLC++Java

Certifications & Qualifications

Degree in Quantitative FinanceDegree in MathematicsDegree in StatisticsDegree in Computer ScienceDegree in Engineering

Industry Keywords

Crypto DerivativesTrading StrategiesAlgorithmic TradingHigh-Frequency DatasetsGlobal Financial MarketsMacroeconomic Indicators

Tech Stack

Tools & technologies

JavaPythonSQLC++

About the role

Key responsibilities & impact

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

What you’ll need

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.
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.

Benefits

Comp & perks

Collaborative remote work environment that allows you to have a work life balance.
Growth framework that drives fast, continuous improvement
Opportunity to learn and collaborate with the leadership team.
Exciting team offsites and employee engagement activities.
Competitive compensation and exposure to closely with teams.