Quant Research Intern
H TO H
About the Role
H TO H Partners LLP is a proprietary trading firm focused on Indian index and commodity futures. We are establishing a systematic trading desk and seek a Quant Research Intern to research, design, and backtest trading strategies.
Key Responsibilities
- Research and develop systematic trading strategies for Nifty/BankNifty and MCX futures (long and short).
- Construct robust backtests incorporating realistic costs, slippage, and position sizing.
- Execute out-of-sample and walk-forward tests, while mitigating overfitting, look-ahead bias, and survivorship bias.
- Monitor strategies in paper trading and report results to the trading team.
Requirements & Tech Stack
- Python (including pandas, numpy)
- backtrader or vectorbt is a plus.
- Solid understanding of statistics and time-series.
- Genuine interest in financial markets; knowledge of futures is a plus.
- Kaggle, WorldQuant BRAIN, or similar competition experience is a strong plus.
Qualifications
- Students or recent graduates in Maths, Statistics, Economics, CS, or Engineering.
Details
- Duration: 3 months
- Location: Remote
- Stipend: ₹10,000/month
- Strong performers may be offered an extension or a full-time role.