
Empowering trading through advanced quantitative research
NK Securities Research specializes in quantitative analysis and algorithmic trading solutions, providing insights to hedge funds and institutional investors. Headquartered in New York City, NK Securities Research is focused on leveraging advanced analytics and machine learning to optimize trading st...
NK Securities Research offers competitive salaries, equity options, generous PTO, and flexible remote work arrangements to support work-life balance....
NK Securities Research fosters a culture of innovation and analytical rigor, encouraging employees to explore new technologies and methodologies in fi...

NK Securities Research • Gurugram
NK Securities Research is hiring a PhD Quant Researcher to develop pricing models and machine-learning-driven alpha for their trading platform. You'll utilize Python and ML frameworks like PyTorch and TensorFlow to impact live trading systems.
You hold a PhD and have a strong background in quantitative research, particularly in financial markets. Your experience includes designing pricing models and understanding market microstructure, which allows you to turn theoretical concepts into practical applications. You are comfortable working with noisy, non-stationary data and have a proven track record of original thinking, as evidenced by your research papers or significant projects. You possess strong Python skills for research and experimentation, and you have experience with machine learning and AI frameworks such as PyTorch and TensorFlow. While not required, exposure to C++ or performance-oriented systems is a plus.
In this role, you will take ownership of research projects, designing and implementing pricing and fair-value models that operate at short horizons. You will model order-book dynamics, liquidity, and micro-price behavior, applying statistical learning and machine learning methods to identify alpha signals. Your work will involve developing models that are robust to regime shifts and adversarial noise, ensuring they can withstand the complexities of real-world trading environments. You will run large-scale experiments and rigorous backtesting, defining validation criteria and monitoring metrics to assess model performance. Collaboration is key, as you will partner with engineers and traders to deploy your models into live systems, continuously iterating based on real performance feedback.
At NK Securities, you will be part of a research-driven trading platform where your contributions directly impact capital movement and market trading. We foster an environment that encourages innovation and original thinking, allowing you to see your research deployed and stress-tested in real markets. You will have the opportunity to work end-to-end—from idea generation to tangible impact—making this role both challenging and rewarding. We value collaboration and provide a supportive team atmosphere where your expertise can shine.
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