Quantitative Researcher

About Us

Whistler Trading is a quantitative proprietary trading firm founded by veterans of top-tier proprietary trading firms and institutional market makers. We trade systematically across traditional financial venues and crypto exchanges, in a lean, high-autonomy team where the best ideas win and execution speed matters.

The Role

We are looking for a Quantitative Researcher to develop trading signals and systematic strategies across our trading business. If you like working with large datasets, running honest backtests, and building models that drive real trading performance, this could be a great fit.

You'll research and develop alpha across a range of instruments and markets — spanning traditional financial venues and crypto — applying rigorous statistical methods to understand and predict market behaviour. Your work will feed directly into live strategies, and you'll have a clear path to owning strategies as you grow.

Whistler has strong advantages in market access, technology and execution across traditional and crypto markets, and you'll work closely with senior researchers and traders to translate research into production.

Responsibilities

• Research and develop alpha signals across asset classes and instruments (e.g., equities, futures, options and crypto)
• Contribute to the design, testing and improvement of systematic trading strategies
• Conduct rigorous backtests on clean, point-in-time historical and live data
• Build a deep understanding of market structure, pricing dynamics and structural inefficiencies
• Collaborate with traders to take research ideas into deployable strategies
• Continuously refine models and explore new areas of research

Requirements

• 2–4 years of quantitative research experience, with demonstrated ability in alpha generation and/or strategy research
• Strong foundation in probability, statistics and time-series analysis
• Strong programming skills (Python) and familiarity with backtesting frameworks
• Experience with large financial datasets and an eye for data quality (point-in-time, corporate actions)
• Understanding of exchange mechanics and market data (traditional venues such as NSE/BSE, HKEX/TAIFEX, and/or crypto exchanges)
• IIT degree in a quantitative field (Math, Stats, CS, Physics, Engineering, Finance)
• Curious, analytical, problem-solving mindset. Exposure to equities, futures, options or crypto a plus.

Benefits

Highly competitive compensation, benchmarked to leading systematic desks, with clear performance-linked upside as you grow into strategy ownership.