Quant Researcher - Fresher

**Quantitative Researcher – Fresher** Miracles Fintech and Its Associated Companies Bopal, Ahmedabad, Gujarat, India \| Full\-Time \| Department: Quantitative Research **About the Company** Miracles is a technology\-driven proprietary trading and research firm building scalable, high\-performance quantitative trading systems. We operate across Indian financial markets including NSE, BSE, and MCX, with a strong emphasis on data\-driven research, innovation, and systematic trading. **Role Overview** We are looking for a **Quantitative Researcher (Fresher)** to join our growing research team. This role is ideal for graduates with strong foundations in mathematics, statistics, and programming who are eager to apply their analytical skills to real\-world financial markets. You will work closely with senior researchers and contribute to strategy research, data analysis, backtesting, and real\-time model validation across NSE, BSE, and MCX markets. **We prefer candidates from Ahmedabad \& Gujarat.** Key Responsibilities * Clean, preprocess, and structure historical and real\-time market data (tick\-level and OHLC) using Python, Pandas, and NumPy for quantitative research. * Handle large\-scale datasets including per\-second index data, option chain data, and derived metrics; apply statistical analysis and analytical reasoning to identify patterns. * Assist in developing intraday trading strategies (VWAP\-based, breakout, mean\-reversion) using Python and data visualization libraries like Matplotlib and Seaborn. * Implement and validate statistical models including z\-score, correlation, and spread\-based strategies; apply probability and hypothesis testing for idea validation. * Conduct backtesting on historical datasets and analyze performance metrics (PnL, win rate, drawdown) using Pandas, NumPy, and Jupyter Notebook / Google Colab. * Build and maintain dashboards and visualization tools using Matplotlib, Seaborn, and Zoho Analytics to track strategy performance and market behavior. * Monitor live data streams and validate real\-time strategy outputs against backtested results; handle forward\-fill logic, missing ticks, and data irregularities using Python. * Collaborate with senior researchers, developers, and trading teams to support research initiatives and contribute to idea generation. **Required Skills \& Tools** * Python (mandatory) — primary language for all data and research tasks * Pandas — data manipulation, cleaning, and time\-series handling * NumPy — numerical computation and array operations * Matplotlib — charting and strategy performance visualization * Seaborn — statistical data visualization **Tools \& Platforms** * Jupyter Notebook / Google Colab — research and prototyping environment * Statistical Analysis — probability, z\-score, correlation, hypothesis testing * Machine Learning — basic ML concepts applied to market data modelling * Analytical Reasoning — pattern recognition and systematic thinking **Education** Bachelor’s or Master’s degree in one of the following: * Mathematics * Statistics / Applied Statistics * Physics **What You Will Learn** * Real\-world quant trading systems — not theoretical * Working with tick\-level data and live trading environments * Full strategy lifecycle: idea → backtest → validation → live deployment * NSE / BSE / MCX market microstructure, options \& derivatives **Preferred Traits** * Strong analytical thinking and curiosity to explore data * Ability to learn quickly and adapt in a fast\-paced research environment * Attention to detail and methodical problem\-solving approach * Interest in financial markets and systematic trading Apply now at hradmin@miraclesfintech.com and build your quant career at Miracles. Pay: Up to ₹600,000\.00 per year Work Location: In person Note: This is a third party job (Aggregated by careeruplift.ai). Shortlisting and Final hiring decision & process is handled by the company.