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Role Title: Quantitative Research Intern Company Profile: Greenland Investment Management is a Mumbai headquartered global hedge fund manager managing assets in excess of USD 1 billion. We manage one of the 10 largest dedicated commodity hedge funds globally. We specialize in cross-market arbitrage strategies across commodities and currencies, investing globally across 40+ markets. We employ a purely quantitative approach using our proprietary big-data research systems to systematically create consistent alpha generating strategies. Our extensive network of globally interconnected and exchange co-located servers along with our low latency trading platforms allow us to algorithmically capture these market inefficiencies across asset classes. Job Profile : Interns will be working directly with the Research team to work on various components of the research pipeline. The goal is to support the research team while getting acquainted to the intricacies of the pipeline. They will be exposed to various critical research procedures affecting the strategies in the live environment. Responsibilities: - Building deep fundamental understanding of arbitrage relationships between securities - Researching automated arbitrage trading strategies using a range of historical fundamental data, price and volume inputs - Researching portfolio construction and risk allocation techniques - Back-testing ideas using historical tick-by-tick data Skills Needed: An ideal candidate will have the following skillset: - Top performer with a computer / electrical engineering degree from a top-tier institution - Strong programming ability in Python - Strong understanding of SQL databases - Prior experience in automated trading strategy development with a top HFT firm / hedge fund preferred - Good understanding of financial markets and statistics - Hard working with an attention to detail - Strong communication skills in English and ability to work independently