Quantitative Trader

About the Role

We are looking for an experienced

Quantitative Trader

to join our trading team and contribute to the development and management of alpha-generating strategies across asset classes. The ideal candidate has a

solid track record in quantitative or semi-systematic trading

, a deep understanding of market microstructure, and experience working with or alongside

large portfolio managers or proprietary trading teams

You will be responsible for

researching, implementing, and optimizing trading strategies

, managing risk, and continuously refining performance through data-driven insights.

Key Responsibilities

Research, develop, and execute

systematic or semi-systematic trading strategies

in cash, derivatives, or cross-asset markets.

Manage and optimize existing strategy portfolios with focus on

performance consistency, drawdown control, and scalability

Analyze trading performance and risk metrics to identify areas for improvement.

Collaborate with researchers, data scientists, and technology teams to improve execution, data infrastructure, and signal generation.

Explore and test new alpha ideas, trading signals, and market opportunities.

Maintain awareness of market trends, liquidity, and volatility dynamics across relevant instruments.

What We’re Looking For

3–6 years of experience in

quantitative or algorithmic trading

, ideally on a

prop desk, hedge fund, or institutional trading team

Proven experience in

strategy research, execution, and risk management

Strong quantitative and analytical skills, with a foundation in

statistics, probability, and optimization

Proficiency in

Python, C++, or any high-performance language

for research and execution.

Comfort working with

large datasets, market data APIs, and backtesting frameworks

Collaborative mindset and ability to interface with both technical and trading teams.

Preferred Background

Bachelor’s or Master’s degree in

Mathematics, Statistics, Computer Science, Engineering, or related quantitative field

Prior experience managing or co-managing a

P&L-driven trading book

Familiarity with

equities, futures, options, or statistical arbitrage

Experience with

strategy automation, portfolio construction, or execution algorithms

is a plus.

What We Offer

Opportunity to work closely with experienced traders and portfolio managers.

Access to institutional-grade infrastructure, research tools, and data.

Flat, meritocratic structure with high autonomy.

Competitive fixed compensation and

performance-linked incentives

A collaborative environment that values innovation, discipline, and long-term alpha generation.