We’re looking for a hands-on Quant Researcher & Developer to design, backtest, and execute trading strategies in Indian equities, indices, and derivatives. This role is a blend of research, coding, and live trading execution — from idea to P&L.
What You’ll Do
- Build and test systematic strategies using historical tick data.
- Develop fast, reliable backtesting & execution systems .
- Work with low-latency APIs for live trading.
- Apply statistical & machine learning techniques to find alpha.
- Monitor, analyze, and optimize live strategies.
What You’ll Need
Strong Python or C++ skills.Experience with market data (tick / order book) & backtesting.Knowledge of Indian market microstructure & basic derivatives.1–5 years in quant research / trading / dev.Good to Have
Experience with execution algos and risk systems.Cloud computing for large-scale simulations.