Nuvama Wealth - Quantitative Data Engineer - Trading Systems

Purpose :

Design and build high-performance trading systems and data infrastructure from the ground up for Nuvama's capital markets operations.

This role combines quantitative finance expertise with cutting-edge data engineering to create real-time trading execution systems, market data pipelines, and risk management platforms that directly impact trading profitability and operational efficiency.

1. Functional Responsibilities / KPIs :

Primary Responsibilities :

• Trading System Development : Build live trading execution systems, order management platforms, and order book management systems from scratch
• Real-time Data Infrastructure : Design and implement high-throughput market data ingestion and preprocessing pipelines using Databricks and AWS
• Backtesting Frameworks : Develop comprehensive backtesting and simulation engines for strategy validation across multiple asset classes
• Solution Architecture : Create scalable system designs that handle market volatility and high-frequency data streams
• Trader Collaboration : Work directly with traders and portfolio managers to understand requirements and build custom solutions
• Performance Optimization : Ensure ultra-low latency execution and real-time risk monitoring capabilities

Key Performance Indicators :

2. Qualifications :

Technical Certifications (Preferred) :

3. Experience :

Required Experience :

Preferred Experience :

4. Functional Competencies :

Programming & Development :

Data Engineering & Infrastructure :

Trading Systems Architecture :

Financial Markets Knowledge :

5. Behavioral Competencies :

Technical Leadership & Innovation :

Collaboration & Stakeholder Management :

Execution & Delivery :

Financial Markets Acumen :

Continuous Learning & Adaptation :

Technology Stack Overvie :

Infrastructure & Platforms :

Trading & Market Data :

(ref : hirist.tech)