Job Description
We are seeking a highly skilled Quantitative Researcher / Developer to join our HFT trading team. You’ll be working at the intersection of quantitative research , machine learning , and high-performance software engineering , helping to develop, implement, and optimize trading strategies deployed in global financial markets.
This is a hybrid research-engineering role where you'll collaborate with traders, researchers, and infrastructure engineers to create cutting-edge tools and models that drive our trading decisions.
Requirements
Design, implement, and optimize statistical and ML-based trading models .
Develop high-performance, low-latency code in C++ , Python , or Rust .
Analyze large-scale, high-frequency data to identify predictive signals (alpha).
Collaborate with research and trading teams to backtest and deploy strategies in live environments.
Build tools for feature engineering , data normalization , and model evaluation .
Improve execution algorithms for minimizing slippage, market impact, and latency.
Contribute to building robust infrastructure for automated model training and deployment .
Requirements
Open to travel
Machine Learning • Gurgaon, HR, in