Quantitative Trader

Overview :

We are seeking a highly motivated Quantitative Trader to research, design, and execute systematic trading strategies. This role combines market expertise, quantitative research, and real-time decision-making to generate alpha while managing risk. The ideal candidate has strong analytical skills, financial knowledge, and experience working with quantitative models in live trading environments.

Key Responsibilities :

Research and develop quantitative trading strategies across multiple asset classes.

Analyze large datasets to identify market inefficiencies and trading opportunities.

Conduct backtesting, simulation, and performance evaluation of strategies.

Execute and monitor live trades, adjusting positions based on market conditions.

Collaborate with developers to implement strategies into production trading systems.

Manage risk exposure and ensure compliance with trading limits.

Continuously refine strategies through data-driven analysis and PnL attribution.

Stay informed on macroeconomic events, market structure changes, and regulatory updates.

Qualifications :

Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering, Finance, or related quantitative field.

Strong background in statistics, probability, and financial mathematics.

Proficiency in Python, R, or MATLAB (C++ is a plus for low-latency environments).

Solid understanding of financial instruments (equities, futures, options, FX, fixed income).

Experience with backtesting, time-series analysis, and statistical modeling.

Ability to thrive in a high-pressure, fast-paced trading environment.

Nice-to-Have Skills :

Experience with machine learning or AI-driven trading models.

Knowledge of market microstructure and execution algorithms.

Familiarity with risk management, portfolio optimization, and transaction cost analysis.

Exposure to low-latency trading systems and order book analysis.

Experience with large-scale datasets and cloud-based computation