54 Algorithmic Trading Jobs - Page 2

Role & responsibilities IT support required for in house server system, proprietary trading and client trading. Knowledge of RMS will be preferred. Preferred candidate profile Experienced in the field of Stock Broking Business. Immediate joining.

Greetings from HR Central!!! We do have an Urgent hiring for One of the Leading Investment Company for Quant Developer for Mumbai Location.(Work From Office) JD: Quant Developer We are working on expanding our working into algorithmic trading too and moving trading strategies in house. As the quant Developer, you will get overall backend experience and work on designing the infrastructure for trade execution as well as the backtesting engine and designing of the strategies. Looking for an Immediate joiner or Maximum15-30 Days Notice Period. Python Backtesting experience in similar environment is a must. Good in Maths Roles and Responsibilities: - We are seeking a highly skilled and motivated developer to join our team. The ideal candidate will have experience in backtesting of trading strategies, experience with the markets, and be able to handle a variety of tasks in a sequential manner. - Designing, quant modeling, code implementation, testing, liasoning with the exchanges and support for execution algorithms - Create and manage the Infrastructure and latency optimizations Requirements: - Relevant experience in either Quantitative Research / Strategy / Trading software development • Algorithmic Trading Developer - 6 Months to 3 years of experience - Graduate/ Post-Graduate Degree in Computer Science/Information • Technology/Finance/Statistics or equivalent - Strong programming skills in languages such as Python, Matlab or R or similar languages. Skills - Proven history of trading strategy development will be a positive - Highly driven and motivated; eager to learn - Ability to work in competitive and fast paced environment - Entrepreneurial mind-set, strong work ethic and hard working - Comfortable with explaining complicated models to a wide audience If interested, please share cv to anisha@hr-central.in or call me @ +91-95620-44988

Database design and architecture using KDB+/q and knowledge of python or C++/Java with minimum of 2+ years of experience. Equities Algorithmic trading stack, transaction data and FIX protocol. market, transaction and reference data for various products like Equities, FX, Futures, FX, Indices, options etc. Different market data vendors API and experience working with their data. High capacity/low latency infrastructure like solace. Software development, build and deployment management using tools like JIRA, Git, Jenkins, Geneos (ITRS) and scripting languages. pre- and post- trade analytics like Transaction Cost analysis (TCA) reports. Mandatory Competencies Python - Python Database - KDB Others - C++ Beh - Communication

Database design and architecture using KDB+/q and knowledge of python or C++/Java with minimum of 2+ years of experience. Equities Algorithmic trading stack, transaction data and FIX protocol. market, transaction and reference data for various products like Equities, FX, Futures, FX, Indices, options etc. Different market data vendors API and experience working with their data. High capacity/low latency infrastructure like solace. Software development, build and deployment management using tools like JIRA, Git, Jenkins, Geneos (ITRS) and scripting languages. pre- and post- trade analytics like Transaction Cost analysis (TCA) reports.

Work with the founder and core team to build and optimize quant trading strategies. Use Python and ML to analyze market data. No prior finance experience needed—training in options and execution provided. Just bring curiosity and coding skills!

We’re hiring a Quant Developer with 1+ years of experience in Python, trading systems, machine learning, and financial markets. Must have skills in MongoDB, Redis, APIs, Websockets, SSH tunneling & cloud computing. Good to have Stock market knowledge

Role & responsibilities Present the whole process of algo deployment. Handle all algo deployment related queries of the clients. Monitor and record all the forward testing deployed algo in excel every day. Tracking Client's Subscriptions and live deployments Monitoring algo website and report any real-time issues to the Network. Educating Network Compliance in Algo to be looked after as and when required Coordinate with Vendors, Onboarding & Make vendors live Coordinate with IT for direct API clients Compliance with related to Algo to be updated and followed all the time in systems and educating network as and when required Preferred candidate profile At least 1 year experience Certification in Option Trading Strategies Excellent knowledge of Options, Options Strategies Technical knowledge of ALGO platforms Knowledge of Options Platform Customer upport experience. Basic knowledge of excel.

Founded : Sept 2023 Team Size: 40-50 Experience : 2+ Years Role Overview We are seeking a highly skilled Quantitative Trader to develop and execute high and mid-frequency trading strategies in global markets. The ideal candidate will have a strong background in market microstructure, ultra-low-latency execution, and statistical arbitrage. As part of our trading team, you will be responsible for designing, back-testing, and optimizing trading algorithms, leveraging cutting-edge AI and high-performance computing to capitalize on ultra-short-term market inefficiencies. You will work closely with quantitative researchers and engineers to enhance execution speed and efficiency while managing real-time trading risk. Key Responsibilities: As a Quantitative Trader, your responsibilities will include: - Designing, implementing, and deploying high-frequency trading algorithms. - Typical strategies deployed include Alpha-seeking strategies and Market Making. - Rigorously back-test strategies on in-house research infrastructure. - Creating tools to analyze data for patterns. - Contributing to libraries of analytical computations to support market data analysis and trading. - Developing, augmenting, and calibrating exchange simulators. Preferred Qualifications: We're seeking candidates with: - A degree in Computer Science, Mathematics, or Engineering from a leading institution. - 2+ years of relevant work experience. - Exceptional analytical and problem-solving skills. - Proficiency in programming, particularly in C++ or C. - Working knowledge of Linux, Python, and shell scripting. - A curious mindset and a passion for understanding complex systems. - A disciplined and consistent work ethic. - Strong communication and interpersonal skills.

Job Description. We are seeking exceptional experienced Quantitative Traders to build / lead our Quant Team and start trading.. Requirements. If you are building and executing consistent profitable trading strategies and meet the following criteria, then we would like to you to become part of our team:. B Tech, MSc or PhD from a top school in Maths, Physics, Computer Science etc.. Expertise in statistical techniques, experience conducting on large datasets. Programming proficiency in either C/C++, Java, Python, R, Matlab etc.. Ability to work independently or as a part of a team, and to lead a project from whiteboard to code implementation. Prior experience with algorithmic trading or familiarity with high-frequency financial data is a MUST.. Minimum 2+ years of experience in the financial markets. Very strong communication skillsability to present ideas and strategies clearly and interact well with both peers as well as senior management.. Responsibilities. Drive and passion to lead a team and to work in an open, creative and collaborative start-up environment.. The profile of the person is one who would be on the trading desk with experience trading in any markets across the world.. Building strategies that are consistently profitable and have a proven track record (not just back tested results); we are open to all market and all asset classes. Risk Management and Hedging. Analysis of market volatility. Excellent Return on Capital. Experience at a top Trading firm or HFT based firm. Excellent leadership qualities. Analysis of trading performance and development of new logic to improve trading performance. Evaluation of performance of existing and new trading strategies. Optimisation of the performance of strategies. Work closely with developers to manage the development of sophisticated trading/risk system which includes understanding requirements, developing new functionality etc. Experience of working on quantitative or statistical arbitrage or machine learning based strategies will be preferred.. Show more Show less

Job Description. We are seeking exceptional experienced Quantitative Traders to build / lead our Quant Team and start trading. If you are building and executing consistent profitable trading strategies and meet the following criteria, then we would like to you to become part of our team:. Requirements. B Tech, MSc. or PhD from a top school in Maths, Physics, Computer Science etc.. Expertise in statistical techniques, experience conducting on large datasets. Programming proficiency in either C/C++, Java, Python, R, Matlab etc.. Ability to work independently or as a part of a team, and to lead a project from whiteboard to code implementation. Prior experience with algorithmic trading or familiarity with high-frequency financial data is a MUST.. Minimum 5+ years of experience in the financial markets. Very strong communication skillsability to present ideas and strategies clearly and interact well with both peers as well as senior management.. Responsibilities. Drive and passion to lead a team and to work in an open, creative and collaborative start-up environment.. The profile of the person is one who would be on the trading desk with experience trading in any markets across the world.. Building strategies that are consistently profitable and have a proven track record (not just back tested results); we are open to all market and all asset classes. Risk Management and Hedging. Analysis of market volatility. Excellent Return on Capital. Experience at a top Trading firm or HFT based firm. Excellent leadership qualities. Analysis of trading performance and development of new logic to improve trading performance. Evaluation of performance of existing and new trading strategies. Optimisation of the performance of strategies. Work closely with developers to manage the development of sophisticated trading/risk system which includes understanding requirements, developing new functionality etc. Experience of working on quantitative or statistical arbitrage or machine learning based strategies will be preferred.. Show more Show less

Job Description We are seeking exceptional experienced Quantitative Traders to build / lead our Quant Team and start trading If you are building and executing consistent profitable trading strategies and meet the following criteria, then we would like to you to become part of our team: Requirements B Tech, MSc or PhD from a top school in Maths, Physics, Computer Science etc Expertise in statistical techniques, experience conducting on large datasets Programming proficiency in either C/C++, Java, Python, R, Matlab etc Ability to work independently or as a part of a team, and to lead a project from whiteboard to code implementation Prior experience with algorithmic trading or familiarity with high-frequency financial data is a MUST, Minimum 5+ years of experience in the financial markets Very strong communication skillsability to present ideas and strategies clearly and interact well with both peers as well as senior management, Responsibilities Drive and passion to lead a team and to work in an open, creative and collaborative start-up environment, The profile of the person is one who would be on the trading desk with experience trading in any markets across the world, Building strategies that are consistently profitable and have a proven track record (not just back tested results); we are open to all market and all asset classes Risk Management and Hedging Analysis of market volatility Excellent Return on Capital Experience at a top Trading firm or HFT based firm Excellent leadership qualities Analysis of trading performance and development of new logic to improve trading performance Evaluation of performance of existing and new trading strategies Optimisation of the performance of strategies Work closely with developers to manage the development of sophisticated trading/risk system which includes understanding requirements, developing new functionality etc Experience of working on quantitative or statistical arbitrage or machine learning based strategies will be preferred,

Role: Quant Trader B Tech, MSc or PhD from a top school in Maths, Physics, Computer Science etc. Expertise in statistical techniques, experience conducting research on large datasets Programming proficiency in either C/C++, Java, Python, R, Matlab etc. Ability to work independently or as a part of a team, and to lead a research project from whiteboard to code implementation Prior experience with algorithmic trading or familiarity with high-frequency financial data is a MUST. Minimum 3-4 years of experience in the financial markets Very strong communication skills- ability to present ideas and strategies clearly and interact well with both peers as well as senior management.

Role Summary: QI seeks to hire suitable candidates to be a part of the EPAT Content team. About the team and its role in QI: The EPAT Content team has former bankers, programmers, and academics who worked in financial firms, universities, and tech companies. We have educational backgrounds in engineering, electronics, economics, and finance. The common thread stringing all of us is an obsessive curiosity to learn more about quantitative finance. We are responsible for the technical content and maintaining the quality of lectures delivered by top professionals worldwide in the EPAT (a six-month course conducted over weekends. You can check more about the course elsewhere on the website). We want to hear from you if you're interested in and excited to be part of a growing firm. Responsibilities: - Create content and conduct lectures, courses, and workshops for financial and educational institutions in India and abroad - Assist in the resolution of doubts and queries faced by students in lectures on quant finance - Enhance the content and delivery (pedagogy) of existing lectures - Write technical blogs on different aspects of quant trading - Supervise/evaluate the assignments and issues faced by course participants - Resolve queries on topics about statistics, machine learning, econometrics, Python, and other facets of quant trading - Contribute to research in the domain via writing and reviewing articles, manuscripts, and books connected to quant finance Qualifications and other aspects (The points in italics are prerequisites. Please do not apply if you don't satisfy them.) - 4-6 years of full-time work experience (industry experience is necessary) - Completed a Doctorate or Master's in engineering, statistics, computer science, finance, or other quantitative fields from a reputed university - Experience in knowledge delivery would be highly preferred - Expertise in the data science stack of at least one of Python and R (Python preferred) - Good grasp of math, statistics, and machine learning (in the context of financial markets) - Excellent writing, and speaking skills - Extensive knowledge of trading in the financial markets - Knowledge of financial instruments across asset classes - Ability to learn and digest new technical ideas/tools and implement them - Ability to work on multiple tasks and prioritize - Work over some weekends to take lectures or provide assistance to faculty during EPAT lectures (You will be eligible for compensatory offs that can be availed during weekdays)

QI seeks to hire suitable candidates to be a part of the EPAT Content team. About the team and its role in QI: - The EPAT Content team has former bankers, programmers, and academics who worked in financial firms, universities, and tech companies. We have educational backgrounds in engineering, electronics, economics, and finance. The common thread that strings all of us is an obsessive curiosity to learn more about quantitative finance. - We are responsible for the technical content and maintaining the quality of lectures delivered by top professionals worldwide in the EPAT (a six-month course conducted over weekends. You can check more about the course elsewhere on the website. - We want to hear from you if you're interested in and excited to be part of a growing firm. Responsibilities: - Create content and conduct lectures, courses, and workshops for financial and educational institutions in India and abroad - Assist in the resolution of doubts and queries faced by students in lectures on quant finance - Enhance the content and delivery (pedagogy) of existing lectures - Write technical blogs on different aspects of quant trading - Supervise/evaluate the assignments and issues faced by course participants - Resolve queries on topics about statistics, machine learning, econometrics, Python, and other facets of quant trading - Contribute to research in the domain via writing and reviewing articles, manuscripts, and books connected to quant finance Qualifications and other aspects - 4-6 years of full-time work experience (industry experience is necessary) - Completed a Doctorate or Master's in engineering, statistics, computer science, finance, or other quantitative fields from a reputed university - Experience in knowledge delivery would be highly preferred - Expertise in the data science stack of at least one of Python and R (Python preferred) - Good grasp of math, statistics, and machine learning (in the context of financial markets) - Excellent writing and speaking skills - Extensive knowledge of trading in the financial markets - Knowledge of financial instruments across asset classes - Ability to learn and digest new technical ideas/tools and implement them - Ability to work on multiple tasks and prioritise - Work over some weekends to take lectures or provide assistance to faculty during EPAT lectures (You will be eligible for compensatory offs that can be availed during weekdays)

Position Summary: QuantInsti is seeking to hire qualified candidates for a full time position in content development and delivery in Algorithmic & Quantitative Trading. Responsibilities: - Research on quant trading strategies involving but not limited to machine learning, NLP, application of statistics and econometrics. - Developing content for online self paced courses related to Algorithmic and Quantitative trading. - Get involved in the complete value chain of the course, right from ideation to execution. - Creating and backtesting quantitative trading strategies and models - Research on the best practices in online content creation and delivery. - Enhancing the content and delivery (pedagogy) for the existing course(s). - Writing technical blogs for the benefit of quantitative trading enthusiasts. Education: Degree in Finance, Mathematics, Physics, Statistics, Computer Science or Engineering. Location: Remote (Global) Requirements: - Excellent grasp on trading in financial experience - Exposure to Machine Learning - Exposure to any form of code development is an added advantage - Knowledge of Python language - Strong analytical and quantitative background - Good communication skills and team player Other Aspects / Skills: - Creative and analytical mind. - High attention to detail and accuracy. - Ability to work under pressure and deadlines. - Ability to work on multiple projects at a given time.

1) Execution of client trades with negligible errors and provide trade confirmations while ensuring complete compliance with regulatory and organisations compliance norms. 2) Achievement of assigned Clusters Revenue Targets , Managed Brokerage and Cross Selling Targets. 3) Dissemination of product recommendations messages to allocated client using compliant messaging systems. 4) Effective handling of client queries thus ensuring efficient client engagement. 5) Application of technical analysis to queries relating to the market and stock movements thus enabling conversion of opportunities into Trades. 6) Disseminating Fundamental research recommendations to meet investing requirements of allocated clients. 7) Efficient management of allocated book and achievement of the targeted revenues from this allocated book with a constant endeavor to grow the book over the time. 8) Constant efforts on direct databases for activation reactivation retention of clients. 9) To ensure the desired NPS score is achieved. Equity Dealing/ Trading, Good understanding of F & O, Algo Trading, Knowledge of Investment Products Location-Surat, Ahmedabad, Bengaluru, Chennai, Mumbai, Hyderabad, Kolkata, Pune, Shimoga (Shivamogga), Trivandrum, Delhi, Vadodara

1) Execution of client trades with negligible errors and provide trade confirmations while ensuring complete compliance with regulatory and organisations compliance norms. 2) Achievement of assigned Clusters Revenue Targets , Managed Brokerage and Cross Selling Targets. 3) Disemination of product recommendations messages to allocated client using compliant messaging systems. 4) Effective handling of client queries thus ensuring efficient client enagagement. 5) Application of technicals analysis to queries relating to the market and stock movements thus enabling conversion of opportunities into Trades. 6) Dissemminating Fundamental research recommendations to meet investing requirements of allocated clients. 7) Efficient management of allocated book and achievement of the targetted revenues from this allocated book with a constant endeavour to grow the book over the time. 8) Constant efforts on direct databases for activation reactivation retention of clients. 9) To ensure the desired NPS score is achieved. Equity Dealing/ Trading, Good understanding of F & O, Algo Trading, Knowlegde of Investment Products Location-Surat,Ahmedabad,Bengaluru,Chennai,Mumbai,Hyderabad,Kolkata,Pune,Shimoga,Trivendrum, Delhi, Vadodra

Octanom Tech runs and owns Hedged.in - India's First 'Hedged Style' trading and Investing platform. While every other platform focuses on Profits & higher alpha, we are the first ones in India and the entire globe that focuses on the Losses, 180 degrees different from anyone else. Job Description (JD) for a Dealer Derivatives Job Title: Dealer Derivatives (F&O) Location: Mumbai Experience Required: 4-8 Years Department: Equity / Derivatives Desk We are seeking a skilled and proactive Dealer Derivatives to join our trading desk. The ideal candidate will be responsible for executing trades in equity derivatives (Futures & Options), managing client portfolios, and providing real-time market insights. The role demands a strong understanding of capital markets, analytical thinking, and client service orientation. Key Responsibilities: Execute trades in Equity and Index Futures & Options (F&O) on behalf of clients or the internal team. Monitor live market movements and update clients on trading opportunities. Maintain client relationships and provide prompt service and trading support. Generate reports related to trading activities, client portfolios, and market performance. Ensure compliance with SEBI, NSE/BSE, and internal trading policies. Manage risk through stop-loss, hedging, and strategic calls. Coordinate with back office for settlements, reconciliations, and KYC/documentation. Track and analyze global and domestic financial news affecting derivatives markets. Train and educate clients on the F&O market and trading strategies. Requirements & Qualifications: Graduate/Postgraduate in Commerce, Finance, or related field. NISM Series VIII (Equity Derivatives) certification is mandatory . 14 years of experience in a similar role on a derivative dealing desk. Strong knowledge of F&O markets, technical charts, and options strategies . Excellent communication and client interaction skills. Ability to work under pressure and in fast-paced environments. Familiarity with trading platforms like ODIN, NEST, NOW , or similar. • Preferred Skills: Analytical mindset with a keen eye on numbers and market trends. Hands-on experience in using Excel, trading reports, and P&L analysis. Sound understanding of margin requirements and order types. Must NISM 15 Certificate. If Interested share your resume on krishna.barot@octanom.com or call on 9137822397

Job Description We are seeking exceptional experienced Quantitative Traders to build / lead our Quant Team and start trading Requirements If you are building and executing consistent profitable trading strategies and meet the following criteria, then we would like to you to become part of our team: B Tech, MSc or PhD from a top school in Maths, Physics, Computer Science etc- Expertise in statistical techniques, experience conducting on large datasets Programming proficiency in either C/C++, Java, Python, R, Matlab etc- Ability to work independently or as a part of a team, and to lead a project from whiteboard to code implementation Prior experience with algorithmic trading or familiarity with high-frequency financial data is a MUST Minimum 2+ years of experience in the financial markets Very strong communication skillsability to present ideas and strategies clearly and interact well with both peers as well as senior management Responsibilities Drive and passion to lead a team and to work in an open, creative and collaborative start-up environment The profile of the person is one who would be on the trading desk with experience trading in any markets across the world Building strategies that are consistently profitable and have a proven track record (not just back tested results); we are open to all market and all asset classes Risk Management and Hedging Analysis of market volatility Excellent Return on Capital Experience at a top Trading firm or HFT based firm Excellent leadership qualities Analysis of trading performance and development of new logic to improve trading performance Evaluation of performance of existing and new trading strategies Optimisation of the performance of strategies Work closely with developers to manage the development of sophisticated trading/risk system which includes understanding requirements, developing new functionality etc- Experience of working on quantitative or statistical arbitrage or machine learning based strategies will be preferred Show more Show less

• Manage Risk & ensure regulatory compliance with risk limit/regulation • Design frameworks strategies • Utilize quantitative techniques to identify, assess, & mitigate trading risks • Lead initiatives to improve risk management processes & policies Required Candidate profile • NISM Series-VIII certification • Proficiency in Python, R, or MATLAB for quantitative analysis • Knowledge of financial markets, risk management frameworks, & compliance regulations

• Lead data-driven strategies, statistical models, design & execute high-frequency algorithms for multiple asset classes • Data analysis of financial dataset for patterns • Monitor performance in live market & optimize • Updated with research & trend Required Candidate profile • NISM-VIII certification with Algo trading exp • Design & optimize market-neutral strategies/statistical arbitrage model • Python, R, or C++, with exp. in fin. dataset, API, & data visualization tool

• Develop, back test & optimise algo trading strategies for proprietary trading model • Use mathematical models, statistical techniques, & ML to improve performance • Analyse datasets to identify opportunities • Develop Python-based tools & automate Required Candidate profile • Ensure models accuracy & compliance • Prepare report & presentation on performance • Python, Mongo DB, C++, ML, Probability, Statistics • Understanding of financial market & NISM VIII certification

Role Overview: We are looking for an exceptional instructor to build the foundational quantitative capabilities of our students. This role demands a deep and nuanced understanding of advanced mathematics, probability, statistics, and stochastic processes, and the ability to convey these complex concepts with clarity and precision. You will be instrumental in laying the analytical bedrock for all quantitative finance careers. Key Responsibilities: Deliver live, engaging online classes on advanced mathematical concepts, probability theory, statistical inference, and time series analysis. Explain complex topics such as linear algebra, multivariable calculus, optimization, numerical methods, Bayesian statistics, ARIMA/GARCH models, and stochastic calculus (e.g., Ito's Lemma, SDEs) with exemplary clarity. Guide students through rigorous problem-solving, derivations, and statistical analyses, ensuring a deep conceptual and practical understanding. Foster a highly disciplined and interactive learning environment, providing constructive feedback and expertly answering student queries. Core Curriculum Expertise Required: Core Mathematics: Linear algebra, multivariable calculus, real analysis, optimization theory, numerical methods, optimization algorithms. Probability & Statistical Inference: Probability theory, statistical inference, hypothesis testing, Bayesian statistics. Time Series Analysis: ARIMA models, GARCH models, cointegration, Vector Autoregression (VAR). Advanced Statistical Techniques: Regression analysis, principal component analysis, Monte Carlo methods, extreme value theory, copulas, survival analysis. Stochastic Calculus: Ito's lemma, Brownian motion, stochastic differential equations, partial differential equations, measure theory, martingale theory. Data Experimentation & Signal Processing: Causal inference, A/B testing, experimental design, signal detection, regime change detection, correlation analysis. Qualifications: Educational Background: Bachelor's, Master's, or PhD in Mathematics, Statistics, Quantitative Finance, Econometrics, Physics, or a closely related highly quantitative field. Experience: Proven experience in applying advanced mathematics, probability, and statistics in academic research, quantitative finance, or a related analytical domain. We value both experienced educators and talented freshers with exceptional academic records and demonstrable project experience. Domain Expertise: Possess an extremely strong and expert-level understanding of the theoretical and applied aspects of advanced mathematics, statistics, and stochastic processes relevant to quantitative finance. Exceptional Communication Skills: Superior ability to articulate the most complex mathematical and statistical concepts clearly, concisely, and engagingly in a live online setting. High Discipline & Work Ethic: Demonstrated ability to maintain a rigorous teaching schedule, prepare thoroughly, and foster a disciplined learning environment. Technical Proficiency: Highly tech-savvy with experience in online teaching tools, virtual whiteboards, and mathematical/statistical software (e.g., MATLAB, R, Python with scientific computing libraries). Mandatory Requirement (Crucial for Application): A strong background in Finance or Trading , especially with Algorithmic Trading or broader Quant experience , is a mandatory requirement for all applicants. This ensures practical relevance and industry context. Application Requirement: To assess your teaching prowess and technical communication skills, all applicants must submit a sample teaching video of at least 30 minutes on any topic within Quantitative Foundations (Mathematics, Statistics & Stochastic Processes) that you are highly proficient in (e.g., explaining Ito's Lemma, demonstrating Bayesian inference, or breaking down GARCH models). This video should clearly demonstrate your ability to explain complex concepts, engage an audience, and showcase your depth of expertise, hard work, and disciplined approach to teaching.

Provide technical and analytical support to global multi-asset clients, guide on trading algorithms and cost analysis, monitor trading environments, resolve software issues, manage FIX connections and configure platforms.

* Fast execution of orders manually on GREEK * Able to see the overall direction of the market and make trades accordingly. * Following the trading rules in carrying out daily trading operations. * Trading on the allocated Strategy *Good typing Speed Required Candidate profile Communication of trading positions and trading Setup Maintaining trading diaries and net positions on daily basis (at end of the day) good speed at the terminal good with Number crunching.