20 Backtesting Jobs

BitQCode Capital is a leading algorithmic trading hedge fund specializing in high-frequency trading, quantitative strategies, and cutting-edge AI-driven market analysis. We manage a multi-million-dollar portfolio and execute millions of trades per month across global markets. Our team consists of top-tier quants, engineers, and traders, leveraging AI to develop sophisticated, automated trading models. We are looking for an AI Quantitative Researcher with a proven track record of applying Artificial Intelligence (AI) and Machine Learning (ML) in financial markets. The ideal candidate should have hands-on experience designing, training, and deploying AI-driven trading models that generate alpha across asset classes. This role requires expertise in deep learning, reinforcement learning, NLP for market sentiment analysis, and predictive modeling for market movements. You will collaborate closely with our quant traders, data scientists, and software engineers to enhance existing trading models and develop new AI-driven strategies. Key Responsibilities: - Research, design, and implement AI-powered trading algorithms to predict market movements and optimize execution. - Develop and train machine learning models using historical and real-time market data to identify profitable trading opportunities. - Utilize reinforcement learning and deep learning techniques (e.g., LSTMs, Transformers, CNNs) for predictive modeling in financial markets. - Leverage NLP and sentiment analysis to extract insights from news, social media, and alternative data sources for trading signals. - Optimize AI models for real-time decision-making and high-frequency trading strategies. - Conduct backtesting and live simulations to evaluate model performance under different market conditions. - Work with large-scale financial datasets, leveraging cloud-based AI/ML infrastructure for processing and computation. - Stay up to date with cutting-edge AI research and continuously improve trading models to adapt to evolving market conditions. - Collaborate with software engineers to integrate AI models into automated trading systems for live execution. Requirements: - Strong proficiency in AI/ML frameworks: TensorFlow, PyTorch, scikit-learn, XGBoost, etc. - Experience in trading-focused AI applications: Reinforcement learning (RL), supervised/unsupervised learning, deep learning, and probabilistic modeling. - Programming expertise: Python (NumPy, Pandas, SciPy, Dask), C++ (for low-latency execution is a plus). - Financial market knowledge: Experience in trading stocks, options, futures, crypto, or FX using AI-driven models. - Big data processing & analysis: Proficiency in working with time-series data, high-frequency tick data, and alternative datasets. - Experience with backtesting frameworks: Zipline, Backtrader, QuantConnect, Freqtrade, etc. - Database and cloud computing: SQL, NoSQL, Redis, AWS, GCP, or Azure for scalable AI infrastructure. Experience & Qualifications: - Minimum 3+ years of experience in AI-driven quantitative research and trading strategy development. - Prior experience in a hedge fund, proprietary trading firm, or financial institution building AI-based models. - A strong track record of building and deploying successful AI-driven trading strategies. - Advanced degree (Masters/PhD) in Computer Science, AI, Machine Learning, Quantitative Finance, Mathematics, or related fields. Nice to Have: - Experience in market microstructure modeling and order book dynamics. - Knowledge of options pricing, derivatives trading, and volatility modeling. - Experience integrating AI models into low-latency trading systems. - Contributions to AI research, open-source projects, or publications in AI/ML conferences.,

Role & responsibilities • Develop and implement quantitative models to support risk assessment, and portfolio management. • Backtest, validate, and refine models to ensure performance and reliability under various market conditions. • Stay abreast of the latest advancements in finance, technology, and quantitative research. Preferred candidate profile Strong proficiency in programming languages such as Python

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. And we're counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Business Consulting QAS- Quantitative Trading Book (QTB) Profile: Quant Analyst/ Consultant/ Manager EY's Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services leveraging deep industry experience with strong functional capability and product knowledge. FSO practice offers integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include market, credit, and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls. Within EY's FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provides solutions to help FSO clients identify, measure, manage, and monitor market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management, and other capital markets activities. The Market Risk (MR) team within FSRM assists clients in designing and implementing strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure. Your key responsibilities include demonstrating deep technical capabilities and industry knowledge of financial products, leading components of large-scale client engagements, understanding market trends and demands in the financial services sector, monitoring progress, managing risk, and effectively communicating with key stakeholders, and playing an active role in mentoring junior consultants within the organization. To qualify for the role, you should have an Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics with at least 2-10 years of relevant experience. Additionally, you should have working knowledge or academic experience of statistical and numerical techniques, knowledge of mathematical concepts related to pricing derivatives for various asset classes, strong risk management/model development/validation knowledge, good hands-on experience in model development/validation/monitoring/audit procedures, knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus, strong coding skills in programming languages like Python and R, excellent communication and strong problem-solving skills, project management experience, and report writing experience. Good-to-have qualifications include certifications such as FRM, CQF, CFA, PRM, regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB, ETRM/CTRM systems experience, pricing/risk management system knowledge/experience, willingness to travel to meet client needs, experience in stakeholder and client management, and contributing to people initiatives. EY offers a competitive compensation package, a collaborative environment, excellent training and development prospects, an excellent team of senior colleagues, and opportunities to contribute to developing intellectual capital to support delivering superior outcomes for clients and the firm. EY exists to build a better working world, helping to create long-term value for clients, people, and society and build trust in the capital markets. Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform, and operate. Working across assurance, consulting, law, strategy, tax, and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today.,

You will be working as an expert Python coder to conduct backtesting of historical data using Python programming. There are 3 projects related to trading stock historical data that need to be completed using Python coding with the API of Fyers. If you have the required expertise and skills for this role, please connect at 8273108738.,

Role & Responsibilities: Responsible for working across Equity Vol in structured and QIS format to deliver exposure to clients Reconciling and migrating excel based strategies to Python along with Implementing algorithmic strategies to help generate flow transactions Performing adhoc attribution / commentary on performance of live strategies liaising closely with Sales and Structuring team Improving and implementation of backtesting strategies to help in Pitching to Sales/ Clients Brainstorming / Idea generation on new equity strategies and equity volatility transactions, working with Quants and Trading Coordinating with Corporate Functions for Approvals and New Business setup to ensure the transaction falls within our recommended guidelines Qualification Tier 1 Engineering College Graduate / Post Graduate

The Trade Surveillance team at Macquarie plays a crucial role in ensuring the integrity and efficiency of the trading operations. The team consists of analysts who are committed to enhancing the trade surveillance systems to align with changing market conditions and trading strategies. At Macquarie, we believe in the strength of diversity and empower our employees to explore various possibilities. Operating globally in 31 markets with 56 years of consistent profitability, we value contributions from every team member, regardless of their role. As a key player in this role, you will lead a team of analysts on a global scale, focusing on fine-tuning and evaluating trade surveillance models. Your responsibilities will include improving the accuracy and effectiveness of these systems through meticulous model tuning, back-testing, and staying updated on regulatory changes, trading strategies, and market dynamics. Requirements: - University or higher degree with at least 8 years of experience in trade surveillance systems and trading operations, with expertise in futures, commodity, equity trading, and surveillance methodologies. - Proficiency in stakeholder management, qualitative and quantitative analysis of trade surveillance systems, and conducting thorough back-testing to validate system performance. - Strong analytical skills, attention to detail, and the ability to interpret complex data for making informed decisions. - Excellent communication skills, leadership capabilities, and experience in engaging with stakeholders at all levels to foster an inclusive and collaborative work environment. Macquarie encourages individuals who are passionate about shaping a better future to apply for this role or explore opportunities within the organization. About the Risk Management Group: The Risk Management Group at Macquarie operates as an independent and centralized function responsible for reviewing and challenging material risks. The global team focuses on oversight, monitoring, and reporting to manage current risks and anticipate future risks. Divisions within the group include compliance, credit, financial crime risk, internal audit, market risk, operational risk, aggregate risk, and prudential and central functions. Macquarie is committed to diversity, equity, and inclusion, and provides reasonable adjustments to support individuals during the recruitment process and in their working arrangements. If you require additional assistance, please notify us during the application process.,

Responsibilities: Technical Analyst for Proprietors' desk At least 2 yrs exp Analyse stocks with Python & R Monitor markets & charts Develop & backtest strategies Monitor market movements, volatility, To apply, share CV on mohyt.k@gmail.com

Responsibilities: Technical Analyst for Proprietors' desk At least 2 yrs exp Analyse stocks with Python & R Monitor markets & charts Develop & backtest strategies Monitor market movements, volatility, Track global & domestic market trends

Job Opening: Algorithmic Trading Developer (Python / Pine Script) Company: SpeedAlgo.in Location: Remote (Work From Home) Work Hours: 6 hours/day Salary: 20,000 25,000/month (based on skill & experience) About Us: SpeedAlgo.in is a fast-growing company offering cutting-edge algorithmic trading solutions. We specialize in strategy development, broker integration, execution bridges, and full-stack algo setups for Indian and global clients. We're Hiring for Two Work-From-Home Positions: Apply for either the Python or Pine Script Developer role. Role 1: Python Developer (Algo Strategy + Broker Integration) 02 years of hands-on experience in Python Strong understanding of stock market concepts and trading indicators Should be able to code strategies using RSI, Supertrend, MACD, Moving Averages , etc., and send signals to brokers like Zerodha, Upstox, Angel One, Finvasia Strong in Webhooks, REST APIs, broker integration, and WebSocket-based execution Role 2: Pine Script Developer (TradingView Strategy/Indicator Developer) Expertise in Pine Script v5 Should be able to build indicators and strategies on TradingView Should know how to implement target, stop-loss, trailing SL, multi-target entries, partial exits, and backtesting logic Bonus if familiar with bridge connection of Pine strategy to brokers via webhook/API integrations Preferred Candidates: We prefer candidates who: Have a solid understanding of the stock market Are actively trading in Indian markets , cryptocurrency , or Forex Have practical exposure to trading and automation tools How to Apply: Send your resume and portfolio (GitHub/TradingView link if any) to: kapoorballu8@gmail.com Mention clearly whether you're applying for Python Developer or Pine Script Developer

IRB Scorecard Analyst (Python) Location: Bangalore (Hybrid) Exp: 3-8 yrs Join: Immediate to 30 days What Youll Do: Develop and maintain Basel IRB scorecards (PD/LGD/EAD) end-to-end using Python Perform feature engineering, binning, weight-of-evidence transformation & model calibration Back-test and monitor scorecard performance; investigate PSI/KS drift & data anomalies Extract and profile data via SQL; prepare regulator-ready documentation Must Have: 3-8 yrs in IRB scorecard development or credit-risk analytics at a bank/consultancy Expert in Python for statistical modeling (pandas, scikit-learn, statsmodels) Strong SQL skills for data extraction & profiling Solid understanding of Basel II/III IRB guidelines and risk-weight parameters Nice to Have: Hands-on experience with SAS or R for supplementary analyses Familiarity with model-risk management frameworks (SR 11-7/RBI MRM) Experience automating workflows via Python scripting or CI/CD If Interested, kindly share your resume on my email ID - divya.sehgal@thethreeacross.com

IRB Scorecard Analyst (Python) Location: Bangalore (Hybrid) Exp: 3-8 yrs Join: Immediate to 30 days What Youll Do: Develop and maintain Basel IRB scorecards (PD/LGD/EAD) end-to-end using Python Perform feature engineering, binning, weight-of-evidence transformation & model calibration Back-test and monitor scorecard performance; investigate PSI/KS drift & data anomalies Extract and profile data via SQL; prepare regulator-ready documentation Must Have: 3–8 yrs in IRB scorecard development or credit-risk analytics at a bank/consultancy Expert in Python for statistical modeling (pandas, scikit-learn, statsmodels) Strong SQL skills for data extraction & profiling Solid understanding of Basel II/III IRB guidelines and risk-weight parameters Nice to Have: Hands-on experience with SAS or R for supplementary analyses Familiarity with model-risk management frameworks (SR 11-7/RBI MRM) Experience automating workflows via Python scripting or CI/CD If Interested, kindly share your resume on my email ID - simran.salhotra@portraypeople.com

Model Validation & Data Quality Specialist (Credit Risk) What Youll Do: Validate SAS-based PD/LGD/EAD models: back-testing, sensitivity, stress-testing Profile and fix data issues via SAS/SQL; track data-quality KPIs Draft concise validation reports and regulator-ready documentation Collaborate with model developers, data stewards, audit & regulators Must Have: 3 - 8 yrs in model validation or credit-risk analytics (bank/consultancy) Expert SAS + strong SQL; Python/R a plus Solid grasp of Basel IRB parameters & MRM frameworks (SR 11-7/RBI) Clear report-writing and stakeholder communication Nice to Have: Data-governance tool experience (Collibra/Informatica) PRMIA or similar model-risk certification Automation via SAS macros or Python If interested, Kindly share your resume on simran.salhotra@portraypeople.com

: In Scope of Position based Promotions (INTERNAL only) Job Title- Market Risk Analysis and Control, AVP Location- Pune, India Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Banks senior management. Market risk team manages Deutsche Banks Market Risk position in an independent and neutral way. The Market Risk Analysis and Control (MRAC) Production function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department. The team has a global presence with staff located in London, New York, Singapore, Mumbai and Pune. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. Functionally the team is organized as follows: Asset Class Teams own the front to back process for the asset class, infrastructure optimization, market data optimization, MRM management interface. This team is divided by business e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc. Metric Production and Analysis - risk position data validation, calculation and reporting of all official market risk exposures and metrics, provision of analysis and commentary across all relevant risk metrics Strategic Production implementation of FRTB calculations, processes, controls and reporting Run the Bank (RTB) Change - continuous improvement, business process reengineering, stability and process optimisation, test execution management Data Quality and Operational Governance - data standards, completeness and accuracy, BCBS compliance, governance, documentation (KOP) Reporting strategic reporting and related data requirements, optimisation of reporting inventory and production, branding and quality of key reports COO organisational development, audit management, regulatory liaison You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, IRC, Backtesting for a diverse range of derivative products. The team is also proficient in combining this risk knowledge with best in class automation and visualization skills including python/VBA/Tableau to provide value added analytical outputs to its stakeholders What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities This role is within Market Risk Analysis and Control Pune to focus on a number of activities across Metric Production and Analysis, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole. You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the VaR Production team which operates at a business/asset class and risk metric aligned organizational matrix supported by central functions. The primary responsibilities will be: Manage the team of Risk & VaR validation, mapping and related control along with hands-on involvement in production where necessary. Enabling the team in Running of daily, weekly and month risk metrics like VaR, SVaR, IRC etc Review of various risk metrics at a business & portfolio level and control on KPI Generation and review of critical risk reports across different risk metrics VaR/ SVaR, PST, IRC/CVA Work closely with other MRAC functions, MRMs and Finance teams for risk analysis and resolve issues around respective asset classes Collate and analyse data to help highlight the issues that are impacting the daily production process and contribute to initiatives to resolve them. Contribute to governance forums around BCBS239 Support testing of the banks risk models e.g Stressed Period Selection etc. Support the analysis and communication of business portfolio level topics to senior management and their committees Your skills and experience University degree in Finance, Economics, Mathematics or other quantitative subject. More than 10 years experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered) Proficiency in Python/VBA, Tableau, MS Office tools is desired for the role Good understanding of Market Risk workflows e.g. VaR, RNiV, Economic Capital, IRC. Excellent communication skills; ability to articulate technical and financial topics with global stakeholders and the team A reliable team player with the motivation to work in a dynamic, international and diverse environment Able to multi-task and deliver under tight deadlines A committed and motivated individual for self-development and growth Manage expectations of the team and groom the team to achieve departmental objectives alongside personal development. How well support you About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

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

: Job Title- Market Risk Analysis and Control, AVP Location- Pune, India Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Banks senior management. Market risk team manages Deutsche Banks Market Risk position in an independent and neutral way. The Market Risk Analysis and Control (MRAC) Production function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department. The team has a global presence with staff located in London, New York, Singapore, Mumbai and Pune. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. Functionally the team is organized as follows: Asset Class Teams own the front to back process for the asset class, infrastructure optimization, market data optimization, MRM management interface. This team is divided by business e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc. Metric Production and Analysis - risk position data validation, calculation and reporting of all official market risk exposures and metrics, provision of analysis and commentary across all relevant risk metrics Strategic Production implementation of FRTB calculations, processes, controls and reporting Run the Bank (RTB) Change - continuous improvement, business process reengineering, stability and process optimisation, test execution management Data Quality and Operational Governance - data standards, completeness and accuracy, BCBS compliance, governance, documentation (KOP) Reporting strategic reporting and related data requirements, optimisation of reporting inventory and production, branding and quality of key reports COO organisational development, audit management, regulatory liaison You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, IRC, Backtesting for a diverse range of derivative products. The team is also proficient in combining this risk knowledge with best in class automation and visualization skills including python/VBA/Tableau to provide value added analytical outputs to its stakeholders What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities This role is within Market Risk Analysis and Control Pune to focus on a number of activities across Metric Production and Analysis, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole. You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the VaR Production team which operates at a business/asset class and risk metric aligned organizational matrix supported by central functions. The primary responsibilities will be: Manage the team of Risk & VaR validation, mapping and related control along with hands-on involvement in production where necessary. Enabling the team in Running of daily, weekly and month risk metrics like VaR, SVaR, IRC etc Review of various risk metrics at a business & portfolio level and control on KPI Generation and review of critical risk reports across different risk metrics VaR/ SVaR, PST, IRC/CVA Work closely with other MRAC functions, MRMs and Finance teams for risk analysis and resolve issues around respective asset classes Collate and analyse data to help highlight the issues that are impacting the daily production process and contribute to initiatives to resolve them. Contribute to governance forums around BCBS239 Support testing of the banks risk models e.g Stressed Period Selection etc. Support the analysis and communication of business portfolio level topics to senior management and their committees Your skills and experience University degree in Finance, Economics, Mathematics or other quantitative subject. More than 10 years experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered) Proficiency in Python/VBA, Tableau, MS Office tools is desired for the role Good understanding of Market Risk workflows e.g. VaR, RNiV, Economic Capital, IRC. Excellent communication skills; ability to articulate technical and financial topics with global stakeholders and the team A reliable team player with the motivation to work in a dynamic, international and diverse environment Able to multi-task and deliver under tight deadlines A committed and motivated individual for self-development and growth Manage expectations of the team and groom the team to achieve departmental objectives alongside personal development. How well support you

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

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.

Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions. Within SPG, our team is responsible for utilizing modern and sophisticated quantitative techniques to enhance and further develop our Equities financing and One Delta trading capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities. YOUR IMPACT You'll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within ourSynthetic trading business. Role Responsibilities: Develop and maintain derivatives pricing modelsfor SPG, such as Equity Swaps, Futures, OTC equity derivatives etc. Scale the business by increasing automated risk management for exposures to Equity, FX etc. Expand the scope of our pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way. Enhance risk management by backtesting hedging strategies for One Delta products. Collaborate closely withthe trading team to ensure daily accurate risk management. Who We Look For: An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions. Basic Qualifications: Strong academic background in a relevant STEM field (Computer Science, Engineering, Physics or Mathematics) Strong quantitative and programming skills (Java, C++, Python) Strong interpersonal/communication skills Ability to focus both on details and on the big picture Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly Ability to solve problems and to explain underlying ideas Preferred Qualifications: Knowledge and understanding of financial markets, financial modeling, a quantitative understanding of probability

• 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

Responsibilities: 1. Algorithm Development, Quantitative coding 2. Trading strategies, Development 3. Data Analysis and Modeling 4. Risk Management and Compliance 5. Technology Integration and Support Required Candidate profile Bachlors in Comp. engineer,Science,Mathematics,Physics etc Hands on in coding, backtesting, derivatives, option & algorithmic trading, Python & similar language, numeric computing & analysis, trading