14 Market Microstructure Jobs

You are a highly driven and analytical Quantitative Researcher with a strong foundation in mathematics, statistics, and market microstructure. Your passion lies in high-frequency trading (HFT), statistical arbitrage, and innovative alpha discovery in both decentralized and centralized digital asset markets. You have hands-on experience in developing and testing trading strategies and possess a deep understanding of order book dynamics, risk modeling, and ML techniques grounded in sound statistical reasoning. Your responsibilities include researching, designing, and implementing quantitative trading strategies in crypto markets using statistical and machine learning models. You will conduct alpha research, signal generation, and strategy backtesting using large-scale historical tick/order book data. Additionally, you will develop and apply statistical arbitrage techniques across multiple crypto assets and exchanges, model market microstructure phenomena, and perform rigorous data analysis and hypothesis testing to validate trading ideas. Collaboration with engineering teams to deploy strategies in production environments with low-latency constraints is crucial. You will continuously monitor and improve model performance using real-time and historical data, while staying updated on the latest developments in DeFi, crypto trading infrastructure, and quantitative finance research. You hold a Bachelors, Masters, or PhD in Statistics, Mathematics, Physics, Computer Science, or a related quantitative field. Your knowledge spans probability theory, stochastic processes, time series analysis, and optimization. You have proven experience with crypto markets, strong coding skills in Python, C++, or Rust, and familiarity with machine learning techniques rooted in statistical principles. Preferred qualifications include prior experience in a quant fund, HFT firm, or crypto-native trading desk, familiarity with cloud computing, GPU acceleration, or high-performance computing techniques, and exposure to alternative data, chain analytics, or DeFi protocols. A strong understanding of execution cost modeling, slippage, and latency optimization is also beneficial. In return, you will have the opportunity to work at the frontier of quantitative research and crypto innovation. You will be part of a collaborative and intellectually stimulating environment that encourages research autonomy and creativity. Competitive compensation including base salary, performance-based bonuses, and token/equity incentives will be provided, along with access to cutting-edge datasets, infrastructure, and computing resources.,

As a part of Clopen Research Capital LLP, a proprietary trading firm located in Delhi, India, you will be utilizing advanced technology to thrive in the field of electronic trading. Collaborating with a team of computer engineers and mathematicians, you will be involved in the development of cutting-edge automated trading systems and high-performance trading platforms, ensuring a competitive advantage in the industry. Your responsibilities will include the development and implementation of alpha seeking and market making strategies. You will be tasked with overseeing trading positions, implementing risk controls, and responding promptly to market events to safeguard capital. Additionally, you will work closely with quants, engineers, and fellow traders to enhance algorithms, adapt to market changes, and sustain a competitive edge. To excel in this role, you should possess at least 1 year of experience in Quantitative High-Frequency trading or a related domain. A proven track record of success in generating alpha or managing live trading is essential. A profound comprehension of financial markets, market microstructure, and quantitative analysis is required. Proficiency in programming languages such as C++, Python, or other applicable languages is crucial. Strong problem-solving, analytical, and quantitative skills are a must. Furthermore, the ability to work both independently and collaboratively in a demanding environment is necessary.,

As an Algorithmic Trader at BullsCatch Securities, you will be part of a dynamic team that empowers both beginners and experienced traders to explore global stock markets. Our focus is on the Indian stock market, where we utilize cutting-edge technology for trade execution, algorithmic strategies, and backtesting. Supported by a team of Quant Developers and Quant Researchers, we continuously optimize the trading experience through advanced research, data-driven insights, and automation. We are currently seeking a highly skilled Algorithmic Trader to join our team in Delhi/Faridabad/Hybrid location. Key Responsibilities - Develop, backtest, and optimize algorithmic trading strategies. - Analyze market data to identify profitable trading opportunities. - Implement and refine quantitative models for systematic trading. - Monitor live trades and adjust strategies based on market conditions. - Collaborate with Quant Developers and Researchers to enhance algorithmic execution. - Stay updated on market trends, regulatory changes, and quantitative techniques. Requirements Technical Skills: - Proficiency in Python programming is mandatory. - Proven backtested trading strategies with a solid track record. - Strong analytical skills and the ability to create strategies and backtest them independently. - Understanding of algorithmic trading, market microstructure, and execution efficiency. - Knowledge of risk management techniques and portfolio optimization. Aptitude & Mindset: - Exceptional problem-solving abilities and quantitative aptitude. - A keen interest in financial markets and algorithmic trading. - The ability to adapt quickly to a fast-paced, high-pressure trading environment. Ideal Candidate - A highly motivated and disciplined individual with a strong work ethic. - A quick learner who can independently develop and test trading strategies. - A team player with excellent communication and collaboration skills. - An observer of global economic and geopolitical events, with a focus on their impact on market movements. Why Join BullsCatch Securities - Work alongside top industry professionals in a high-performance algorithmic trading environment. - Gain hands-on experience with advanced trading technologies and backtesting frameworks. - Be part of a data-driven and research-intensive trading team with access to global markets. - Competitive compensation and performance-based incentives. How to Apply Interested candidates should submit their resume and a cover letter highlighting their experience and suitability for the role to hr@bullscatchsecurities.com. Please mention Job ID: BQA2024 in your application. Candidates are encouraged to include examples of their backtested strategies and live deployments (if applicable).,

This project involves the development and deployment of proprietary trading algorithms on centralized exchanges. As a developer, you will collaborate closely with the management team to convert mathematical models into trading systems and maintain connections with global exchanges. Your main responsibilities will include implementing algorithmic trading strategies on various centralized exchanges such as Binance, OKX, and Deribit. You will be tasked with ensuring low-latency execution, high accuracy, and effective risk management. Additionally, you will be expected to optimize order placement, arbitrage opportunities, and execution logic. For CEX Trading Developers, a deep understanding of market microstructure and order book dynamics is essential. Proficiency in programming languages like Python, C++, or Java is required, as well as experience with FIX/REST/WebSocket APIs. Comfort with high-performance computing and data feeds will be beneficial for this role. Quant Analysts / Strategists should possess a strong mathematical and statistical background, preferably in the realm of High-Frequency Trading (HFT) or Algorithmic Trading. You will need to collaborate with the management team to formalize strategies and backtest logic effectively. The salary for this position ranges from $36,000 to $50,000 per annum, with the added benefit of an Employee Stock Ownership Plan (ESOP). Please note that the total compensation, including the ESOP, amounts to $100,000.,

You are a skilled C++ developer with over 4 years of experience, specializing in high-performance, low-latency systems. Your expertise lies in modern C++ (C++14/17/20), multithreading, and concurrency. You have a strong background in Qt development, particularly in building real-time, high-performance trading user interfaces. Your experience includes creating ultra-fast order execution engines, market data feeds, and real-time risk management tools. In addition to your technical skills, you possess a deep understanding of networking protocols such as TCP/IP, UDP, and FIX, as well as interprocess communication methods like IPC, shared memory, and message queues. You have hands-on experience in latency optimization, performance tuning, and utilizing tools like perf, Valgrind, and gprof. Proficiency in memory management, lock-free programming, and CPU cache optimization is also part of your skill set. You have a hacker mentality and enjoy tackling challenging problems. Your responsibilities will include architecting, developing, and optimizing ultra-low-latency C++ trading applications capable of handling millions of transactions per second. You will build high-performance market data processing solutions with microsecond-level latencies and develop real-time, intuitive, and high-speed trading interfaces using Qt. Your work will involve exchange connectivity, FIX protocol integrations, and risk management systems. You will be expected to profile and optimize code to achieve maximum throughput and minimal latency, working alongside an elite team to solve some of the hardest engineering problems in the fintech industry. Experimenting with new technologies to stay ahead of the competition and owning your work end-to-end, from concept to deployment, are also key aspects of this role. Ideally, you have experience in high-frequency trading (HFT), market-making, or ultra-low-latency environments. Knowledge of exchange matching algorithms, order routing strategies, and market microstructure will be beneficial. Contributions to open-source C++ and Qt projects or performance-critical software, as well as expertise in hardware acceleration (FPGA, SIMD, AVX, GPU computing), are highly valued. Familiarity with cloud-based trading infrastructure and hybrid on-prem/cloud systems is a plus. As part of a high-energy startup with significant growth potential, you will work with visionary fintech leaders and top-tier engineers to build industry-defining products that will shape the future of trading. The culture values bold ideas, rapid execution, and relentless optimization. If you are passionate about performance, enjoy pushing speed barriers, and aspire to contribute to something significant, this is an opportunity to be part of a team that is reshaping the future of trading. Join us in disrupting the industry together. Apply now for this full-time position with a day shift schedule and an in-person work location.,

Job Title: Capital Market Functional Tester Exchange Software Job Type: Remote/Freelancing Experience: 6+ Years Job Summary: We are seeking a highly skilled and detail-oriented Functional Tester with deep expertise in Capital Markets, specifically in Exchange Software. The ideal candidate will be responsible for designing, executing, and managing comprehensive User Acceptance Testing (UAT) and feature-wise functional testing for both Cash and Derivatives markets. This role demands strong domain knowledge, analytical thinking, and proficiency in Advanced Excel for scenario creation and test data management. Key Responsibilities: Design and document feature-wise functional test cases covering all aspects of Cash and Derivatives markets. Create detailed UAT scenarios and test scripts aligned with business workflows and regulatory requirements. Execute functional and UAT testing , log defects, and track them to closure. Validate trade lifecycle events including order placement, matching, clearing, settlement, and reporting. Perform regression testing and ensure system stability across releases. Use Advanced Excel for test data preparation, analysis, and reporting. Participate in test planning, effort estimation, and status reporting. Ensure compliance with testing standards and best practices in capital markets. Provide functional insights and support during production rollouts and post-deployment validations. Required Skills & Qualifications: Mandatory: Deep understanding of Capital Markets, including Cash and Derivatives trading . Proven experience in functional testing of Exchange or Trading platforms . Strong knowledge of trade lifecycle, market microstructure, and exchange operations . Proficiency in Advanced Excel (formulas, pivot tables, macros, data analysis). Experience in writing and executing UAT test cases and managing test cycles . Preferred: Familiarity with FIX protocol, market data feeds, and post-trade systems. Exposure to regulatory frameworks and compliance testing. Knowledge of Multilateral trading. Show more Show less

As a Trade Enabler, GFX Spot Voice Associate at Deutsche Bank in Mumbai, India, you will play a vital role in the FX Spot market, encompassing voice and electronic trading across various currencies including G10, emerging markets, and precious metals. You will leverage the information and technology platforms available to enhance liquidity, tighten spreads, and extract value from the market. Your responsibilities will involve collaborating with FX Spot voice traders in London, New York, and Tokyo-Sydney on both ad hoc requests and long-term research projects. Additionally, you will gain insights into market microstructure, liquidity, and risk management while also working closely with the Algos (electronic) FX Spot desk. There may be opportunities for business travel to London. You will have the opportunity to enjoy various benefits as part of the flexible scheme, including best-in-class leave policies, gender-neutral parental leaves, sponsorship for industry certifications, comprehensive insurance coverage, and more. Your key responsibilities will include enhancing data analytics, researching and optimizing algorithmic execution models, and generating potential trade ideas. Strong communication skills, attention to detail, a degree in Math/Engineering/Science/Stats, and proficiency in quantitative and analytical skills are essential for this role. Preference will be given to candidates comfortable with Tableau and SQL, and experience in programming languages like VBA, Matlab, q/kdb, R, or Python. At Deutsche Bank, you will receive support through training, development opportunities, coaching from experts, and a culture of continuous learning to aid in your career progression. The company aims to foster a collaborative and inclusive work environment where employees are empowered to excel together. Celebrating the successes of its people is a core value at Deutsche Bank, and applications from all individuals are welcome as the company promotes a positive and fair workplace environment. For further information about Deutsche Bank, please visit our company website at https://www.db.com/company/company.ht.,

Our client TDMM, an integral part of the TradeDog Group, is an established crypto trading firm excelling in building scalable liquidity for digital assets, with a trading volume exceeding $10 billion. Leveraging expertise from top financial institutions, TDMM has been active in the crypto markets since 2015, providing liquidity provisioning and Token Market Management for legacy tokens such as XRP, BCH, ETH, ETC. We are looking for a highly motivated Product Strategist to join our Market Making team. As a Product Strategist, you will be pivotal in designing, optimizing, and managing trading strategies, focusing on risk management, client-centric development, and cross-functional collaboration. Your involvement will span the entire lifecycle of strategy development, from ideation to post-trade analysis. Key Responsibilities: - Strategy Development & Risk Management: Design and implement market making strategies across product lines. Define and monitor quantitative risk limits for exposure management and compliance. - Client-Centric Solutioning: Engage in client discussions to gather requirements and feedback. Translate client insights into actionable strategy improvements in collaboration with Trading and Sales teams. - Code Analysis & Documentation: Evaluate existing strategy logic for enhancements. Develop structured documentation and flowcharts for knowledge sharing and onboarding. - Tech & Trading Team Collaboration: Collaborate with Tech teams to enhance monitoring dashboards and reporting tools. Work with Trading Desk on training sessions, feature rollouts, and feedback loops. Serve as a Point of Contact (POC) for Machine Learning initiatives within trading and quant teams. - Execution & Operational Excellence: Efficiently prioritize and manage tasks for timely issue resolution. Provide dependable support to cross-functional teams. Required Skills & Qualifications: - Bachelor's or Master's degree in Quantitative Finance, Engineering, Computer Science, Mathematics, or related fields. - Strong analytical skills with experience in strategy design, data modeling, and risk management. - Proficiency in Excel; exposure to Python or SQL is advantageous. - Understanding of market microstructure, trading products (especially derivatives), and market making principles. - Experience with dashboarding tools (e.g., Tableau, Power BI, or custom web-based solutions) is preferred. - Excellent documentation and communication skills to convey complex logic clearly. Why Join Us: - Work at the forefront of quant trading and market making. - Collaborate with intelligent, motivated colleagues in a dynamic, learning-oriented setting. - Opportunity to lead projects from conception to deployment.,

As a Quantitative Researcher at Quance Research Capital LLP, you will play a pivotal role in developing and testing automated quant trading strategies using sophisticated statistical techniques. Your responsibilities will include designing high-frequency trading strategies by analyzing market data, identifying patterns, exploring market inefficiencies, and developing algorithms to capitalize on opportunities that exist for a fraction of a second. You will have access to market data from various exchanges worldwide and will be expected to conceptualize strategies, continuously improve mathematical models, and translate algorithms into code. Your role will involve modeling gigabytes of data daily, utilizing Python, R, and C++ to analyze market microstructure and identify trading signals. You will also be responsible for improving existing trading strategies, back-testing and implementing new models in a live trading environment, conducting statistical analysis to refine monetization systems, and producing business-critical reports. Additionally, you will trade a vast portfolio and work towards enhancing the organization's trading strategies across global exchanges. To excel in this role, you should possess a deep quantitative/programming background with a graduate degree in Statistics, Engineering, Computer Science, Mathematics, Operations Research, Economics, or a related quantitative field. A minimum of 2 years of experience, preferably in High-Frequency Trading (HFT) or Algo firms, is required. Strong knowledge of probability and statistics, as well as proficiency in Python, R, and C++, is essential. Familiarity with data science, machine learning, market microstructure, and Linux will be advantageous. We are seeking self-motivated individuals with a keen interest in financial markets, commodities, and machine learning/AI techniques. If you have expertise in ML-based systems and a passion for trading, we encourage you to apply. Strong analytical skills, attention to detail, ability to work under pressure, and a collaborative mindset are crucial for success in this role. Join us at Quance Research Capital LLP and be part of a dynamic team driving innovation in the financial markets.,

As an exceptional quantitative trader with a proven track record of success, you are sought after for a rare opportunity in the field of High-Frequency Trading (HFT) in Bangalore, India. This role requires individuals with strategic expertise and algorithmic prowess to thrive in a fast-paced and intellectually rigorous environment. Your professional journey should showcase a career focused on applying advanced quantitative models to solve real-world trading problems. From model development to full-cycle strategy execution, your evolution should demonstrate an ability to adapt to changing market dynamics and excel in new trading environments and asset classes. Your projects and performance history should highlight consistent P&L generation, effective risk management, and a track record of developing alpha signals or enhancing existing trading strategies. You should have experience owning projects from conception to live deployment, collaborating with research and development teams to capitalize on market inefficiencies. Your professional skills should combine technical depth with strategic vision, enabling you to identify patterns in large datasets and translate them into actionable trading insights. Project leadership, managing trade-offs between speed and risk, and effective communication with technical and non-technical stakeholders are essential skills. With a strong command of quantitative trading principles, proficiency in statistical modeling, machine learning techniques, and time series analysis, you should also have hands-on experience with back-testing frameworks, simulation environments, market data APIs, trading protocols, and exchange connectivity. Your academic background should reflect a strong quantitative field, a history of continuous learning in quantitative finance, and any relevant professional qualifications or published research would be highly valued. In a collaborative, high-energy environment, you excel at building relationships with researchers and developers to achieve shared goals. Motivated by a meritocratic culture, you thrive on intellectual challenges, possess a competitive drive, a sense of accountability, and a commitment to excellence. Your sharp analytical mindset, adaptability to new technologies, and persistence in tackling complex problems are key attributes for success in this role. If you are prepared to lead with conviction, build enduring solutions, and embrace high-stakes challenges, we encourage you to apply for this exciting opportunity. For more information or to connect directly, please reach out to: Email: info@aaaglobal.co.uk Website: www.aaaglobal.co.uk Confidential conversations are always welcome.,

Company Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm&aposs employees serve clients worldwide including corporations, governments, and individuals from more than 1,200 offices in 43 countries. As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture. Department From global institutions to hedge funds, investors come to Morgan Stanley for sales, trading, and market-making services in almost every type of financial instrument in all the worlds financial markets. Morgan Stanley professionals use our network and technology to provide liquidity and sophisticated analysis, to manage risk and execute reliably in the fast-changing markets. Morgan Stanleys Institutional Equity Division (IED) is a world leader in the origination, distribution and trading of equity, equity-linked and equity-derivative securities. Our broad and deep client relationships, market-leading platform and intellectual insights enable us to be a world-class service provider to our clients for their financing, market access and portfolio management needs. Global Markets Group is the offshoring arm of Morgan Stanleys Sales & Trading businesses in India. It covers functions across IED and Fixed Income Division (FID) ranging from those associated with sales, trading, analytics, strats to risk management. Primary Responsibilities Morgan Stanley Electronic Trading (MSET) is a global leader in equity and derivatives electronic trading. The role is based in Mumbai and requires working with the Quant Client Coverage team and COO in North America. The successful candidate will be a proactive, dynamic, and detail-oriented individual who can learn and adapt quickly in a fast-paced environment while maintaining a positive, self-motivating attitude. This role will be focused on data analytics and reporting, client communications, project management, and successful execution of ad-hoc initiatives involving effective information synthesis and presentation. The expected working hours will be 5:30 pm (local time) to 2:30am (local time) in alignment with U.S. market hours, but open to flexibility depending on candidate. Key Elements Of This Role Include Generation of business metrics to inform management and coverage teams of client trading trends Analysis of key business and market metrics with the ability to provide clear and concise write-ups against findings Interest in and understanding of market dynamics and trends to help generate relevant client content Clear and concise communication with clients, providing key details related to process changes, commissions, or related topics Implementation of updates to management decks and materials with diligence Ability to create, follow, and improve processes catered to enhancing operational efficiency Robust understanding of client revenues, trading fees, and profitability Reconciliation of invoices between MS and clients Skills Required This role requires a self-starter who is confident, eager to learn, and detail-oriented. A successful candidate will be armed with both excellent analytical and communication skills. Bachelors degree from any stream with 1-4 years of relevant experience Exposure to/knowledge of equity products, trading, and/or market microstructure is desirable Capacity to learn and take on a wide breadth of topics and extract key details effectively Exceptional attention to detail with a keen eye for visual presentation and information production Ability to pivot, navigate, and respond to time-sensitive queries and issues Advanced knowledge and extensive hands-on experience with Microsoft Office, particularly Excel and PowerPoint Familiarity with databases and the ability to manipulate/analyze data confidently Excellent written and verbal communication skills Act as a team player and problem-solver What You Can Expect From Morgan Stanley We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - arent just beliefs, they guide the decisions we make every day to do what&aposs best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, youll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. Theres also ample opportunity to move about the business for those who show passion and grit in their work. To learn more about our offices across the globe, please copy and paste https://www.morganstanley.com/about-us/global-offices into your browser. Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents. Show more Show less

Experienced and performance-driven Portfolio Managers specializing in quantitative and/or high-frequency trading strategies within the US Equity Markets . Key Responsibilities Design, develop, and manage systematic trading strategies focused on US equities, including intraday, mid-frequency, or high-frequency models. Generate consistent risk-adjusted returns using quantitative, statistical, or machine learning-based techniques. Collaborate with in-house developers, data engineers, and researchers to enhance alpha models and execution systems. Continuously monitor, analyze, and optimize strategy performance, drawdown, slippage, and market impact. Ensure adherence to risk management frameworks, compliance, and capital allocation guidelines. Maintain and scale existing models while researching new strategies or market opportunities. Qualifications & Experience 4+ years of proven track record managing live capital with positive PnL in US equity markets. Strong background in quantitative finance , computer science , mathematics , engineering , or a related field. Deep understanding of market microstructure , execution algorithms , and trading infrastructure. Proficient in programming languages such as Python , C++ , or R ; familiarity with backtesting frameworks and data analysis libraries. Experience working with low-latency systems, co-location, and direct market access (DMA) setups is a plus. Strong grasp of risk management principles , portfolio construction, and capital efficiency.

As a Quantitative Researcher at our firm, you will be an integral part of the growing team in the Quantitative Strategies Central Research group. Your main responsibility will involve developing alpha signals for global equities and futures markets by utilizing advanced mathematical and statistical techniques, along with your exceptional problem-solving skills. You will be based in India, with the option to work from Mumbai, Delhi, or Gurgaon. Your primary tasks will include analyzing datasets using machine learning, statistical, applied math, and econometric techniques. Additionally, you will be tasked with developing predictive signals for financial markets, rigorously testing models, and creating trading algorithms for the profitable implementation of these models. To ensure continuous learning and growth, you will also review academic literature and participate in relevant conferences focusing on areas such as empirical finance, market microstructure, machine learning, and computational statistics. To excel in this role, we are looking for candidates with a Bachelors, Masters, or Ph.D. degree in Mathematics, Computer Science, Statistics, Physics, Electrical Engineering, or a related field. A proven track record of excellence in your specialized area, along with experience in machine learning and statistical applications, will be advantageous. Notably, prior experience in the investment field is not mandatory. Proficiency in at least one major programming language such as C/C++, Java, or Python is a must. Additionally, having statistical programming skills using Python, R, or Matlab will be considered a bonus. The target start date for this position is as soon as possible. If you are excited about this opportunity and believe you are the right fit for this role, please submit your resume to india.quant.talent@mlp.com and reference REQ-11568.,

As a Junior Quantitative Analyst at our company, you will be responsible for various tasks within the equities team. You should possess 2-3 years of experience in the equities space and have a solid foundation in quantitative analysis. This role presents an exciting opportunity to collaborate with seasoned professionals and contribute to the advancement of innovative investment strategies. Your primary responsibilities will include collecting, cleansing, and analyzing extensive datasets associated with equity markets. You will also play a key role in developing and executing quantitative models to bolster trading strategies and inform investment choices. Monitoring and assessing the real-time and historical performance of these models and strategies will be a crucial aspect of your role. Additionally, you will be tasked with generating automated reports on model performance, market conditions, and performance drivers. Collaboration with senior analysts, portfolio managers, and other team members will be essential to support the investment process effectively. To qualify for this position, you should hold a Bachelor's degree in Finance, Economics, Mathematics, Statistics, Computer Science, or a related field. A Master's degree would be advantageous. You must have 2-3 years of experience in quantitative analysis within equities trading. Proficiency in programming languages, particularly Python, is required, along with familiarity with SQL and data visualization tools. Strong analytical and problem-solving skills are essential, enabling you to interpret complex data and derive actionable insights accurately. A keen eye for detail and a commitment to precision are critical attributes for success in this role. Candidates with knowledge of financial instruments, market microstructure, trading strategies, risk management principles, and quantitative finance tools will be preferred. Experience with optimizations, risk models, and regression analysis would also be beneficial for the role.,