Quant Analyst / Strategist

You will be joining AlphaGrep, a quantitative trading and investment firm established in 2010. The company is renowned for being among the largest firms by trading volume on Indian exchanges and holding substantial market share on various large global exchanges. AlphaGrep employs a disciplined and systematic quantitative approach to pinpoint factors that reliably produce alpha. These identified factors are integrated with the firm's proprietary ultra-low latency trading systems and thorough risk management practices to create trading strategies encompassing asset classes such as equities, commodities, currencies, and fixed income that are traded on global exchanges. **Key Responsibilities:** - Utilize a disciplined and systematic quantitative approach to identify factors generating alpha - Develop trading strategies across various asset classes including equities, commodities, currencies, and fixed income - Implement strategies on global exchanges with proprietary ultra-low latency trading systems - Ensure robust risk management practices are in place to mitigate potential risks **Qualifications Required:** - Strong background in quantitative finance, mathematics, statistics, or a related field - Proficiency in programming languages like Python, C++, or Java - Experience in developing and implementing trading strategies in financial markets - Solid understanding of risk management principles in trading environments You will be joining AlphaGrep, a quantitative trading and investment firm established in 2010. The company is renowned for being among the largest firms by trading volume on Indian exchanges and holding substantial market share on various large global exchanges. AlphaGrep employs a disciplined and systematic quantitative approach to pinpoint factors that reliably produce alpha. These identified factors are integrated with the firm's proprietary ultra-low latency trading systems and thorough risk management practices to create trading strategies encompassing asset classes such as equities, commodities, currencies, and fixed income that are traded on global exchanges. **Key Responsibilities:** - Utilize a disciplined and systematic quantitative approach to identify factors generating alpha - Develop trading strategies across various asset classes including equities, commodities, currencies, and fixed income - Implement strategies on global exchanges with proprietary ultra-low latency trading systems - Ensure robust risk management practices are in place to mitigate potential risks **Qualifications Required:** - Strong background in quantitative finance, mathematics, statistics, or a related field - Proficiency in programming languages like Python, C++, or Java - Experience in developing and implementing trading strategies in financial markets - Solid understanding of risk management principles in trading environments