Job
Description
Position: Quantitative Engineer / Analyst Location: Hyderabad Type: Full-Time Role Overview We’re seeking a hands-on Quantitative Engineer / Analyst who writes clean, efficient code and drives the design, implementation, and deployment of systematic trading strategies. You’ll own the full lifecycle of strategy—from ideation and data engineering through backtesting to live execution and monitoring—while collaborating with a small, agile team. Key Responsibilities Strategy Development & Research Formulate and validate new alpha-generating ideas (momentum, mean-reversion, statistical arbitrage, alternative data signals) Prototype and backtest strategies at scale; analyze PnL, turnover, risk metrics, and capacity constraints Software Engineering Develop high-quality production code (Python, C++, or Java) for backtesting engines, signal processors, and execution modules Build and maintain data pipelines to ingest, clean, and normalize market and alternative data (tick, minute, EOD) Write robust, well-documented APIs and libraries for use by research and production teams Infrastructure & Deployment Containerize applications (Docker) and automate deployments via CI/CD pipelines (e.g., GitLab CI, Jenkins) Collaborate on infrastructure architecture (Kubernetes, cloud provisioning) to ensure low-latency, high-availability systems Live Trading & Monitoring Integrate strategies with broker APIs (IBKR, FIX) or proprietary gateways; configure risk limits and execution schedules Build real-time monitoring dashboards and alerts for performance, risk breaches, and system health Perform post-trade analysis and attribution to iterate on strategy parameters Collaboration & Documentation Work closely with portfolio managers, risk teams, and fellow quants to align on objectives and risk budgets Produce clear technical documentation and conduct code/model reviews Mentor junior engineers and share best practices in quantitative methods and software development Required Qualifications Education: Bachelor’s or Master’s degree in a Quantitative Discipline (Math, Statistics, CS, Engineering, Physics, Finance) Experience: Minimum of 2 years in production software development using Python and/or C++ (with strong adherence to coding standards, testing, and version control), and experience in designing quantitative strategies. Quantitative Skills: Solid grasp of statistical modeling, time-series analysis, and machine-learning techniques Experience designing and validating trading signals; familiarity with backtesting frameworks (Zipline, Backtrader, custom) Data Handling: Hands-on experience with large datasets, SQL databases (PostgreSQL, TimescaleDB), and NoSQL or columnar stores Proficiency with Pandas or equivalent Systems & Tools: Containerization (Docker) and orchestration (Kubernetes) CI/CD pipelines and automated testing suites Cloud platforms (AWS, GCP, or Azure) for compute and storage Nice-to-Have Experience with low-latency C++ execution systems or FPGA-based engineering Familiarity with alternative data sources (news, social sentiment, satellite) Background in options pricing, risk analytics, or portfolio optimization Knowledge of the FIX protocol and market-data feed handlers Prior work in a live trading environment with real money and risk management What We Offer Opportunity to own end-to-end strategy development and deployment Collaborative, flat-structure environment with rapid iteration cycles Access to cutting-edge research, data, and computing resources Competitive compensation package with performance-based bonus Show more Show less
