Quantitative Analyst

As a Quantitative Engineer / Analyst at our company, you will play a crucial role in driving the design, implementation, and deployment of systematic trading strategies. You will be responsible for the full lifecycle of strategy development, collaborating with a small, agile team to bring ideas from ideation to live execution and monitoring. **Key Responsibilities:** - **Strategy Development & Research** - Formulate and validate new alpha-generating ideas such as momentum, mean-reversion, statistical arbitrage, and alternative data signals. - Prototype and backtest strategies at scale, analyzing PnL, turnover, risk metrics, and capacity constraints. - **Software Engineering** - Develop high-quality production code using 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 using 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:** - Bachelors or Masters 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. If you join us, you will have the opportunity to own end-to-end strategy development and deployment, work in a collaborative, flat-structure environment with rapid iteration cycles, and gain access to cutting-edge research, data, and computing resources. Additionally, we offer a competitive compensation package with a performance-based bonus.,