Quantitative Analyst

As a Quantitative Engineer / Analyst at our company, you will be responsible for writing clean, efficient code and leading the design, implementation, and deployment of systematic trading strategies. You will have the opportunity to own the full strategy lifecycle, from ideation and data engineering through backtesting to live execution and monitoring. Here's what you can expect in this role: - 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 metrics like PnL, turnover, risk, and capacity constraints. - Develop high-quality production code in 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. - Containerize applications using Docker and automate deployments via CI/CD pipelines. - Integrate strategies with broker APIs or proprietary gateways, configure risk limits, and build real-time monitoring dashboards. - Collaborate with portfolio managers, risk teams, and fellow quants to align on objectives and risk budgets. - Produce clear technical documentation, conduct code/model reviews, and mentor junior engineers. Qualifications required for this role include: - 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++, and experience in designing quantitative strategies. - Quantitative Skills: Solid grasp of statistical modeling, time-series analysis, and machine-learning techniques. - Data Handling: Hands-on experience with large datasets, SQL databases, and proficiency with Pandas or equivalent. - Systems & Tools: Knowledge of containerization, CI/CD pipelines, and cloud platforms. Nice-to-have qualifications include experience with low-latency C++ execution systems, familiarity with alternative data sources, background in options pricing, and knowledge of the FIX protocol. In addition to the challenging and rewarding work environment, we offer competitive compensation packages with performance-based bonuses and access to cutting-edge research, data, and computing resources.,