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

Job Title: Junior Recruiter (US Staffing) Location: Hyderabad (Work from Office) Experience: 0–1 year (Freshers welcome) Type: Full-Time About the Role: We are hiring a proactive and enthusiastic Junior Recruiter to join our team in Hyderabad. This is a great opportunity for freshers or early-career professionals who are interested in building a career in US IT recruitment . Full training will be provided. Key Responsibilities: Source and screen candidates based on US job requirements Use job portals (Dice, Monster, LinkedIn) to identify and engage talent Conduct initial screening calls and evaluate candidate fit Coordinate interviews and follow up with candidates and vendors Maintain recruitment records and reports accurately Collaborate with internal teams and support the end-to-end hiring process What We’re Looking For: Strong communication skills (spoken and written English) Highly proactive with a strong sense of ownership Eagerness to learn and grow in the US recruitment domain Ability to work in night shifts (US time zone) Bachelor’s degree in any stream Good to Have: Exposure to US staffing (internship or 0–1 year experience) Familiarity with hiring platforms like Dice, Monster, and LinkedIn Basic understanding of US work visas (H1B, GC, etc.) What We Offer: Training and mentorship from experienced recruiters Career growth and performance-based incentives Positive work environment with long-term opportunities Opportunity to work with US-based clients and roles

Position: Quantitative Engineer / Analyst Location: Hyderabad, India Type: Full-Time (Onsite | Immediate joiners Required | F2F interview mandatory) Role Overview We are seeking a skilled and hands-on Quantitative Engineer / Analyst to join our team in Hyderabad. This role involves complete ownership of the strategy development lifecycle—from ideation and data engineering to backtesting, deployment, and live trading. You will work closely with a small, agile team to design and implement systematic trading strategies and infrastructure. Key Responsibilities Strategy Development & Research Develop and validate alpha-generating ideas (momentum, mean-reversion, statistical arbitrage, alternative data). Conduct large-scale backtesting; analyze PnL, turnover, risk metrics, and capital constraints. Software Engineering Write high-quality production code using Python, C++, or Java. Develop and maintain data pipelines for ingesting and cleaning market and alternative data. Build robust APIs and shared libraries for research and production use. Infrastructure & Deployment Containerize applications using Docker and automate deployments with CI/CD pipelines (GitLab CI, Jenkins). Collaborate on infrastructure design using Kubernetes and cloud platforms to ensure low-latency, high-availability systems. Live Trading & Monitoring Integrate trading strategies with broker APIs (e.g., IBKR, FIX) or internal gateways. Configure execution schedules, risk parameters, and real-time monitoring dashboards. Perform post-trade analysis and iteratively refine strategies. Collaboration & Documentation Work with portfolio managers, risk teams, and other quants to align strategy and risk objectives. Document code, models, and infrastructure; contribute to code reviews and mentor junior team members. Required Qualifications Bachelor’s or Master’s degree in a quantitative field (Mathematics, Statistics, Computer Science, Engineering, Physics, or Finance). Minimum 2 years of experience in production-grade software development using Python and/or C++. Experience in quantitative strategy design and validation. Solid foundation in statistical modeling, time-series analysis, and machine learning techniques. Familiarity with backtesting frameworks (e.g., Zipline, Backtrader, or custom engines). Strong skills in data handling and processing: SQL databases (PostgreSQL, TimescaleDB), NoSQL, and Pandas. Proficiency with Docker, Kubernetes, CI/CD pipelines, and cloud platforms (AWS, GCP, or Azure). Preferred Qualifications Experience with low-latency execution systems or FPGA-based infrastructure. Exposure to alternative data (e.g., social sentiment, news, satellite imagery). Knowledge of options pricing, risk analytics, or portfolio optimization. Experience working in live trading environments. Familiarity with FIX protocol and market data handlers. What We Offer Full ownership of strategy development and deployment. Fast-paced, collaborative environment with rapid feedback cycles. Access to top-tier research tools, data sources, and computing infrastructure. Competitive compensation with performance-linked bonuses.