9 Trading Systems Jobs

Role Responsibilities Automate pricing of derivative products, providing fast and accurate prices in response to quote requests from our clients. Implement automated hedging algorithms, and build frameworks to manage risk centrally across asset classes. Perform systematic and quantitative analysis of franchise flows and market data, driving business decisions and the design of our automation platform. Work closely with sales and trading, support our automated pricing and trading systems. Be involved with all stages of the software development life cycle with a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and frameworks, Basic Qualifications Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering or computer science. Strong programming skills in an object oriented or functional paradigm such as C++, Java or Python. At least 3 years experience. Self-starter with strong self-management skills, ability to manage multiple priorities and work in a high-pressure environment. Excellent written and verbal communication skills. Preferred Qualifications Previous quantitative or technical role working on or with a trading desk (irrespective of asset class). Knowledge of building automated trading systems in a live trading environment.

Project description We are looking for an experienced Murex MxML Consultant to work across our client base. Responsibilities Key responsibilities of the role include engaging with business, conducting analysis, developing requirements, reviewing technical and functional design, building, and testing solutions, and ensuring proper closure of the different initiatives by taking ownership/accountability end to end. Analysis & Documentation of user requirements and transpose into Functional Specifications Act as key liaison with Global Markets Operation teams (business and their supporting functions), IT teams as well as with the vendors Participate actively in discussions with business, understand their needs and transform them into change or project initiatives Define the systems and data requirements and validate the systems design and processes from functional and technical aspects Develop and refine the various business/functional/testing requirements in support of the project and systems involved, working alongside the vendor if needed Configuration of the solution as per requirements Act as the subject matter expert for Murex suite of tools used within Operations (Functional & Technical) and ensuring that all functionality of the products are installed and leveraged to its best capability within the group Creation of test plan, test cases, execution of system testing Contribute to the User Training activities, through one-to-one discussion, preparation of user training guides & presentations Follow up with vendor support as and when necessary to resolve bugs/issues Ensure technical and functional handover of the project and changes to the relevant teams Assist in developing business and operational processes and to participate in developing system training artefacts when required Skills 6+ years Experience in MxML configuration / development Strong record of stakeholder management and leadership skills Strong understanding of the financial markets, trading, and banking solutions Strong knowledge of the Global Markets products and practices, front-to-end: pricing, limit checks, booking, risk management, accounting generation, settlements, and confirmation generation You must be technically astute and have had relevant exposure and experience with bank systems and processes Strong proven track record of liaising with stakeholders for business requirements, specification documents, testing processes, and other relevant information Strong numerical skills coupled with the ability to deliver well under pressure and tight deadlines You must display strong verbal and written communication skills

Role Description : This is a contract hybrid role for a Quantitative Developer. The Quantitative Developer will be responsible for tasks related to Trading, Quantitative Analytics, Quantitative Finance, Mathematics, and Statistics. Responsibilities : - Develop, implement, and maintain quantitative models and algorithms for trading, risk management, and financial analysis. - Design and build high-performance systems for trading and financial applications. - Collaborate with quantitative analysts, traders, and other stakeholders to understand business requirements and translate them into technical solutions. - Write efficient, robust, and well-documented code in C++ and/or C#. - Optimize existing code and systems for performance and scalability. - Conduct thorough testing and validation of models and systems. - Contribute to the development of software development best practices. - Support the integration of new algorithms into existing trading infrastructure. - Conduct code reviews, assist in troubleshooting, and debug issues in production systems. - Participate in the documentation of processes and systems. Qualifications : - Experience in Trading, Quantitative Analytics, and Quantitative Finance. - Proficiency in programming languages such as C++ and C# (Must-have). - Experience in financial markets and derivatives. Required Skills and Qualifications : - Minimum 3 years of professional programming experience in C# or C++. - Strong expertise in implementing complex algorithms and high-performance systems. - Solid understanding of efficient coding practices and optimization techniques. - 3+ years of experience developing and supporting critical applications within financial institutions or extensive experience in similarly complex industries. - Good understanding of financial domain concepts, systems, and tools. - Experience with version control systems (e.g., Git). - Strong analytical and problem-solving skills. - Excellent communication and collaboration skills. Key Skills : - C#, C++ - Algorithms, High-Performance Computing - Financial Applications - System Optimization, Fintech, Hybrid Development Teams, Domain Collaboration. Preferred Qualifications : - Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Statistics, Financial Engineering, or a related quantitative field. - Experience with scripting languages such as Python. - Knowledge of database systems (SQL, NoSQL). - Familiarity with cloud computing platforms (e.g., AWS, Azure). - Experience with Agile development methodologies.

Role Description : This is a contract role for a Quant Developer at Emperen Technologies. The Quant Developer will be responsible for trading analysis, quantitative analytics, quantitative finance, mathematics, and statistics. This role is located on-site in Bengaluru. Qualifications : - 3+ years professional programming experience in C# or C++. - 3+ years developing and supporting critical applications in financial institutions or considerable experience in other areas/industries. - BSc in a scientific discipline such as Computer Science, Mathematics, Physics, or Engineering. - Higher degree (MSc or PhD) in a scientific discipline. - Quant Developers need strong programming skills to implement complex algorithms and models. - C# and C++ are commonly used in financial applications for their performance and efficiency. - Quant Developers often work on similar financial applications, requiring a deep understanding of financial systems and tools. - A strong foundation in a scientific discipline is crucial for understanding and developing quantitative models and algorithms. - Advanced degrees often provide deeper knowledge in quantitative methods, which is beneficial for complex financial modeling. Nice to have : - Experience designing/building end-user interfaces (e.g., risk visualization, pricing). - Experience working with Quantitative analysts. - Familiarity with other programming languages (Python, C++). - Knowledge of pricing theory and financial engineering. - Knowledge of grid computing (MS HPC) or Azure Batch. - Data Science knowledge/experience. - Familiarity with continuous delivery/integration using Team City and GitHub.

You will be working on a team focused on electronic market making and execution.You will work with other engineers and traders to improve all aspects of price-making, risk management and execution.You'll do this with a keen eye on performance, guided by a robust measurement framework and lots of experimentation. You will have an opportunity to develop a deep understanding of how GS interacts with some of the most dynamic and liquid markets in the world. Responsibilities and Qualifications Principal Responsibilities Analyze trading system performance and identify areas for improvement. Generate ideas for system enhancements that drive commercial performance. Implement, test and deploy these ideas. Improve the safety and reliability of trading systems. Work constructively in collaboration with other team members. Manage work to balance the short-term needs of the business with strategic enhancements. Experience/Skills Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, etc. Strong software engineering background. Proven ability to analyze data and draw useful commercial conclusions. Good communication skills. Experience of the following would be advantageous Securities/trading experience. Multi-threaded/concurrent programming. Java/C++ performance tuning. Low-latency systems, including messaging, network protocols, network I/O in Java, C/C++, JNI. Hardware stack and hardware architecture from a latency perspective. Know your way around a Linux terminal

The Role As a Product Manager, you'll lead the development of mission-critical software modules Order Management Systems (OMS), Risk Management Systems (RMS), and Client Management Systems (CMS)used by several brokers to handle millions of trades. Youll work at the intersection of real-time trading tech, evolving SEBI regulations, and client-driven feature innovation You must bring deep domain understanding, technical acumen, and a sharp instinct for solving broker-side pain points. 4-8 years in Product Management with strong exposure to broking platforms, trading systems, or capital markets technology. Deep understanding of Indian trading infrastructure OMS, RMS, back-office workflows, and SEBI/Exchange regulations. Familiarity with exchange tech stacks (NOW, NEAT, Omnesys, Refinitiv, FIX APIs, etc.). Strong grasp of trading workflows including order placement, margin checks, square-off logic, fund limits, settlement cycles, and audit requirements. Excellent analytical and documentation skills able to break down complex, high-stakes systems into scalable, testable product features. Tech-aware, with the ability to interface with architects, engineers, and QA in highly You Will Do: Own and define the roadmap for OMS, RMS, and CMS platformsprioritize features, define business logic, and guide execution from idea to deployment. Lead the design of Order Management Systems that support multi-leg orders, basket trades, slicing strategies, and multi-exchange routing with ultra-low latency. Develop robust Risk Management frameworks that enforce client-wise exposure limits, margin checks (SPAN + ELM), peak margin validation, square-off logic, and MTM alerts in real time. Build or integrate advanced Client Management modules , eDIS workflows, UCC/KRA validations, transaction monitoring, and regulatory reporting. Interact closely with key stakeholders at client firmsdealers, RMS heads, compliance officers, back-office leadsto collect deep insights and translate them into actionable features. Ensure end-to-end integration with exchange APIs like NSE NOW, NEAT, Omnesys/Nest, IML FIX, and BSE Bolt, as well as third-party RMS vendors and market data providers. Monitor SEBI and exchange circulars; analyze impact and drive fast product iterations for regulatory alignment (e.g., upfront margining, T+1 settlement, new order types). Create detailed BRDs, functional specs, user stories, and wireframes that capture complex trading and compliance workflows. Collaborate with Engineering, QA, and DevOps to deliver stable, high-performance releases on time, with a focus on throughput, latency, and security. Define and monitor product KPIs like: OMS: Order success rates, latency, peak load handling RMS: Margin utilization, breach tracking, risk override logs Conduct competitive benchmarking (e.g., vs Omnesys, Refinitiv, proprietary dealer terminals) to identify strategic product gaps or advantages. Serve as internal SME (Subject Matter Expert) on market microstructure, order types, circuit limits, and broking-specific use cases. (Bonus): Work on initiatives related to High-Frequency Trading (HFT) smart order routing, co-location strategies, FIX protocols, and microsecond-level decision success looks like: Your OMS handles millions of orders/day with sub-100ms response times. RMS logic you define protects brokers without compromising execution agility. Your CMS proactively flags compliance gaps before auditors or regulators do.

Role Description : This is a contract hybrid role for a Quantitative Developer. The Quantitative Developer will be responsible for tasks related to Trading, Quantitative Analytics, Quantitative Finance, Mathematics, and Statistics. Responsibilities : - Develop, implement, and maintain quantitative models and algorithms for trading, risk management, and financial analysis. - Design and build high-performance systems for trading and financial applications. - Collaborate with quantitative analysts, traders, and other stakeholders to understand business requirements and translate them into technical solutions. - Write efficient, robust, and well-documented code in C++ and/or C#. - Optimize existing code and systems for performance and scalability. - Conduct thorough testing and validation of models and systems. - Contribute to the development of software development best practices. - Support the integration of new algorithms into existing trading infrastructure. - Conduct code reviews, assist in troubleshooting, and debug issues in production systems. - Participate in the documentation of processes and systems. Qualifications : - Experience in Trading, Quantitative Analytics, and Quantitative Finance. - Proficiency in programming languages such as C++ and C# (Must-have). - Experience in financial markets and derivatives. Required Skills and Qualifications : - Minimum 3 years of professional programming experience in C# or C++. - Strong expertise in implementing complex algorithms and high-performance systems. - Solid understanding of efficient coding practices and optimization techniques. - 3+ years of experience developing and supporting critical applications within financial institutions or extensive experience in similarly complex industries. - Good understanding of financial domain concepts, systems, and tools. - Experience with version control systems (e.g., Git). - Strong analytical and problem-solving skills. - Excellent communication and collaboration skills. Key Skills : - C#, C++ - Algorithms, High-Performance Computing - Financial Applications - System Optimization, Fintech, Hybrid Development Teams, Domain Collaboration. Preferred Qualifications : - Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Statistics, Financial Engineering, or a related quantitative field. - Experience with scripting languages such as Python. - Knowledge of database systems (SQL, NoSQL). - Familiarity with cloud computing platforms (e.g., AWS, Azure). - Experience with Agile development methodologies.

This is a contract role for a Quant Developer at Emperen Technologies. The Quant Developer will be responsible for trading analysis, quantitative analytics, quantitative finance, mathematics, and statistics. This role is located on-site in Bengaluru. Qualifications : - 3+ years professional programming experience in C# or C++. - 3+ years developing and supporting critical applications in financial institutions or considerable experience in other areas/industries. - BSc in a scientific discipline such as Computer Science, Mathematics, Physics, or Engineering. - Higher degree (MSc or PhD) in a scientific discipline. - Quant Developers need strong programming skills to implement complex algorithms and models. - C# and C++ are commonly used in financial applications for their performance and efficiency. - Quant Developers often work on similar financial applications, requiring a deep understanding of financial systems and tools. - A strong foundation in a scientific discipline is crucial for understanding and developing quantitative models and algorithms. - Advanced degrees often provide deeper knowledge in quantitative methods, which is beneficial for complex financial modeling. Nice to have : - Experience designing/building end-user interfaces (e.g., risk visualization, pricing). - Experience working with Quantitative analysts. - Familiarity with other programming languages (Python, C++). - Knowledge of pricing theory and financial engineering. - Knowledge of grid computing (MS HPC) or Azure Batch. - Data Science knowledge/experience. - Familiarity with continuous delivery/integration using Team City and GitHub.

Role Description The Compliance Department protects the Bank by advising on ethical conduct, identifying regulatory solutions, safeguarding integrity and reputation, and promoting, in partnership with the business, a culture of Compliance. Given the increasing regulatory scrutiny and the need to implement a robust and globally consistent control framework, an effective Central Compliance function is a key component to the Departments success. The position will be based in Mumbai, India and requires the candidate to work in APAC shift. Your key responsibilities Responsibilities: Minimum Experience of 6 years+ in various processes of Info Barrier /Trade Surveillance processes. Liaise with Country Compliance Officers, the business, Operations or Technology in the development, review, testing and/or enhancement of procedures. Ability to multi task, the prospective candidate will be dealing with multiple requests. It is critical that requests are managed in an orderly and timely manner. Prepare and present relevant management information to stakeholders. Review and fully investigate Trade and Communication Surveillance escalations and communicate the same in a timely manner to the Onshore team. Handling the BAU of the process along with the process escalations, Client management, Global projects and Process transitions. Provide guidance and training to the India CTS team, mentoring and development of staff involved in the surveillance process to ensure effective and efficient operation of surveillance activities. Managing projects including relating to surveillance and testing of applications. Your skills and experience Education and Experience: At least 6+ years of experience in Trade / Information Barrier Surveillance. Bachelors or Masters in Commerce and Finance. MBA in finance or related field/ Chartered Accountant (CA). Advanced degree or relevant certifications (e.g., CFA, CAMS) is a plus. In-depth knowledge of trading systems, market structure, and surveillance technologies. Good understanding of Market Data for Equity and Derivatives. Excellent written and verbal communication skills. Ability to convey complex surveillance findings to both technical and non-technical stakeholders.