Quantitative Trader

About the Company

We are a leading trading and brokerage firm operating across global financial markets. Our teams combine quantitative research, advanced technology, and market expertise to deliver superior execution, liquidity, and trading performance across multiple asset classes. We foster an entrepreneurial and data-driven culture that encourages innovation, collaboration, and continuous improvement.

Role Overview

As a Quantitative Trader, you will be responsible for developing, implementing, and managing trading strategies driven by quantitative analysis and systematic models. You will leverage data science, statistical methods, and programming to identify market inefficiencies, optimize execution, and generate consistent returns.

This role sits at the intersection of trading, mathematics, and technology — ideal for someone with a strong quantitative background and a passion for financial markets.

Key Responsibilities

• Strategy Development:
  Design, backtest, and implement algorithmic or systematic trading strategies across equities, fixed income, FX, derivatives, or commodities.

• Quantitative Research:
  Analyze large data sets to identify trading signals, market anomalies, and predictive patterns.

• Risk Management:
  Monitor and manage portfolio exposures, ensuring adherence to risk limits and optimization parameters.

• Execution:
  Deploy trading models in live environments, monitor performance, and refine algorithms to improve profitability and robustness.

• Collaboration:
  Work closely with quantitative researchers, data engineers, and technology teams to enhance data pipelines, infrastructure, and model efficiency.

• Performance Analysis:
  Evaluate strategy performance through post-trade analytics and statistical validation.

• Innovation:
  Continuously explore new data sources, technologies, and machine learning techniques to improve trading outcomes.

Skills and Qualifications

• Bachelor’s, Master’s, or PhD in a quantitative discipline (e.g., Mathematics, Physics, Computer Science, Engineering, Statistics, Quantitative Finance).

• Strong programming skills in Python, C++, or Java (Python preferred for research and prototyping).

• Experience with statistical analysis, optimization, and machine learning frameworks (NumPy, Pandas, scikit-learn, TensorFlow, PyTorch, etc.).

• Solid understanding of market microstructure, trading systems, and financial instruments.

• Proven experience in quantitative trading, research, or algorithmic strategy development (internship or professional).

• Strong analytical mindset with attention to detail and data integrity.

• Ability to work effectively under pressure and manage multiple projects.

• Familiarity with cloud computing, version control (Git), and low-latency systems is a plus.

What We Offer

• Competitive base salary plus performance-based bonus or PnL participation.

• Access to cutting-edge technology, data, and trading infrastructure.

• Collaborative, research-driven culture emphasizing innovation and autonomy.

• Opportunities for career growth and leadership in quantitative strategy development.

• Comprehensive benefits and training programs.