Quant

Kivi Capital – Quantitative Researcher Role

Quantitative Researcher About Kivi Capital Kivi Capital is a fast-growing Algorithmic Trading firm based in Gurgaon, India, specializing in quantitative trading strategies and their execution through advanced algorithmic trading infrastructure. Our mission is to leverage data, technology, and innovation to deliver superior risk-adjusted returns while maintaining robust risk management practices. Role Overview We are looking

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Quantitative Analyst

Role Overview We are seeking a detail-oriented Quantitative Portfolio Analyst to support our portfolio management team. In this role, you will be responsible for analyzing portfolio performance, monitoring risks, and enhancing operational efficiency. You will work closely with portfolio managers and technologists to ensure smooth execution and continuous improvement of existing strategies. Key Responsibilities –

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Quant Developer – Trading System – IIT/IISc/ISI/NIT

About the Role: – We are seeking exceptionally talented Quantitative Developers who are passionate about designing and optimizing high-performance trading systems. This role involves building and refining trading infrastructure, handling vast amounts of market data, and collaborating with quantitative researchers to develop and enhance algorithmic trading systems. – As a Senior Quantitative Developer, you will

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Quant Researcher/Trader

About the Role: We are looking for exceptionally talented Quantitative Researchers who are passionate about leveraging advanced mathematical, statistical, and computational techniques to develop and optimize algorithmic trading strategies. You will work with large-scale financial datasets and collaborate closely with software engineers and traders to deploy high-performance trading models across multiple asset classes. Key Responsibilities:

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Quant Algo Strategist – Algorithmic Trading – Banking/Financial Services

About the Role: Company is hiring one exceptional Quant Strategist to build and lead the strategy engine behind Algo Wealth – our flagship automated trading product. You will design, backtest, and own a portfolio of high-performing, risk-controlled algorithmic strategies across Nifty, Bank Nifty, Sensex, Stock F&O, and Commodities. Your strategies will be packaged into defined

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Vice President – Market Risk – Investment Banking

Role Overview: A senior opportunity within the Global Market Risk function of a leading global financial services organisation, seeking an experienced Market Risk professional to oversee risk analysis, monitoring and management across complex financial products and trading portfolios. The role will work closely with global trading and risk management teams, providing insights into market exposures,

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Estee Advisors – Senior Risk Manager – Group Risk

Role Overview: We are seeking a senior risk management professional to provide independent, strategic oversight of risk across Estee Advisors’ trading, investment, and asset management businesses. The role will cover high-frequency trading, broking, clearing, institutional businesses, SMAs/AIFs and international trading and investment activities. The individual will bring deep financial markets expertise, strong quantitative and analytical

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Univest – Quantitative Research Analyst

Description: MUST-HAVE QUALIFICATIONS – 3-5 years of hands-on experience in systematic or algorithmic trading (buy-side or prop desk preferred) – Strong understanding of Indian equity markets NSE F&O, expiry cycles, Open Interest dynamics, PCR interpretation – Deep working knowledge of options pricing Black-Scholes, Greeks, IV surface, volatility skew – Proficient in Python (pandas, numpy, scipy)

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Quant Algo Strategist – Algorithmic Trading – Banking/Financial Services

About the Role: Company is hiring one exceptional Quant Strategist to build and lead the strategy engine behind Algo Wealth – our flagship automated trading product. You will design, backtest, and own a portfolio of high-performing, risk-controlled algorithmic strategies across Nifty, Bank Nifty, Sensex, Stock F&O, and Commodities. Your strategies will be packaged into defined

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JP Morgan Chase – Analyst – Wholesale Credit Risk Quantitative Research

Description: Bring your expertise to JPMorganChase. As part of Risk Management and Compliance, you’ll help keep the firm strong and resilient by anticipating emerging risks and applying sound judgment to solve real-world challenges for our company, customers, and communities. Our culture values curiosity, challenging the status quo, and striving to be best-in-class. Job Summary: As

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Quant Researcher/Trader

About the Role: We are looking for exceptionally talented Quantitative Researchers who are passionate about leveraging advanced mathematical, statistical, and computational techniques to develop and optimize algorithmic trading strategies. You will work with large-scale financial datasets and collaborate closely with software engineers and traders to deploy high-performance trading models across multiple asset classes. Key Responsibilities:

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Quant Developer – Trading System – IIT/IISc/ISI/NIT

About the Role: – We are seeking exceptionally talented Quantitative Developers who are passionate about designing and optimizing high-performance trading systems. This role involves building and refining trading infrastructure, handling vast amounts of market data, and collaborating with quantitative researchers to develop and enhance algorithmic trading systems. – As a Senior Quantitative Developer, you will

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Quantitative Analyst

Role Overview We are seeking a detail-oriented Quantitative Portfolio Analyst to support our portfolio management team. In this role, you will be responsible for analyzing portfolio performance, monitoring risks, and enhancing operational efficiency. You will work closely with portfolio managers and technologists to ensure smooth execution and continuous improvement of existing strategies. Key Responsibilities –

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Quant Researcher – BFS

Key Responsibilities: – Develop and implement quantitative trading strategies. – Perform rigorous backtesting of strategies to ensure their robustness and reliability. – Analyze large datasets to identify patterns and trading opportunities. – Collaborate with the technology team to implement and deploy strategies. – Monitor and evaluate the performance of strategies in live trading environments. –

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Senior Quant Trader

Job Description: – Developing tradings ideas by quantitatively analyzing market data and market microstructure for pattens. – Designing, Implementing, and deploying high-frequency trading algorithms – using cutting edge statistical and machine learning techniques to identify opportunities from terabytes of data – Investigate, observe and devise new ideas for better and faster predictions – Contributing to

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Nuvama – Quant Strategy & Market Structure Specialist – Client Advisory

Quant Strategy & Market Structure Specialist – India (Client Advisory) Location: Mumbai – BKC Role Overview: We are looking for an experienced India systematic trading professional to join our brokerage and market access business in a client-facing strategic role. This is a unique opportunity for someone currently trading quantitative strategies in India, across HFT and

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Quant Researcher – BFS

Quant Researchers Responsibilities: – Write technical blogs on different aspects of quant trading – Enhance and update older technical blogs on the company website – Enhance the content and delivery (pedagogy) of existing lectures – Supervise/evaluate the assignments and project work of course participants – Assist the team in resolving queries on topics pertaining to

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Senior Model Validator – Quant Securitized Products – Investment Bank

Role Overview: Minimum 3 years of experience in model validation or as a model developer for the Front Office models or Risk Models (Counterparty or Market Risk Models) at a major financial institution. Global Model Validation Group, responsible for validating models used across the Agency mortgage and securitized products businesses. Total Experience: 8 – 15

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Financial Engineer – Quantitative Analytics – Banking/Financial Services

KEY RESPONSIBILITIES: – Work with Quant, Risk and Investment teams to understand quantitative models, analytics and business requirements. – Support Fixed Income and structured-product analytics, including pricing, risk and cash-flow analytics. – Build wrappers, services, APIs and integrations around quantitative/risk models and analytical platforms. – Analyze and explain changes or differences in risk, performance and

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Quant Algo Strategist – Algorithmic Trading – Banking/Financial Services

About the Role: Company is hiring one exceptional Quant Strategist to build and lead the strategy engine behind Algo Wealth – our flagship automated trading product. You will design, backtest, and own a portfolio of high-performing, risk-controlled algorithmic strategies across Nifty, Bank Nifty, Sensex, Stock F&O, and Commodities. Your strategies will be packaged into defined

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State Street – Senior Quantitative Researcher – Active Equities – IIT/NIT/IISc

About the Role: State Street Investment Management (SSIM) is the asset management business of State Street Corporation, one of the world’s leading providers of financial services to institutional investors. As one of the world’s largest asset managers, State Street Investment Management manages approximately $6.3 trillion in assets under management (AUM) and serves institutional, intermediary, and

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Quantitative Analyst

Role Overview We are seeking a detail-oriented Quantitative Portfolio Analyst to support our portfolio management team. In this role, you will be responsible for analyzing portfolio performance, monitoring risks, and enhancing operational efficiency. You will work closely with portfolio managers and technologists to ensure smooth execution and continuous improvement of existing strategies. Key Responsibilities –

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Quant Developer – Trading System – IIT/IISc/ISI/NIT

About the Role: – We are seeking exceptionally talented Quantitative Developers who are passionate about designing and optimizing high-performance trading systems. This role involves building and refining trading infrastructure, handling vast amounts of market data, and collaborating with quantitative researchers to develop and enhance algorithmic trading systems. – As a Senior Quantitative Developer, you will

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Quant Researcher/Trader

About the Role: We are looking for exceptionally talented Quantitative Researchers who are passionate about leveraging advanced mathematical, statistical, and computational techniques to develop and optimize algorithmic trading strategies. You will work with large-scale financial datasets and collaborate closely with software engineers and traders to deploy high-performance trading models across multiple asset classes. Key Responsibilities:

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Quant Algo Strategist – Algorithmic Trading – Banking/Financial Services

About the Role: Company is hiring one exceptional Quant Strategist to build and lead the strategy engine behind Algo Wealth – our flagship automated trading product. You will design, backtest, and own a portfolio of high-performing, risk-controlled algorithmic strategies across Nifty, Bank Nifty, Sensex, Stock F&O, and Commodities. Your strategies will be packaged into defined

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Univest – Quantitative Research Analyst

Description: MUST-HAVE QUALIFICATIONS – 3-5 years of hands-on experience in systematic or algorithmic trading (buy-side or prop desk preferred) – Strong understanding of Indian equity markets NSE F&O, expiry cycles, Open Interest dynamics, PCR interpretation – Deep working knowledge of options pricing Black-Scholes, Greeks, IV surface, volatility skew – Proficient in Python (pandas, numpy, scipy)

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EY – IRRBB Quant Role – Institutional International business – Business Consulting Risk

The opportunity: IRRBB Quant – Institutional International business – Business Consulting Risk – FSRM – Bangalore Our FSRM team is a fast-moving, high-growth area with huge potential. It offers variety, challenge, responsibility, and the opportunity to realize your leadership potential. Our Financial Services Risk Management (FSRM) practice focuses on risk management, regulatory, quantitative, and technology

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Quant Developer – Trading System – IIT/IISc/ISI/NIT

About the Role: – We are seeking exceptionally talented Quantitative Developers who are passionate about designing and optimizing high-performance trading systems. This role involves building and refining trading infrastructure, handling vast amounts of market data, and collaborating with quantitative researchers to develop and enhance algorithmic trading systems. – As a Senior Quantitative Developer, you will

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Quantitative Analyst

Role Overview We are seeking a detail-oriented Quantitative Portfolio Analyst to support our portfolio management team. In this role, you will be responsible for analyzing portfolio performance, monitoring risks, and enhancing operational efficiency. You will work closely with portfolio managers and technologists to ensure smooth execution and continuous improvement of existing strategies. Key Responsibilities –

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Quant Researcher/Trader

About the Role: We are looking for exceptionally talented Quantitative Researchers who are passionate about leveraging advanced mathematical, statistical, and computational techniques to develop and optimize algorithmic trading strategies. You will work with large-scale financial datasets and collaborate closely with software engineers and traders to deploy high-performance trading models across multiple asset classes. Key Responsibilities:

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Senior Associate/Senior Quantitative Fund Modeler – Private Markets – Banking/Financial Services

Role Overview: We are seeking a highly analytical Quantitative Fund Modeler to join our Mumbai-based global Portfolio Management team. This is a hands-on, model-building role focused on developing sophisticated frameworks for fund forecasting, portfolio construction, and investment decision-making within private markets. Key Responsibilities: – Design, build, and maintain end-to-end quantitative models for fund-level and portfolio-level

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Senior Quant Trader

Job Description: – Developing tradings ideas by quantitatively analyzing market data and market microstructure for pattens. – Designing, Implementing, and deploying high-frequency trading algorithms – using cutting edge statistical and machine learning techniques to identify opportunities from terabytes of data – Investigate, observe and devise new ideas for better and faster predictions – Contributing to

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Quant Researcher – BFS

Key Responsibilities: – Develop and implement quantitative trading strategies. – Perform rigorous backtesting of strategies to ensure their robustness and reliability. – Analyze large datasets to identify patterns and trading opportunities. – Collaborate with the technology team to implement and deploy strategies. – Monitor and evaluate the performance of strategies in live trading environments. –

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Quant Researcher – BFS

Quant Researchers Responsibilities: – Write technical blogs on different aspects of quant trading – Enhance and update older technical blogs on the company website – Enhance the content and delivery (pedagogy) of existing lectures – Supervise/evaluate the assignments and project work of course participants – Assist the team in resolving queries on topics pertaining to

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State Street – Quant Analyst – Multi Asset Research

About State Street Investment Management: State Street Investment Management (formerly State Street Global Advisors) is the asset management business of State Street Corporation and one of the world’s largest institutional asset managers, with approximately $6.3+ trillion in assets under management. Founded in 1978 and headquartered in Boston, the firm is the fourth-largest asset manager globally

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Quant Researcher – BFS

Quant Researchers Responsibilities: – Write technical blogs on different aspects of quant trading – Enhance and update older technical blogs on the company website – Enhance the content and delivery (pedagogy) of existing lectures – Supervise/evaluate the assignments and project work of course participants – Assist the team in resolving queries on topics pertaining to

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Quant Researcher – BFS

Key Responsibilities: – Develop and implement quantitative trading strategies. – Perform rigorous backtesting of strategies to ensure their robustness and reliability. – Analyze large datasets to identify patterns and trading opportunities. – Collaborate with the technology team to implement and deploy strategies. – Monitor and evaluate the performance of strategies in live trading environments. –

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Senior Quant Trader

Job Description: – Developing tradings ideas by quantitatively analyzing market data and market microstructure for pattens. – Designing, Implementing, and deploying high-frequency trading algorithms – using cutting edge statistical and machine learning techniques to identify opportunities from terabytes of data – Investigate, observe and devise new ideas for better and faster predictions – Contributing to

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Market Risk Associate – Quantitative Risk Models – Banking/Financial Services

Role Overview: We are looking for a Market Risk Associate with strong quantitative skills and exposure to risk modelling, derivatives pricing, and financial markets. The role will involve supporting the development, validation, analysis, and implementation of market risk and quantitative models, while applying statistical and numerical techniques to complex financial problems. Key Responsibilities: – Support

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Assistant Vice President – Market Risk Model Validations – Banking/Financial Services

Role Overview: Candidate shall have experience in quants and analytics for Market Risk and Liquidity Risk Management in Private Sector Banks, MNC Banks, or Consulting firms. Candidate shall possess comprehensive understanding of Market Risk or Liquidity Risk model creation and validation, treasury products valuation methodologies, sensitivities, VaR, statistical tools, and behavioral analysis. Candidate should also

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Quant Developer – Trading System – IIT/IISc/ISI/NIT

About the Role: – We are seeking exceptionally talented Quantitative Developers who are passionate about designing and optimizing high-performance trading systems. This role involves building and refining trading infrastructure, handling vast amounts of market data, and collaborating with quantitative researchers to develop and enhance algorithmic trading systems. – As a Senior Quantitative Developer, you will

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Quantitative Analyst

Role Overview We are seeking a detail-oriented Quantitative Portfolio Analyst to support our portfolio management team. In this role, you will be responsible for analyzing portfolio performance, monitoring risks, and enhancing operational efficiency. You will work closely with portfolio managers and technologists to ensure smooth execution and continuous improvement of existing strategies. Key Responsibilities –

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Quant Researcher/Trader

About the Role: We are looking for exceptionally talented Quantitative Researchers who are passionate about leveraging advanced mathematical, statistical, and computational techniques to develop and optimize algorithmic trading strategies. You will work with large-scale financial datasets and collaborate closely with software engineers and traders to deploy high-performance trading models across multiple asset classes. Key Responsibilities:

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Quantitative Researcher – Systematic Trading – HFT

Role Overview: We are looking for a Quant Researcher with 2+ years of experience in quantitative research, trading, or HFT to develop and improve systematic trading strategies. Key Responsibilities: – Research, develop, and backtest quantitative trading strategies. – Analyze large datasets to identify market patterns and alpha opportunities. – Develop statistical and mathematical models for

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Assistant Vice President – Quantitative Models – Treasury/ Behaviroral Models – Banking/Financial Services

Description: We are hiring for a leading Investment bank based at Mumbai. Experience: 5 – 9 yrs in Model Development/Model Validation for financial Services in treasury models/ with good Python programming skills. Education: Masters / MBA in Economics, Mathematics, Statistics, Finance, Computer science from Tier 1 with good knowledge in Quant/ Treasury Models/ Liquidity models.

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Quant Risk Professional

Role Overview: We are looking for a Quant Risk professional with expertise in stochastic calculus, probability, option pricing, Monte Carlo, and derivatives pricing models such as Black-Scholes, Heston, SABR, and Hull-White. Required Qualifications, Capabilities, and Skills: – 7+ years of experience in a quantitative finance environment (e.g., Front Office quantitative research, model validation, strats, hedge

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Senior Quant Trader

Job Description: – Developing tradings ideas by quantitatively analyzing market data and market microstructure for pattens. – Designing, Implementing, and deploying high-frequency trading algorithms – using cutting edge statistical and machine learning techniques to identify opportunities from terabytes of data – Investigate, observe and devise new ideas for better and faster predictions – Contributing to

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Quant Researcher – BFS

Key Responsibilities: – Develop and implement quantitative trading strategies. – Perform rigorous backtesting of strategies to ensure their robustness and reliability. – Analyze large datasets to identify patterns and trading opportunities. – Collaborate with the technology team to implement and deploy strategies. – Monitor and evaluate the performance of strategies in live trading environments. –

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Quant Researcher – BFS

Quant Researchers Responsibilities: – Write technical blogs on different aspects of quant trading – Enhance and update older technical blogs on the company website – Enhance the content and delivery (pedagogy) of existing lectures – Supervise/evaluate the assignments and project work of course participants – Assist the team in resolving queries on topics pertaining to

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State Street – Vice President/Head – Tactical Multi-Asset Research

Who we are looking for: A senior research leader to head the Investment Solutions Group (ISG) multi-asset research team in Bangalore, with personal research focus on Tactical Asset Allocation. The role combines people leadership, deep hands-on quantitative research credibility, and focus on local research excellence within a globally integrated innovation model. The successful candidate will

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State Street – Quantitative Analyst – Fixed Income Research Team

State Street Investment Management – Fixed Income Quant Researcher (4-8 yrs) State Street Investment Management is the asset management business of State Street Corporation, one of the world’s leading providers of financial services to institutional investors with over $5.5 trillion in assets under management and a heritage dating back over two centuries. Backed by the

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State Street – Head/Vice President – Systematic Equity Research – IIM/ISB/MDI/FMS

Who we are looking for: A senior research leader to head the Systematic Equity research team in Bangalore (10+ members), covering systematic equity strategies across a wide range of risk profiles, from active to indexing and custom solutions. The role combines strong people leadership and deep quantitative research credibility, with a focus on driving research

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State Street – Senior Quantitative Researcher – Active Equities – IIT/NIT/IISc

About the Role: State Street Investment Management (SSIM) is the asset management business of State Street Corporation, one of the world’s leading providers of financial services to institutional investors. As one of the world’s largest asset managers, State Street Investment Management manages approximately $6.3 trillion in assets under management (AUM) and serves institutional, intermediary, and

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Quant Researcher/Trader

About the Role: We are looking for exceptionally talented Quantitative Researchers who are passionate about leveraging advanced mathematical, statistical, and computational techniques to develop and optimize algorithmic trading strategies. You will work with large-scale financial datasets and collaborate closely with software engineers and traders to deploy high-performance trading models across multiple asset classes. Key Responsibilities:

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Univest – Quantitative Research Analyst

Description: MUST-HAVE QUALIFICATIONS – 3-5 years of hands-on experience in systematic or algorithmic trading (buy-side or prop desk preferred) – Strong understanding of Indian equity markets NSE F&O, expiry cycles, Open Interest dynamics, PCR interpretation – Deep working knowledge of options pricing Black-Scholes, Greeks, IV surface, volatility skew – Proficient in Python (pandas, numpy, scipy)

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iRage – Quantitative Developer – Quantitative Trading

Role Overview: We are seeking a highly skilled Quantitative Developer to take ownership of day-to-day operations for our high-frequency trading strategy. This role combines deep mathematical analysis with hands-on C++ development and strategic problem-solving. The ideal candidate will independently manage strategy execution while continuously improving performance through rigorous quantitative analysis. Strategy Operations & Execution: –

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Quantitative Analyst

Role Overview We are seeking a detail-oriented Quantitative Portfolio Analyst to support our portfolio management team. In this role, you will be responsible for analyzing portfolio performance, monitoring risks, and enhancing operational efficiency. You will work closely with portfolio managers and technologists to ensure smooth execution and continuous improvement of existing strategies. Key Responsibilities –

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Quant Developer – Trading System – IIT/IISc/ISI/NIT

About the Role: – We are seeking exceptionally talented Quantitative Developers who are passionate about designing and optimizing high-performance trading systems. This role involves building and refining trading infrastructure, handling vast amounts of market data, and collaborating with quantitative researchers to develop and enhance algorithmic trading systems. – As a Senior Quantitative Developer, you will

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Algo Trader – Prop Trading Firm – IIM/ISB/MDI/FMS

Our client is a global quantitative trading firm functioning across asset classes. They are team of highly skilled quant developers, researchers, mathematicians, and statistical experts. They are hiring for Quant Trader with strong experience in Indian Exchanges. Job Responsibilities : – Designing HFT trading strategies using historic global data. – Plan, develop, implement, and improve

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Quant Head

Hiring: Head of Quant | Gurugram Join a fast-growing proprietary High-Frequency Trading (HFT) firm building cutting-edge, data-driven trading algorithms across equities, futures, and options. Looking for a hands-on Head of Quant with a proven track record in systematic trading, alpha research, and strategy development to lead quantitative research function. What you’ll do: – Lead and

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Quant Researcher/Trader

About the Role: We are looking for exceptionally talented Quantitative Researchers who are passionate about leveraging advanced mathematical, statistical, and computational techniques to develop and optimize algorithmic trading strategies. You will work with large-scale financial datasets and collaborate closely with software engineers and traders to deploy high-performance trading models across multiple asset classes. Key Responsibilities:

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Quantitative Researcher – Algorithmic Trading – IIT

Company : Leading Quantitative Trading firm. Experience : Fresher’s to 3 years of experience. Location: Delhi/NCR/Mumbai/Bangalore/UK/Singapore/Hong Kong/London/New York. Role – Quantitative Strategist/Developer/Researcher or Infra/C++ Developer – Quantitative Trading Firm. Education : They hire candidates only from ONLY IIT – Computer Science or Mathematics and Computing background. Preferable is 7 – 8 or 8.5+ CGPA. Number

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Quant Strategist/Developer – Quantitative Trading Firm – IIT/NIT/BITS

Company : Leading Quantitative Trading firm. Experience : Fresher’s to 3 years of experience. Location: Delhi/NCR/Mumbai/Bangalore/UK/Singapore/Hong Kong/London/New York. Role – Quantitative Strategist/Developer/Researcher or Infra/C++ Developer – Quantitative Trading Firm. Education : They hire candidates only from ONLY IIT – Computer Science or Mathematics and Computing background. Preferable is 7 – 8 or 8.5+ CGPA. Number

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Quant Developer – Trading System – IIT/IISc/ISI/NIT

About the Role: – We are seeking exceptionally talented Quantitative Developers who are passionate about designing and optimizing high-performance trading systems. This role involves building and refining trading infrastructure, handling vast amounts of market data, and collaborating with quantitative researchers to develop and enhance algorithmic trading systems. – As a Senior Quantitative Developer, you will

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Quantitative Analyst

Role Overview We are seeking a detail-oriented Quantitative Portfolio Analyst to support our portfolio management team. In this role, you will be responsible for analyzing portfolio performance, monitoring risks, and enhancing operational efficiency. You will work closely with portfolio managers and technologists to ensure smooth execution and continuous improvement of existing strategies. Key Responsibilities –

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Quant Researcher – BFS

Quant Researchers Responsibilities: – Write technical blogs on different aspects of quant trading – Enhance and update older technical blogs on the company website – Enhance the content and delivery (pedagogy) of existing lectures – Supervise/evaluate the assignments and project work of course participants – Assist the team in resolving queries on topics pertaining to

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Quant Researcher – BFS

Key Responsibilities: – Develop and implement quantitative trading strategies. – Perform rigorous backtesting of strategies to ensure their robustness and reliability. – Analyze large datasets to identify patterns and trading opportunities. – Collaborate with the technology team to implement and deploy strategies. – Monitor and evaluate the performance of strategies in live trading environments. –

Quant Researcher – BFS Read More »

Senior Quant Trader

Job Description: – Developing tradings ideas by quantitatively analyzing market data and market microstructure for pattens. – Designing, Implementing, and deploying high-frequency trading algorithms – using cutting edge statistical and machine learning techniques to identify opportunities from terabytes of data – Investigate, observe and devise new ideas for better and faster predictions – Contributing to

Senior Quant Trader Read More »

Univest – Quantitative Research Analyst

Description: MUST-HAVE QUALIFICATIONS – 3-5 years of hands-on experience in systematic or algorithmic trading (buy-side or prop desk preferred) – Strong understanding of Indian equity markets NSE F&O, expiry cycles, Open Interest dynamics, PCR interpretation – Deep working knowledge of options pricing Black-Scholes, Greeks, IV surface, volatility skew – Proficient in Python (pandas, numpy, scipy)

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Quant Strategist/Developer – Quantitative Trading Firm – IIT/NIT/BITS

Company : Leading Quantitative Trading firm. Experience : Fresher’s to 3 years of experience. Location: Delhi/NCR/Mumbai/Bangalore/UK/Singapore/Hong Kong/London/New York. Role – Quantitative Strategist/Developer/Researcher or Infra/C++ Developer – Quantitative Trading Firm. Education : They hire candidates only from ONLY IIT – Computer Science or Mathematics and Computing background. Preferable is 7 – 8 or 8.5+ CGPA. Number

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Quantitative Researcher – Algorithmic Trading – IIT

Company : Leading Quantitative Trading firm. Experience : Fresher’s to 3 years of experience. Location: Delhi/NCR/Mumbai/Bangalore/UK/Singapore/Hong Kong/London/New York. Role – Quantitative Strategist/Developer/Researcher or Infra/C++ Developer – Quantitative Trading Firm. Education : They hire candidates only from ONLY IIT – Computer Science or Mathematics and Computing background. Preferable is 7 – 8 or 8.5+ CGPA. Number

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Quant Strategist/Developer/Researcher – Quantitative Trading Firm – IIT/NIT

Company : Leading Quantitative Trading firm. Experience : Fresher’s to 3 years of experience. Location: Delhi/NCR/Mumbai/Bangalore/UK/Singapore/Hong Kong/London/New York. Role – Quantitative Strategist/Developer/Researcher or Infra/C++ Developer – Quantitative Trading Firm. Education : They hire candidates only from ONLY IIT – Computer Science or Mathematics and Computing background. Preferable is 7 – 8 or 8.5+ CGPA. Number

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Quant Researcher/Trader

About the Role: We are looking for exceptionally talented Quantitative Researchers who are passionate about leveraging advanced mathematical, statistical, and computational techniques to develop and optimize algorithmic trading strategies. You will work with large-scale financial datasets and collaborate closely with software engineers and traders to deploy high-performance trading models across multiple asset classes. Key Responsibilities:

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CoinDCX – Quantitative Researcher – Spot & Futures Market Making

The CoinDCX Journey: Building the Future of Finance At CoinDCX, our mission is clear – to make crypto and blockchain accessible to every Indian and enable them to participate in the future of finance. As Indias first crypto unicorn valued at $2.45B, we are reshaping the financial ecosystem by building safe, transparent, and scalable products

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FRTB Model Validation Specialist

Role Overview: We are looking for an experienced FRTB Model Validation professional to join a high-performing quantitative risk and model validation team. This role offers exposure to FRTB Internal Model Approach (IMA), Standardized Approach (SA), Market Risk Models, and advanced quantitative validation methodologies, while working closely with senior stakeholders across risk and governance functions. The

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Quantitative Analyst

Role Overview We are seeking a detail-oriented Quantitative Portfolio Analyst to support our portfolio management team. In this role, you will be responsible for analyzing portfolio performance, monitoring risks, and enhancing operational efficiency. You will work closely with portfolio managers and technologists to ensure smooth execution and continuous improvement of existing strategies. Key Responsibilities –

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Quant Developer – Trading System – IIT/IISc/ISI/NIT

About the Role: – We are seeking exceptionally talented Quantitative Developers who are passionate about designing and optimizing high-performance trading systems. This role involves building and refining trading infrastructure, handling vast amounts of market data, and collaborating with quantitative researchers to develop and enhance algorithmic trading systems. – As a Senior Quantitative Developer, you will

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State Street – Senior Quantitative Researcher – Active Equities – IIT/NIT/IISc

About the Role: State Street Investment Management (SSIM) is the asset management business of State Street Corporation, one of the world’s leading providers of financial services to institutional investors. As one of the world’s largest asset managers, State Street Investment Management manages approximately $6.3 trillion in assets under management (AUM) and serves institutional, intermediary, and

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Evalueserve – Senior Quantitative Developer – Quantitative Finance

Role Overview: Highly motivated Quantitative Developer to support the development, validation, governance, and enhancement of quantitative pricing models and libraries. The role combines quantitative finance and development, requiring strong expertise in C++, option pricing methodologies, and pricing library development. Key Responsibilities: – Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using C++. –

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Univest – Quantitative Research Analyst

Description: MUST-HAVE QUALIFICATIONS – 3-5 years of hands-on experience in systematic or algorithmic trading (buy-side or prop desk preferred) – Strong understanding of Indian equity markets NSE F&O, expiry cycles, Open Interest dynamics, PCR interpretation – Deep working knowledge of options pricing Black-Scholes, Greeks, IV surface, volatility skew – Proficient in Python (pandas, numpy, scipy)

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Algo Trader – Prop Trading Firm – IIM/ISB/MDI/FMS

Our client is a global quantitative trading firm functioning across asset classes. They are team of highly skilled quant developers, researchers, mathematicians, and statistical experts. They are hiring for Quant Trader with strong experience in Indian Exchanges. Job Responsibilities : – Designing HFT trading strategies using historic global data. – Plan, develop, implement, and improve

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Quant Head

Hiring: Head of Quant | Gurugram Join a fast-growing proprietary High-Frequency Trading (HFT) firm building cutting-edge, data-driven trading algorithms across equities, futures, and options. Looking for a hands-on Head of Quant with a proven track record in systematic trading, alpha research, and strategy development to lead quantitative research function. What you’ll do: – Lead and

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Quant Researcher/Commodities Trader – Systematic Quant Firm

Quant Researcher / Trader (Commodities) | Top Systematic Quant Firm – Gurgaon A top Systematic Quant firm is looking for a sharp, data-driven Quant Researcher/Trader to join their team in Gurgaon. The Role: – Develop and optimise systematic trading strategies for MCX and/or Global Commodities exchanges. – Perform deep-dive research into commodity market microstructure and

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Quantitative Researcher – Algorithmic Trading – IIT

Company : Leading Quantitative Trading firm. Experience : Fresher’s to 3 years of experience. Location: Delhi/NCR/Mumbai/Bangalore/UK/Singapore/Hong Kong/London/New York. Role – Quantitative Strategist/Developer/Researcher or Infra/C++ Developer – Quantitative Trading Firm. Education : They hire candidates only from ONLY IIT – Computer Science or Mathematics and Computing background. Preferable is 7 – 8 or 8.5+ CGPA. Number

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Quant Strategist/Developer – Quantitative Trading Firm – IIT/NIT/BITS

Company : Leading Quantitative Trading firm. Experience : Fresher’s to 3 years of experience. Location: Delhi/NCR/Mumbai/Bangalore/UK/Singapore/Hong Kong/London/New York. Role – Quantitative Strategist/Developer/Researcher or Infra/C++ Developer – Quantitative Trading Firm. Education : They hire candidates only from ONLY IIT – Computer Science or Mathematics and Computing background. Preferable is 7 – 8 or 8.5+ CGPA. Number

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Quant Strategist/Developer/Researcher – Quantitative Trading Firm – IIT/NIT

Company : Leading Quantitative Trading firm. Experience : Fresher’s to 3 years of experience. Location: Delhi/NCR/Mumbai/Bangalore/UK/Singapore/Hong Kong/London/New York. Role – Quantitative Strategist/Developer/Researcher or Infra/C++ Developer – Quantitative Trading Firm. Education : They hire candidates only from ONLY IIT – Computer Science or Mathematics and Computing background. Preferable is 7 – 8 or 8.5+ CGPA. Number

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Quant Researcher/Trader

About the Role: We are looking for exceptionally talented Quantitative Researchers who are passionate about leveraging advanced mathematical, statistical, and computational techniques to develop and optimize algorithmic trading strategies. You will work with large-scale financial datasets and collaborate closely with software engineers and traders to deploy high-performance trading models across multiple asset classes. Key Responsibilities:

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Quants Head – Finance Business

Location: Mumbai, Bangalore Mode: Work from office Job Responsibilities: – Developing mathematical models for algorithmic execution strategies, both for single stock and portfolios – Designing state-of-the-art models for limit order placement, and order routing between venues – Developing quantitative tools to analyze order flow and suggesting methods for improving execution performance – Carrying out market

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Portfolio Manager – Mid Frequency Trading – IIT/NIT

Our client is one of India’s leading diversified financial services groups, offering a range of innovative products and services. Also, they are well established in trading wfor multiple exchanges and expanding their MFT team. They are hiring for seasoned Portfolio Manager with expertise in managing end to end quantitative trading activities for MFT strategies along

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Vice President – Quantitative Investment Strategist

Vice President – Quant Investment Strategist (Equities / Derivatives) Our client, a global leader in quantitative investing and trading, is actively hiring a high-impact Quant Investment Strategist at Vice President level to drive core strategy development and platform build-out across equities and derivatives. Operating at the intersection of trading, research, and technology, this role offers

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BNP Paribas – Quantitative Support Role – Finance & Strategy

Job Description: Finance & Strategy Quants Support: Capital Stress Testing: – Support BNPP in executing the Capital Stress Testing program including co-ordination with various stakeholders, organizing meetings, drafting minutes and follow up items, producing business meeting decks, contribute to Capital Plan Narrative and Governance artifacts. – Support designing and executing various first line of defense

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Quantitative Analyst

Role Overview We are seeking a detail-oriented Quantitative Portfolio Analyst to support our portfolio management team. In this role, you will be responsible for analyzing portfolio performance, monitoring risks, and enhancing operational efficiency. You will work closely with portfolio managers and technologists to ensure smooth execution and continuous improvement of existing strategies. Key Responsibilities –

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