Quant

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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Vice President – Equity Derivatives Exotics Strats

Exotics Strats VP | Mumbai: Lead the Equity Derivatives Exotics Strats function in Mumbai, supporting the development, pricing, risk management, and automation of vanilla and complex structured equity products. The role combines quantitative modelling, derivatives expertise, and software engineering to build trading and risk-management solutions, improve pricing and booking workflows, and support exotic/hybrid products. Key

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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 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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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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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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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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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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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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