Quant trader

Weekday AI (YC W21); India; Remote; INR 4,000,000 - 7,000,000; Full time

Job summary

A leading financial services firm is seeking an experienced Quant Trader to join a performance-driven trading team. This full-time remote role in India requires 5+ years of expertise in quantitative trading, focusing on designing, implementing, and optimizing systematic trading strategies. Ideal candidates will possess strong analytical skills, proficiency in programming languages like Python or C++, and a proven track record of building profitable trading strategies. The position emphasizes collaboration, risk management, and continuous improvement in a fast-paced environment.

Qualifications

• 5+ years of hands-on experience in quantitative trading or systematic strategy development.
• Strong foundation in mathematics, statistics, financial engineering, or a related quantitative field.
• Proficiency in programming languages such as Python, C++, or similar.

Responsibilities

• Design, develop, and implement systematic quantitative trading strategies.
• Conduct in-depth quantitative research using statistical modeling and time-series analysis.
• Build, test, and optimize backtesting frameworks to validate trading hypotheses.
• Deploy and monitor live trading strategies.
• Analyze execution quality, transaction costs, slippage, and liquidity conditions to enhance trade efficiency.
• Develop and maintain risk management models to control volatility, drawdowns, and capital exposure.
• Track and evaluate performance metrics such as Sharpe ratio, alpha generation, and portfolio risk indicators.
• Collaborate with technology teams to improve trading infrastructure, automation, and data pipelines.
• Continuously refine strategies based on market behavior, macroeconomic trends, and structural changes.
• Maintain detailed documentation and reporting of strategy performance and improvements.

Skills

Quantitative trading

Statistical modeling

Machine learning

Programming in Python

Risk management

Problem-solving

Education

Bachelor's degree in mathematics, statistics, or related field

Tools

Backtesting tools

Data analytics frameworks

Backtesting frameworks

Job description

This role is for one of the Weekday's clients. Min Experience: 5 years. Location: Remote (India). JobType: full-time.

We are looking for an experienced Quant Trader to join a performance-driven trading team operating across global financial markets. This is a full-time remote opportunity (India) for professionals with 5+ years of experience in quantitative trading who excel at building data-driven, systematic strategies. In this role, you will research, design, and deploy algorithmic trading models using advanced statistical techniques and technology-driven execution systems. You will work at the intersection of quantitative research, market microstructure, and risk management, continuously optimizing strategies to adapt to evolving market dynamics. The ideal candidate thrives in fast-moving environments, demonstrates strong analytical rigor, and is motivated by measurable trading performance and innovation.

Key Responsibilities

• Design, develop, and implement systematic quantitative trading strategies across relevant asset classes
• Conduct in-depth quantitative research using statistical modeling, time-series analysis, and machine learning techniques
• Build, test, and optimize backtesting frameworks to validate trading hypotheses
• Deploy and monitor live trading strategies, ensuring performance stability and scalability
• Analyze execution quality, transaction costs, slippage, and liquidity conditions to enhance trade efficiency
• Develop and maintain risk management models to control volatility, drawdowns, and capital exposure
• Track and evaluate performance metrics such as Sharpe ratio, alpha generation, and portfolio risk indicators
• Collaborate with technology teams to improve trading infrastructure, automation, and data pipelines
• Continuously refine strategies based on market behavior, macroeconomic trends, and structural changes
• Maintain detailed documentation and reporting of strategy performance and improvements

What Makes You a Great Fit

• 5+ years of hands‑on experience in quantitative trading or systematic strategy development
• Strong foundation in mathematics, statistics, financial engineering, or a related quantitative field
• Proficiency in programming languages such as Python, C++, or similar for research and live trading environments
• Deep understanding of financial markets, derivatives, and market microstructure
• Proven track record of building profitable and scalable algorithmic trading strategies
• Experience with backtesting tools, large datasets, and performance analytics frameworks
• Strong risk management mindset with disciplined capital allocation practices
• Ability to work independently in a remote setup while maintaining high accountability and performance standards
• High intellectual curiosity, strong problem‑solving ability, and a continuous improvement mindset