Enable job alerts via email!
Boost your interview chances
Create a job specific, tailored resume for higher success rate.
An established industry player is seeking a talented Quantitative Researcher to join its dynamic trading team. This role emphasizes the development of sophisticated algorithmic strategies based on market behavior patterns. You will harness your computer science, mathematical, and analytical skills to create agile code that enhances trading efficiency across global financial markets. Join a culture of innovation and continuous learning, where your contributions will directly impact the evolution of market efficiency. If you are passionate about quantitative research and eager to tackle complex challenges, this opportunity is perfect for you.
AlphaGrep is a quantitative trading and investment firm founded in 2010. We are one of the largest firms by trading volume on Indian exchanges and have significant market share on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.
AlphaGrep is seeking a talented Quantitative Researcher to join our trading team, which specializes in executing lightning-fast algorithmic strategies based on patterns in market behavior. As a Quantitative Researcher, you will leverage your computer science, mathematical, and analytical skills to develop complex and agile code that drives our business and enhances the efficiency of global financial markets.
Key ResponsibilitiesApply Now to join AlphaGrep as a Quantitative Researcher and help shape the future of global financial markets.
Entry level
Full-time
Research, Analyst, and Information Technology