Overview:
We are seeking a highly motivated Quantitative Trader to research, design, and execute systematic trading strategies. This role combines market expertise, quantitative research, and real-time decision-making to generate alpha while managing risk. The ideal candidate has strong analytical skills, financial knowledge, and experience working with quantitative models in live trading environments.

Key Responsibilities:

• Research and develop quantitative trading strategies across multiple asset classes.

• Analyze large datasets to identify market inefficiencies and trading opportunities.

• Conduct backtesting, simulation, and performance evaluation of strategies.

• Execute and monitor live trades, adjusting positions based on market conditions.

• Collaborate with developers to implement strategies into production trading systems.

• Manage risk exposure and ensure compliance with trading limits.

• Continuously refine strategies through data-driven analysis and PnL attribution.

• Stay informed on macroeconomic events, market structure changes, and regulatory updates.

Qualifications:

• Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering, Finance, or related quantitative field.

• Strong background in statistics, probability, and financial mathematics.

• Proficiency in Python, R, or MATLAB (C++ is a plus for low-latency environments).

• Solid understanding of financial instruments (equities, futures, options, FX, fixed income).

• Experience with backtesting, time-series analysis, and statistical modeling.

• Ability to thrive in a high-pressure, fast-paced trading environment.

Nice-to-Have Skills:

• Experience with machine learning or AI-driven trading models.

• Knowledge of market microstructure and execution algorithms.

• Familiarity with risk management, portfolio optimization, and transaction cost analysis.

• Exposure to low-latency trading systems and order book analysis.

• Experience with large-scale datasets and cloud-based computation