Quantitative Researcher - Equity Derivatives

We are seeking a Lead Quantitative trading System Engineer! This hire will work with a world-class trading, technology, and research team to create and maintain a powerful and robust quant trading system.

Job Responsibilities:

- Design, develop, and enhance trading systems for quantitative researchers and traders.

- Serve as the central authority in charge of research infrastructure including research function libraries, data solutions, and simulation frameworks.

- Work closely with global team members to enhance existing tools and systems and to create new ones

General Skills:

- Hands on programming and high-level design skills with an emphasis on writing clear, concise, and maintainable code

- High level of proficiency in Python is a must

- Previous experience working with designing and developing trading systems

- Extensive knowledge of Python libraries such as Pandas, Numpy, Scipy, Statsmodel, SciKit-Learn, NLTK, Bokeh, Seaborn is a plus

- Knowledge of C, Java, C++, Linux and network administration is a plus

- Demonstrated ability to follow the application development best practices with regards to component design, unit testing, error handling, and logging

- Independent and creative thinking

- Close attention to detail, holding one's self to high standards

- Good communication and team building skills in a fast-paced environment

- Ability to work collaboratively with an international team

Qualifications:

- A degree in Computer Science, Engineering, Finance, Statistics, Mathematics, or related area.

- 4+ years of experience at a Hedge Fund, Asset Management or Proprietary Trading firm is a plus

Job Location

Noida (Delhi/NCR)