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 Responsibilities
- Strategy Development: Identify, maintain, and enhance trading strategies and business opportunities for our market-making algorithmic trading teams.
- Performance Analysis: Analyze trading performance and financial time series data using fundamental statistical theories to uncover trends and optimize strategies.
- Automation: Use a systematic, data-driven approach to automate trading strategies, ensuring they are efficient and responsive to market changes.
- Financial Modeling: Construct, back-test, maintain, and improve financial models to support trading activities.
- Collaboration: Work cross-functionally with the technology team to understand, maintain, and enhance our electronic trading systems.
- Risk Management: Manage risk effectively, with detailed knowledge of risk procedures and the ability to adapt to changing market conditions.
Qualifications
- Bachelor's, Master's, or Ph.D. degree from a top-tier institute, preferably in Computer Science, Mathematics, Engineering, or a related field.
- Experience with data analysis, market research, and data modeling is a plus.
- Strong software development experience, preferably in C++, Python, or R/Matlab.
- Working knowledge of Linux/Unix systems.
- Exceptional problem-solving skills with the ability to apply mathematical and statistical techniques to real-world financial data.
- Ability to manage multiple tasks effectively in a fast-paced, high-pressure environment.
- Strong communication skills with the ability to work collaboratively in a cross-functional team setting.
- Interest in Financial Markets: A keen interest in financial markets and algorithmic trading, with a desire to contribute to the evolution of market efficiency.
Why Join AlphaGrep?
- Be part of a dynamic team that is at the forefront of algorithmic trading across multiple markets worldwide.
- Collaborate with some of the brightest minds in the industry, working on challenging projects that directly impact global financial markets.
- Enjoy a culture of continuous learning, innovation, and growth, where your contributions make a tangible difference.
- If you are passionate about quantitative research, eager to tackle complex challenges, and ready to make an impact in the world of algorithmic trading, we encourage you to apply!
Apply Now to join AlphaGrep as a Quantitative Researcher and help shape the future of global financial markets.
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