66 Algorithmic Trading Jobs - Page 2

Technical Skills Core Java Strong database concepts with exposure to reference data systems preferably Oracle Unix utilities and shell scripting Informatica / ETL tools Exposure to Python and Cloud preferably Azure Soft /. Functional Skills Strong communication skills, ability to understand business requirements, and explain system behaviour to users Experience/Knowledge of Investment Bank cash equities and futures front / middle office Exposure to continuous integration and deployment Understanding of Order management, market data, static data etc. Accountable with a strong sense of ownership and continually strive to improve Quick learner Comfortable working independently, as well as in a team-oriented, collaborative environment

About Us Join our dynamic team building cutting-edge automated trading systems. Youll collaborate with quants and engineers to turn models into live strategies, working end-to-end from data ingestion to execution. What You will Do Develop & Deploy : Build, optimize, and maintain high-performance trading algorithms in C/C++. Backtesting & Validation : Rigorously backtest strategies to ensure robustness under varied market conditions. Data Engineering : Design ETL pipelines for large market datasets (ticks, bars, fundamentals). Performance Tuning : Profile code, identify bottlenecks, and implement low-latency solutions. System Integration : Collaborate across teams to integrate trading systems with data feeds, order routers, and databases. Continuous Improvement : Stay current on market structure, trading technology, and best practices. What Were Looking For Experience : 3+ years in C++ development, with hands-on work in STL, multithreading/concurrency, and performance optimization. Design Patterns : Exposure to software design patterns (Understand object-oriented vs functional programming principles, inheritance, writing abstract, reusable, and modular code) Low-Latency Patterns: Experience building real-time or ultra-low-latency systems (zero-copy, busy-polling, high-resolution timers) Data Skills : Proficient in SQL and NoSQL database design and queries. Unit Testing: Proficient in C++ unit testing frameworks (Google Test, Catch2) with hands-on experience writing and maintaining comprehensive test suites. Problem Solver : Excellent debugging skills, attention to detail, and performance-oriented coding. Collaborator : Clear communicator comfortable in Agile environments. Nice to have : Prior algo-trading experience, cloud platforms (AWS/GCP/Azure).

Responsibilities: Technical Analyst for Proprietors' desk At least 2 yrs exp Analyse stocks with Python & R Monitor markets & charts Develop & backtest strategies Monitor market movements, volatility, To apply, share CV on mohyt.k@gmail.com

The BHFT Execution Trading team is currently expanding and is in search of an electronic and algorithmic trading specialist with the following responsibilities: - Monitor and support existing algorithmic trading strategies to ensure stable and efficient real-time performance. - Analyze algorithm performance and focus on optimizing execution strategies to improve efficiency and minimize slippage. - Troubleshoot and resolve issues in real-time, collaborating closely with the trading, quant, and development teams for smooth operations. - Regularly analyze data to enhance algorithm functionality and identify areas for refinement. - Generate and provide detailed reports on execution quality, performance metrics, and operational issues. Qualifications: - Minimum of 2 years of experience in electronic and algorithmic trading. - Essential experience in Listed Derivatives followed by equities. Any crypto experience is considered a bonus. - Strong technical background with proficiency in at least one coding language and the capability to enhance and adapt trading platforms. - Familiarity with HFT/MFT environments and the ability to monitor order flow and algorithms while optimizing trading parameters. - Any experience with TBricks is advantageous. - Strong organizational skills and the ability to maintain key relationships with Portfolio Managers and Traders. Additional Information: - Supports trading activities for China/India trading. As a part of the BHFT Execution Trading team, you will play a crucial role in monitoring and enhancing algorithmic trading strategies, analyzing performance, troubleshooting real-time issues, and providing detailed reports to ensure efficient execution. Your expertise and technical skills will contribute to the ongoing success and growth of the team in traditional financial markets.,

As an intern at Skyline Wealth Creation, your day-to-day responsibilities will include monitoring live market movements in NIFTY, BANKNIFTY, and stock F&O. You will also assist in identifying intraday and positional opportunities using technical analysis. Additionally, you will learn and apply option trading strategies utilizing Delta, Theta, and Gamma. Skyline Wealth Creation is a prominent financial services firm that specializes in trading, investment management, and wealth creation. Our core focus areas include derivatives, algorithmic trading, and market research, where we employ data-driven strategies to optimize returns. Our team of experts is committed to assisting clients in navigating financial markets with accuracy and efficiency.,

Responsibilities: Technical Analyst for Proprietors' desk At least 2 yrs exp Analyse stocks with Python & R Monitor markets & charts Develop & backtest strategies Monitor market movements, volatility, Track global & domestic market trends

You are a skilled Quantitative Researcher who will be joining our team to develop advanced algorithmic trading strategies for cryptocurrency markets. Leveraging your deep quantitative skills, market insights, and statistical modeling, you will be responsible for researching, designing, and testing trading strategies that capture alpha in digital asset markets. Your key responsibilities will include researching and developing quantitative trading strategies for crypto markets across spot, perpetual futures, and derivatives. You will analyze market microstructure, order flow, and liquidity to identify trading opportunities. Additionally, you will design and implement statistical and machine learning models for signal generation, risk forecasting, and anomaly detection. It will be essential for you to perform extensive backtesting, simulation, and performance analysis using historical and live data. Furthermore, optimizing strategies for execution costs, slippage, latency, and market impact will be part of your responsibilities. Collaboration with developers to translate research into production-grade algorithmic trading systems is also a key aspect of the role. Monitoring live strategies and conducting post-trade analysis to refine and improve models, staying updated on market trends, blockchain analytics, protocol updates, and evolving market structure, and contributing to research documentation, strategy reports, and knowledge sharing within the team are also part of your duties. The required skills and qualifications for this role include a strong background in quantitative research, statistical modeling, or applied mathematics, solid programming skills in Python, R, or similar languages for data analysis and prototyping, experience with time series analysis, signal processing, and statistical inference, ability to work with large datasets, proficiency in data cleaning, feature engineering, and data visualization, understanding of trading concepts such as PnL attribution, Sharpe ratio, drawdown, and risk management, interest in cryptocurrency markets and familiarity with crypto-specific market dynamics, excellent problem-solving and critical-thinking skills, and ability to communicate complex quantitative ideas clearly to technical and non-technical stakeholders. Preferred qualifications for this role include prior experience in algorithmic trading or systematic strategy development (crypto or traditional markets), knowledge of crypto market microstructure, DeFi protocols, and blockchain data analytics, familiarity with exchange APIs, order types, and execution logic, experience with backtesting frameworks and simulation environments, machine learning experience applied to financial markets (e.g. feature selection, ensemble models, reinforcement learning), and an academic background in quantitative disciplines (e.g. Mathematics, Statistics, Physics, Computer Science, Engineering, Finance).,

Job Opening: Algorithmic Trading Developer (Python / Pine Script) Company: SpeedAlgo.in Location: Remote (Work From Home) Work Hours: 6 hours/day Salary: 20,000 25,000/month (based on skill & experience) About Us: SpeedAlgo.in is a fast-growing company offering cutting-edge algorithmic trading solutions. We specialize in strategy development, broker integration, execution bridges, and full-stack algo setups for Indian and global clients. We're Hiring for Two Work-From-Home Positions: Apply for either the Python or Pine Script Developer role. Role 1: Python Developer (Algo Strategy + Broker Integration) 02 years of hands-on experience in Python Strong understanding of stock market concepts and trading indicators Should be able to code strategies using RSI, Supertrend, MACD, Moving Averages , etc., and send signals to brokers like Zerodha, Upstox, Angel One, Finvasia Strong in Webhooks, REST APIs, broker integration, and WebSocket-based execution Role 2: Pine Script Developer (TradingView Strategy/Indicator Developer) Expertise in Pine Script v5 Should be able to build indicators and strategies on TradingView Should know how to implement target, stop-loss, trailing SL, multi-target entries, partial exits, and backtesting logic Bonus if familiar with bridge connection of Pine strategy to brokers via webhook/API integrations Preferred Candidates: We prefer candidates who: Have a solid understanding of the stock market Are actively trading in Indian markets , cryptocurrency , or Forex Have practical exposure to trading and automation tools How to Apply: Send your resume and portfolio (GitHub/TradingView link if any) to: kapoorballu8@gmail.com Mention clearly whether you're applying for Python Developer or Pine Script Developer

The Tech Lead Quantitative Trading role in Chennai, India demands a seasoned professional with over 7 years of experience to take charge of designing and optimizing scalable backend systems using Python and C++. Your primary responsibilities will include overseeing the deployment of real-time trading algorithms, managing cloud infrastructure, CI/CD pipelines, and API integrations, as well as leading and mentoring a high-performing engineering team. Furthermore, you will be instrumental in laying the groundwork for AI-driven trading innovations. As a technical leader, you will be responsible for driving the end-to-end development of the trading platform, ensuring scalability, security, and high availability. You will design and optimize backend infrastructure for real-time algorithmic trading and large-scale data processing, implement deployment pipelines and CI/CD workflows, and introduce best practices for performance tuning, system reliability, and security. In the realm of backend and data engineering, you will own the Python-based backend to ensure efficient real-time data processing, work on low-latency system design to support algorithmic trading strategies, optimize storage solutions for handling large-scale financial data, and implement API-driven architectures leveraging WebSocket API & RESTful API knowledge. During live trading and incident management, you will monitor and troubleshoot live trading systems to minimize downtime, handle broker communication during execution issues and API failures, and set up automated monitoring, logging, and alerting for production stability. Your role will also entail team and project management, where you will lead, mentor, and scale a distributed engineering team, define tasks, set deadlines, and manage workflow using Zoho Projects, align team objectives with OKRs, and foster a strong engineering culture to ensure high performance and technical excellence. Additionally, you will be responsible for DevOps & Cloud Deployment, where you will manage cloud infrastructure, set up monitoring, logging, and automated alerting for production stability, oversee GitLab repositories, and implement robust CI/CD pipelines to accelerate deployment cycles. Preferred qualifications for this position include 7+ years of hands-on experience in backend development with expertise in Python, proven experience in leading engineering teams and delivering complex projects, strong knowledge of distributed systems, real-time data processing, and cloud computing, experience with DevOps, CI/CD, and containerized environments, familiarity with GitLab, AWS, and Linux-based cloud infrastructure, and knowledge in quantitative trading, financial markets, or algorithmic trading is a bonus. If you are a backend expert with a passion for building scalable, high-performance systems, enjoy leading teams and fostering a strong engineering culture, can balance hands-on coding with high-level architecture and leadership, thrive in a fast-paced, data-driven environment, and love solving complex technical challenges, then this role is for you. Join us and enjoy our perks!,

Role & responsibilities: Approval Process: Manage the end-to-end approval process for various trading facilities, including due diligence, documentation review, and coordination with internal stakeholders. Accordance to Regulatory requirements: The role ensures that all trading facilities used by the members are provided approval in accordance with regulatory requirements, internal risk frameworks, and business objectives. Periodic and Ad hoc Reporting: Provide periodic reports and status updates to senior management and compliance teams and provide actionable recommendations. Market Research: Provide recommendations based on market analysis and research on market trends and regulatory changes Process Optimization: Automate and automize processes and communicate clearly and effectively across various channels (Email, Phone and in person) Stakeholder Collaboration: Strong interpersonal and communication skills, with the ability to coordinate across departments. Preferred Skills: Strong understanding of trading platforms & market operations. Experience working with stock exchanges or brokerage firms. Exposure to algorithmic trading & related strategies. Excellent communication & interpersonal skills.

Role & responsibilities IT support required for in house server system, proprietary trading and client trading. Knowledge of RMS will be preferred. Preferred candidate profile Experienced in the field of Stock Broking Business. Immediate joining.

Greetings from HR Central!!! We do have an Urgent hiring for One of the Leading Investment Company for Quant Developer for Mumbai Location.(Work From Office) JD: Quant Developer We are working on expanding our working into algorithmic trading too and moving trading strategies in house. As the quant Developer, you will get overall backend experience and work on designing the infrastructure for trade execution as well as the backtesting engine and designing of the strategies. Looking for an Immediate joiner or Maximum15-30 Days Notice Period. Python Backtesting experience in similar environment is a must. Good in Maths Roles and Responsibilities: - We are seeking a highly skilled and motivated developer to join our team. The ideal candidate will have experience in backtesting of trading strategies, experience with the markets, and be able to handle a variety of tasks in a sequential manner. - Designing, quant modeling, code implementation, testing, liasoning with the exchanges and support for execution algorithms - Create and manage the Infrastructure and latency optimizations Requirements: - Relevant experience in either Quantitative Research / Strategy / Trading software development • Algorithmic Trading Developer - 6 Months to 3 years of experience - Graduate/ Post-Graduate Degree in Computer Science/Information • Technology/Finance/Statistics or equivalent - Strong programming skills in languages such as Python, Matlab or R or similar languages. Skills - Proven history of trading strategy development will be a positive - Highly driven and motivated; eager to learn - Ability to work in competitive and fast paced environment - Entrepreneurial mind-set, strong work ethic and hard working - Comfortable with explaining complicated models to a wide audience If interested, please share cv to anisha@hr-central.in or call me @ +91-95620-44988

Database design and architecture using KDB+/q and knowledge of python or C++/Java with minimum of 2+ years of experience. Equities Algorithmic trading stack, transaction data and FIX protocol. market, transaction and reference data for various products like Equities, FX, Futures, FX, Indices, options etc. Different market data vendors API and experience working with their data. High capacity/low latency infrastructure like solace. Software development, build and deployment management using tools like JIRA, Git, Jenkins, Geneos (ITRS) and scripting languages. pre- and post- trade analytics like Transaction Cost analysis (TCA) reports. Mandatory Competencies Python - Python Database - KDB Others - C++ Beh - Communication

Database design and architecture using KDB+/q and knowledge of python or C++/Java with minimum of 2+ years of experience. Equities Algorithmic trading stack, transaction data and FIX protocol. market, transaction and reference data for various products like Equities, FX, Futures, FX, Indices, options etc. Different market data vendors API and experience working with their data. High capacity/low latency infrastructure like solace. Software development, build and deployment management using tools like JIRA, Git, Jenkins, Geneos (ITRS) and scripting languages. pre- and post- trade analytics like Transaction Cost analysis (TCA) reports.

Work with the founder and core team to build and optimize quant trading strategies. Use Python and ML to analyze market data. No prior finance experience needed—training in options and execution provided. Just bring curiosity and coding skills!

We’re hiring a Quant Developer with 1+ years of experience in Python, trading systems, machine learning, and financial markets. Must have skills in MongoDB, Redis, APIs, Websockets, SSH tunneling & cloud computing. Good to have Stock market knowledge

Role & responsibilities Present the whole process of algo deployment. Handle all algo deployment related queries of the clients. Monitor and record all the forward testing deployed algo in excel every day. Tracking Client's Subscriptions and live deployments Monitoring algo website and report any real-time issues to the Network. Educating Network Compliance in Algo to be looked after as and when required Coordinate with Vendors, Onboarding & Make vendors live Coordinate with IT for direct API clients Compliance with related to Algo to be updated and followed all the time in systems and educating network as and when required Preferred candidate profile At least 1 year experience Certification in Option Trading Strategies Excellent knowledge of Options, Options Strategies Technical knowledge of ALGO platforms Knowledge of Options Platform Customer upport experience. Basic knowledge of excel.

Founded : Sept 2023 Team Size: 40-50 Experience : 2+ Years Role Overview We are seeking a highly skilled Quantitative Trader to develop and execute high and mid-frequency trading strategies in global markets. The ideal candidate will have a strong background in market microstructure, ultra-low-latency execution, and statistical arbitrage. As part of our trading team, you will be responsible for designing, back-testing, and optimizing trading algorithms, leveraging cutting-edge AI and high-performance computing to capitalize on ultra-short-term market inefficiencies. You will work closely with quantitative researchers and engineers to enhance execution speed and efficiency while managing real-time trading risk. Key Responsibilities: As a Quantitative Trader, your responsibilities will include: - Designing, implementing, and deploying high-frequency trading algorithms. - Typical strategies deployed include Alpha-seeking strategies and Market Making. - Rigorously back-test strategies on in-house research infrastructure. - Creating tools to analyze data for patterns. - Contributing to libraries of analytical computations to support market data analysis and trading. - Developing, augmenting, and calibrating exchange simulators. Preferred Qualifications: We're seeking candidates with: - A degree in Computer Science, Mathematics, or Engineering from a leading institution. - 2+ years of relevant work experience. - Exceptional analytical and problem-solving skills. - Proficiency in programming, particularly in C++ or C. - Working knowledge of Linux, Python, and shell scripting. - A curious mindset and a passion for understanding complex systems. - A disciplined and consistent work ethic. - Strong communication and interpersonal skills.

Job Description. We are seeking exceptional experienced Quantitative Traders to build / lead our Quant Team and start trading.. Requirements. If you are building and executing consistent profitable trading strategies and meet the following criteria, then we would like to you to become part of our team:. B Tech, MSc or PhD from a top school in Maths, Physics, Computer Science etc.. Expertise in statistical techniques, experience conducting on large datasets. Programming proficiency in either C/C++, Java, Python, R, Matlab etc.. Ability to work independently or as a part of a team, and to lead a project from whiteboard to code implementation. Prior experience with algorithmic trading or familiarity with high-frequency financial data is a MUST.. Minimum 2+ years of experience in the financial markets. Very strong communication skillsability to present ideas and strategies clearly and interact well with both peers as well as senior management.. Responsibilities. Drive and passion to lead a team and to work in an open, creative and collaborative start-up environment.. The profile of the person is one who would be on the trading desk with experience trading in any markets across the world.. Building strategies that are consistently profitable and have a proven track record (not just back tested results); we are open to all market and all asset classes. Risk Management and Hedging. Analysis of market volatility. Excellent Return on Capital. Experience at a top Trading firm or HFT based firm. Excellent leadership qualities. Analysis of trading performance and development of new logic to improve trading performance. Evaluation of performance of existing and new trading strategies. Optimisation of the performance of strategies. Work closely with developers to manage the development of sophisticated trading/risk system which includes understanding requirements, developing new functionality etc. Experience of working on quantitative or statistical arbitrage or machine learning based strategies will be preferred.. Show more Show less

Job Description. We are seeking exceptional experienced Quantitative Traders to build / lead our Quant Team and start trading. If you are building and executing consistent profitable trading strategies and meet the following criteria, then we would like to you to become part of our team:. Requirements. B Tech, MSc. or PhD from a top school in Maths, Physics, Computer Science etc.. Expertise in statistical techniques, experience conducting on large datasets. Programming proficiency in either C/C++, Java, Python, R, Matlab etc.. Ability to work independently or as a part of a team, and to lead a project from whiteboard to code implementation. Prior experience with algorithmic trading or familiarity with high-frequency financial data is a MUST.. Minimum 5+ years of experience in the financial markets. Very strong communication skillsability to present ideas and strategies clearly and interact well with both peers as well as senior management.. Responsibilities. Drive and passion to lead a team and to work in an open, creative and collaborative start-up environment.. The profile of the person is one who would be on the trading desk with experience trading in any markets across the world.. Building strategies that are consistently profitable and have a proven track record (not just back tested results); we are open to all market and all asset classes. Risk Management and Hedging. Analysis of market volatility. Excellent Return on Capital. Experience at a top Trading firm or HFT based firm. Excellent leadership qualities. Analysis of trading performance and development of new logic to improve trading performance. Evaluation of performance of existing and new trading strategies. Optimisation of the performance of strategies. Work closely with developers to manage the development of sophisticated trading/risk system which includes understanding requirements, developing new functionality etc. Experience of working on quantitative or statistical arbitrage or machine learning based strategies will be preferred.. Show more Show less

Job Description We are seeking exceptional experienced Quantitative Traders to build / lead our Quant Team and start trading If you are building and executing consistent profitable trading strategies and meet the following criteria, then we would like to you to become part of our team: Requirements B Tech, MSc or PhD from a top school in Maths, Physics, Computer Science etc Expertise in statistical techniques, experience conducting on large datasets Programming proficiency in either C/C++, Java, Python, R, Matlab etc Ability to work independently or as a part of a team, and to lead a project from whiteboard to code implementation Prior experience with algorithmic trading or familiarity with high-frequency financial data is a MUST, Minimum 5+ years of experience in the financial markets Very strong communication skillsability to present ideas and strategies clearly and interact well with both peers as well as senior management, Responsibilities Drive and passion to lead a team and to work in an open, creative and collaborative start-up environment, The profile of the person is one who would be on the trading desk with experience trading in any markets across the world, Building strategies that are consistently profitable and have a proven track record (not just back tested results); we are open to all market and all asset classes Risk Management and Hedging Analysis of market volatility Excellent Return on Capital Experience at a top Trading firm or HFT based firm Excellent leadership qualities Analysis of trading performance and development of new logic to improve trading performance Evaluation of performance of existing and new trading strategies Optimisation of the performance of strategies Work closely with developers to manage the development of sophisticated trading/risk system which includes understanding requirements, developing new functionality etc Experience of working on quantitative or statistical arbitrage or machine learning based strategies will be preferred,

Role: Quant Trader B Tech, MSc or PhD from a top school in Maths, Physics, Computer Science etc. Expertise in statistical techniques, experience conducting research on large datasets Programming proficiency in either C/C++, Java, Python, R, Matlab etc. Ability to work independently or as a part of a team, and to lead a research project from whiteboard to code implementation Prior experience with algorithmic trading or familiarity with high-frequency financial data is a MUST. Minimum 3-4 years of experience in the financial markets Very strong communication skills- ability to present ideas and strategies clearly and interact well with both peers as well as senior management.

Role Summary: QI seeks to hire suitable candidates to be a part of the EPAT Content team. About the team and its role in QI: The EPAT Content team has former bankers, programmers, and academics who worked in financial firms, universities, and tech companies. We have educational backgrounds in engineering, electronics, economics, and finance. The common thread stringing all of us is an obsessive curiosity to learn more about quantitative finance. We are responsible for the technical content and maintaining the quality of lectures delivered by top professionals worldwide in the EPAT (a six-month course conducted over weekends. You can check more about the course elsewhere on the website). We want to hear from you if you're interested in and excited to be part of a growing firm. Responsibilities: - Create content and conduct lectures, courses, and workshops for financial and educational institutions in India and abroad - Assist in the resolution of doubts and queries faced by students in lectures on quant finance - Enhance the content and delivery (pedagogy) of existing lectures - Write technical blogs on different aspects of quant trading - Supervise/evaluate the assignments and issues faced by course participants - Resolve queries on topics about statistics, machine learning, econometrics, Python, and other facets of quant trading - Contribute to research in the domain via writing and reviewing articles, manuscripts, and books connected to quant finance Qualifications and other aspects (The points in italics are prerequisites. Please do not apply if you don't satisfy them.) - 4-6 years of full-time work experience (industry experience is necessary) - Completed a Doctorate or Master's in engineering, statistics, computer science, finance, or other quantitative fields from a reputed university - Experience in knowledge delivery would be highly preferred - Expertise in the data science stack of at least one of Python and R (Python preferred) - Good grasp of math, statistics, and machine learning (in the context of financial markets) - Excellent writing, and speaking skills - Extensive knowledge of trading in the financial markets - Knowledge of financial instruments across asset classes - Ability to learn and digest new technical ideas/tools and implement them - Ability to work on multiple tasks and prioritize - Work over some weekends to take lectures or provide assistance to faculty during EPAT lectures (You will be eligible for compensatory offs that can be availed during weekdays)

QI seeks to hire suitable candidates to be a part of the EPAT Content team. About the team and its role in QI: - The EPAT Content team has former bankers, programmers, and academics who worked in financial firms, universities, and tech companies. We have educational backgrounds in engineering, electronics, economics, and finance. The common thread that strings all of us is an obsessive curiosity to learn more about quantitative finance. - We are responsible for the technical content and maintaining the quality of lectures delivered by top professionals worldwide in the EPAT (a six-month course conducted over weekends. You can check more about the course elsewhere on the website. - We want to hear from you if you're interested in and excited to be part of a growing firm. Responsibilities: - Create content and conduct lectures, courses, and workshops for financial and educational institutions in India and abroad - Assist in the resolution of doubts and queries faced by students in lectures on quant finance - Enhance the content and delivery (pedagogy) of existing lectures - Write technical blogs on different aspects of quant trading - Supervise/evaluate the assignments and issues faced by course participants - Resolve queries on topics about statistics, machine learning, econometrics, Python, and other facets of quant trading - Contribute to research in the domain via writing and reviewing articles, manuscripts, and books connected to quant finance Qualifications and other aspects - 4-6 years of full-time work experience (industry experience is necessary) - Completed a Doctorate or Master's in engineering, statistics, computer science, finance, or other quantitative fields from a reputed university - Experience in knowledge delivery would be highly preferred - Expertise in the data science stack of at least one of Python and R (Python preferred) - Good grasp of math, statistics, and machine learning (in the context of financial markets) - Excellent writing and speaking skills - Extensive knowledge of trading in the financial markets - Knowledge of financial instruments across asset classes - Ability to learn and digest new technical ideas/tools and implement them - Ability to work on multiple tasks and prioritise - Work over some weekends to take lectures or provide assistance to faculty during EPAT lectures (You will be eligible for compensatory offs that can be availed during weekdays)

Position Summary: QuantInsti is seeking to hire qualified candidates for a full time position in content development and delivery in Algorithmic & Quantitative Trading. Responsibilities: - Research on quant trading strategies involving but not limited to machine learning, NLP, application of statistics and econometrics. - Developing content for online self paced courses related to Algorithmic and Quantitative trading. - Get involved in the complete value chain of the course, right from ideation to execution. - Creating and backtesting quantitative trading strategies and models - Research on the best practices in online content creation and delivery. - Enhancing the content and delivery (pedagogy) for the existing course(s). - Writing technical blogs for the benefit of quantitative trading enthusiasts. Education: Degree in Finance, Mathematics, Physics, Statistics, Computer Science or Engineering. Location: Remote (Global) Requirements: - Excellent grasp on trading in financial experience - Exposure to Machine Learning - Exposure to any form of code development is an added advantage - Knowledge of Python language - Strong analytical and quantitative background - Good communication skills and team player Other Aspects / Skills: - Creative and analytical mind. - High attention to detail and accuracy. - Ability to work under pressure and deadlines. - Ability to work on multiple projects at a given time.