10 Trading Algorithms Jobs

Are you seeking a thrilling opportunity to become a Quant Modelling Vice President in the QR Markets Capital (QRMC) team, where you will embark on implementing the next generation of a risk analytics platform The QRMC team is dedicated to constructing models and infrastructure for managing Market Risk, including Value at Risk (VAR), Stress, and Fundamental Review of the Trading Book (FRTB). As a key member of the QRMC team in India, you will play a vital role in supporting the global activities of the QRMC group. Collaboration with the Front Office and Market Risk functions to create tools and utilities for model development and risk management will also be a significant aspect of this role. Your responsibilities will include working on the implementation of a cutting-edge risk analytics platform, evaluating model performance, conducting back testing analysis and P&L attribution, enhancing the performance and scalability of analytics algorithms, developing mathematical models for VaR/Stress/FRTB, assessing the suitability and limitations of quantitative models, designing efficient numerical algorithms, and creating software frameworks for analytics delivery to systems and applications. To qualify for this role, you should possess an advanced degree (PhD, MSc, B.Tech or equivalent) in Engineering, Mathematics, Physics, Computer Science, or related fields, along with at least 3 years of experience in Python and/or C++. Proficiency in data structures, standard algorithms, and object-oriented design is essential. A basic understanding of product knowledge across various asset classes such as Credit, Rates, Equities, Commodities, FX & SPG is required. Additionally, familiarity with agile development practices, strong quantitative and problem-solving skills, research skills, basic mathematics (statistics, probability theory), good interpersonal and communication skills, and the ability to work effectively in a team are necessary for this role. Attention to detail and adaptability are also key qualities. Preferred qualifications include experience in applying statistical and/or machine learning techniques in the financial industry, knowledge of options pricing theory, trading algorithms, or financial regulations, familiarity with multi-threading, GPU, MPI, grid, or other HPC technologies, excellent knowledge of data analysis tools in Python like Pandas, Numpy, Scipy, advanced mathematics such as stochastic calculus, and understanding of front-end technologies like HTML, React, and integration with large data sets.,

Are you prepared for an exciting opportunity to become part of a dynamic team in a challenging setting As a Quant Modelling Vice President in the QR Markets Capital (QRMC) team, you will have a crucial role in implementing the next generation of the risk analytics platform. The mission of the QRMC team is to construct models and infrastructure for managing Market Risk, including Value at Risk (VAR), Stress, and Fundamental Review of the Trading Book (FRTB). The QRMC team in India will have a significant impact, supporting the activities of the QRMC group globally. Collaboration with Front Office and Market Risk functions is essential to develop tools and utilities for model development and risk management purposes. Your responsibilities will include working on the implementation of the next generation risk analytics platform, assessing model performance, conducting back testing analysis and P&L attribution, enhancing mathematical models for VaR/Stress/FRTB, evaluating quantitative models and their limitations, designing efficient numerical algorithms, and developing software frameworks for analytics and their delivery to systems and applications. To qualify for this role, you should hold an advanced degree (PhD, MSc, B.Tech or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. You should have at least 3 years of relevant experience in Python and/or C++ with proficiency in data structures, standard algorithms, and object-oriented design. A basic understanding of product knowledge across various asset classes such as Credit, Rates, Equities, Commodities, FX & SPG is required. It is beneficial if you have an interest in applying agile development practices, possess quantitative and problem-solving skills, research skills, and understand basic mathematics including statistics and probability theory. Strong interpersonal and communication skills, the ability to work in a group, attention to detail, and adaptability are also essential. Preferred qualifications include experience with statistical and/or machine learning techniques in the financial industry, knowledge of options pricing theory, trading algorithms, or financial regulations, familiarity with multi-threading, GPU, MPI, grid, or other HPC technologies, excellent knowledge of data analysis tools in Python like Pandas, Numpy, Scipy, understanding of advanced mathematics such as stochastic calculus, and knowledge of front-end technologies like HTML, React, and integration with large data sets.,

Are you searching for an exciting opportunity to become part of a dynamic and expanding team in a fast-paced and challenging environment This unique chance allows you to collaborate with the Business team to provide a comprehensive view. As a Risk & Compliance, Quantitative Research Associate within our team, your primary objective will involve developing and maintaining advanced mathematical models, cutting-edge methodologies, and infrastructure necessary for valuing and hedging financial transactions. You will engage with trading desks, product managers, and technology teams to craft analytical tools and quantitative trading models. Furthermore, you will work alongside various control functions to ensure regulatory compliance. The mission of our team is to create and uphold sophisticated mathematical models, innovative methodologies, and infrastructure essential for the valuation and hedging of financial transactions. You may collaborate with trading desks, product managers, and technology teams to design analytical tools and quantitative trading models. Your involvement with different control functions will ensure that the business adheres to established regulatory requirements. Responsibilities: - Develop and maintain sophisticated mathematical models for valuing and hedging financial transactions, ranging from basic flow products to intricate derivative deals - Enhance the performance of algorithmic trading strategies and advocate for advanced electronic solutions for global clients - Work with risk functions to create models for market and credit risks faced by the bank across various business lines - Construct innovative methodologies and infrastructure to implement models in production Qualifications, Skills, and Capabilities: - Possess a degree in engineering, financial engineering, computer science, mathematics, statistics, econometrics, or related quantitative fields, with strong quantitative, analytical, and problem-solving abilities - Proficient in calculus, linear algebra, probability, and statistics - Demonstrated expertise in at least one object-oriented programming language such as C++ or Java, along with proficiency in Python - Knowledge of data structures and algorithms - Ability to work independently and collaboratively in a team setting - Strategic and creative thinking when confronted with challenges and opportunities - Excellent communication skills, both verbal and written, to effectively engage and influence partners and stakeholders Preferred Qualifications and Skills: - Familiarity with markets experience and general trading concepts and terminology - Understanding of various financial products and asset classes like Fixed Income, Credit, Commodities, and Equities - Background in computer algorithms, Python, and specialization in low-level systems (operating systems, compilers, GPUs, etc.) - Knowledge of options pricing theory, trading algorithms, financial regulations, stochastic calculus, machine learning, or high-performance computing would be advantageous.,

As a Quantitative Researcher at our firm, you will be an integral part of the growing team in the Quantitative Strategies Central Research group. Your main responsibility will involve developing alpha signals for global equities and futures markets by utilizing advanced mathematical and statistical techniques, along with your exceptional problem-solving skills. You will be based in India, with the option to work from Mumbai, Delhi, or Gurgaon. Your primary tasks will include analyzing datasets using machine learning, statistical, applied math, and econometric techniques. Additionally, you will be tasked with developing predictive signals for financial markets, rigorously testing models, and creating trading algorithms for the profitable implementation of these models. To ensure continuous learning and growth, you will also review academic literature and participate in relevant conferences focusing on areas such as empirical finance, market microstructure, machine learning, and computational statistics. To excel in this role, we are looking for candidates with a Bachelors, Masters, or Ph.D. degree in Mathematics, Computer Science, Statistics, Physics, Electrical Engineering, or a related field. A proven track record of excellence in your specialized area, along with experience in machine learning and statistical applications, will be advantageous. Notably, prior experience in the investment field is not mandatory. Proficiency in at least one major programming language such as C/C++, Java, or Python is a must. Additionally, having statistical programming skills using Python, R, or Matlab will be considered a bonus. The target start date for this position is as soon as possible. If you are excited about this opportunity and believe you are the right fit for this role, please submit your resume to india.quant.talent@mlp.com and reference REQ-11568.,

Are you prepared for an exciting opportunity to be part of a dynamic team in a challenging setting As a Quant Modelling Vice President in the QR Markets Capital (QRMC) team, you will have a crucial role in implementing the next generation risk analytics platform. The main goal of the QRMC team is to construct models and infrastructure for managing Market Risk, including Value at Risk (VAR), Stress, and Fundamental Review of the Trading Book (FRTB). The QRMC team in India will play a significant role in supporting QRMC group's activities globally, collaborating closely with Front Office and Market Risk functions to create tools and utilities for model development and risk management. Your responsibilities will include working on implementing the next generation risk analytics platform, evaluating model performance, conducting back testing analysis and P&L attribution, enhancing the performance and scalability of analytics algorithms, developing mathematical models for VaR/Stress/FRTB, assessing the adequacy of quantitative models and associated risks, designing efficient numerical algorithms, and creating software frameworks for analytics delivery to systems and applications. To qualify for this role, you should hold an advanced degree (PhD, MSc, B.Tech or equivalent) in Engineering, Mathematics, Physics, Computer Science, or related fields and have at least 3 years of relevant experience in Python and/or C++. Proficiency in data structures, standard algorithms, and object-oriented design is essential. Additionally, you should possess a basic understanding of product knowledge across various asset classes such as Credit, Rates, Equities, Commodities, FX & SPG, and be interested in applying agile development practices. Strong quantitative and problem-solving skills, research skills, knowledge of basic mathematics like statistics and probability theory, good interpersonal and communication skills, and the ability to work in a team are also required. Attention to detail and adaptability are key attributes for success in this role. Preferred qualifications include experience with statistical and/or machine learning techniques in the financial industry, knowledge of options pricing theory, trading algorithms, or financial regulations, experience with multi-threading, GPU, MPI, grid, or other HPC technologies, excellent knowledge of data analysis tools in Python like Pandas, Numpy, Scipy, familiarity with advanced mathematics such as stochastic calculus, and understanding of front-end technologies like HTML, React, and integration with large data sets.,

Are you seeking an exciting opportunity to be part of a dynamic and growing team in a fast-paced and challenging environment This unique role is tailored for individuals who wish to collaborate with the Business team to offer a comprehensive perspective. As a Quantitative Research, Commodities Associate/ Vice President, your responsibilities will entail partnering with traders, technology experts, and risk managers worldwide. Your role will involve contributing to valuation and risk management, portfolio optimization, and implementing appropriate financial risk controls. J.P. Morgan's Global Quants Group in Mumbai, established in 2013, serves as an extension of the firm's global quants teams, covering multiple asset classes across various regions. The team's profound expertise supports our Investment Banking, Structuring, Sales & Trading, and Research operations globally. Integrated with our Investment Banking division, the team plays a pivotal role in facilitating deals by providing essential research and insights. As a Derivatives Quant within the QR Commodities team, you will engage in developing intricate mathematical pricing models and cutting-edge methodologies to value and hedge financial transactions, ranging from flow products to complex derivative deals. Collaboration with traders, technology experts, and risk managers across all products and regions is fundamental, contributing to valuation, risk management, and portfolio optimization. Responsibilities: - Enhance the firm's Commodities business by close collaboration with the Trading and Technology teams on a global scale - Develop and refine derivative pricing models for Commodities - Implement data-driven statistical models - Enhance the risk management platform for effective hedging and position aggregation - Create and improve pricing and marking tools - Provide desk support for analyzing Risk and P&L issues on a daily basis - Gain expertise in valuation and risk management of Commodities derivatives products - Proactively collaborate with traders to leverage J. P. Morgan's advanced solutions Required Qualifications: - Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. - Proficiency in programming, particularly in Python or C++ - Strong understanding of advanced mathematics in financial modeling, including calculus, numerical analysis, optimization, and statistics - Knowledge of the mathematics involved in financial product valuation and strategies - Proficiency in object-oriented programming concepts - Excellent analytical, quantitative, and problem-solving skills - Outstanding communication skills, both verbal and written, capable of engaging and influencing stakeholders and partners Preferred Qualifications: - Experience in financial markets - Understanding of derivatives pricing theory, trading algorithms, and financial regulations - Interest in quantitative research within global markets - Knowledge of different financial risks and methods to manage them - Desire to work in a front-office environment - Practical knowledge of derivatives pricing and risk management of vanilla options and volatility products - Emphasis on robust solution design,

We are looking for a highly skilled and experienced Senior Full Stack Developer to join our team. You should have expertise in React and Next.js on the frontend, and Express on the backend, along with hands-on experience in AI and machine learning integration. Your responsibilities will include developing high-quality web applications, implementing AI models for chart pattern detection, and market sentiment analysis through social network scraping. If you are passionate about developing scalable solutions and leveraging AI for cutting-edge financial technology, this opportunity is for you! Your responsibilities will involve developing and maintaining web applications using React, Next.js, and Express, designing and implementing RESTful APIs, integrating with external data sources, and services, owning AI/ML integration tasks, optimizing applications for speed, security, and scalability, collaborating with designers, product managers, and engineers, writing clean and efficient code, staying updated with industry trends, providing technical guidance to junior team members, and more. Qualifications for this role include at least 5 years of full stack development experience, proficiency in React, Next.js, and Express, strong understanding of JavaScript, TypeScript, and modern frameworks, experience in AI/ML integration, database technologies, version control, CI/CD processes, problem-solving skills, knowledge of HTML, CSS, preprocessors like SASS, and familiarity with Docker, cloud services, and microservices architecture. Bonus skills include experience with financial market data, trading algorithms, scraping frameworks, common chart patterns, market structures, and NLP for sentiment analysis. Our work environment offers flexible options including on-site, hybrid, or fully remote arrangements, competitive salary, bonuses, potential project profits, a challenging yet supportive environment, opportunities for growth, professional development, and learning new technologies. If you are excited about this opportunity and meet the criteria, please send your resume and cover letter. Join us in shaping our technology strategy, developing our team, and delivering innovative solutions.,

Responsibilities Understanding the broad design of an electronic trading flow : This includes the order execution cycle, software stack, and interconnected systems. Understanding underlying business context and trading activity profile : For the e-trading flow, this involves understanding financial products traded, order types, market structure and rules, and regulations. Understanding different trading algorithms : This involves order execution and market making, and evaluating their business logic and implementation in code. Understanding market conduct risks : This involves analyzing how these risks are involved in trading algorithms. Understanding the design and implementation of key software-based pre-trade controls : This includes code walkthroughs, control coverage analysis, and control design best practices analysis. Validate the design, implementation, and effectiveness of software controls : This ensures they mitigate market disruption, financial, and operational risks in e-trading flows, and involves identifying potential gaps. Communicate the results and outcomes of validation : This includes identified gaps to key stakeholders in business and risk, and tracking gap remediation. Review and approval of electronic trading software control changes on an ongoing basis. Development of software tools to enhance, automate, and build efficiency into the validation workflow. Long-Term Growth and Exposure Over time, this role offers broad exposure to financial products, market structures, various algorithmic trading strategies, and technology systems. The individual would be expected to: Become a subject matter expert in the electronic markets : This involves understanding the trading software stack, trading algorithms, potential market conduct risk in such algorithms, business and regulatory concerns, and devising automated control mechanisms to improve our control structure. Promulgate best control practices across global electronic trading activities. Provide thought leadership to review, analyze the impact of, and implement controls for new electronic trading regulatory requirements. This role provides a unique opportunity to build a solid foundation in financial markets and operational, model, and market conduct risk management concepts, while staying at the cutting edge of technology in the electronic trading space. Basic Qualifications Bachelor's or Master's in Computer Science, Technology, or a related field with a minimum of 2 years of relevant experience. Strong knowledge of Financial Markets, Products, Trading Algorithms, and their implementation in code . Working knowledge of data structures, algorithms, programming paradigms . Excellent influencing skills at all levels and the ability to develop and maintain good relationships with senior leadership, stakeholders, and colleagues. Self-motivated with an ability to work independently with a strong sense of ownership and accountability. Preferred Qualifications Experience in development or validation of algorithmic trading models or trading software . Experience of working with Market Conduct Risk .

Responsibilities Understanding the broad design of an electronic trading flow : This includes the order execution cycle, software stack, and interconnected systems. Understanding underlying business context and trading activity profile : For the e-trading flow, this involves understanding financial products traded, order types, market structure and rules, and regulations. Understanding different trading algorithms : This involves order execution and market making, and evaluating their business logic and implementation in code. Understanding market conduct risks : This involves analyzing how these risks are involved in trading algorithms. Understanding the design and implementation of key software-based pre-trade controls : This includes code walkthroughs, control coverage analysis, and control design best practices analysis. Validate the design, implementation, and effectiveness of software controls : This ensures they mitigate market disruption, financial, and operational risks in e-trading flows, and involves identifying potential gaps. Communicate the results and outcomes of validation : This includes identified gaps to key stakeholders in business and risk, and tracking gap remediation. Review and approval of electronic trading software control changes on an ongoing basis. Development of software tools to enhance, automate, and build efficiency into the validation workflow. Long-Term Growth and Exposure Over time, this role offers broad exposure to financial products, market structures, various algorithmic trading strategies, and technology systems. The individual would be expected to: Become a subject matter expert in the electronic markets : This involves understanding the trading software stack, trading algorithms, potential market conduct risk in such algorithms, business and regulatory concerns, and devising automated control mechanisms to improve our control structure. Promulgate best control practices across global electronic trading activities. Provide thought leadership to review, analyze the impact of, and implement controls for new electronic trading regulatory requirements. The role provides individuals with the unique value proposition of building a solid foundation of financial markets and operational, model, and market conduct risk management concepts yet remaining close to the cutting edge of technology in electronic trading space. Basic Qualifications Bachelor's or Master's in Computer Science, Technology, or a related field with a minimum of 2 years of relevant experience. Strong knowledge of Financial Markets, Products, Trading Algorithms, and their implementation in code. Working knowledge of data structures, algorithms, programming paradigms. Excellent influencing skills at all levels and the ability to develop and maintain good relationships with senior leadership, stakeholders, and colleagues. Self-motivated with an ability to work independently with a strong sense of ownership and accountability. Preferred Qualifications Experience in development or validation of algorithmic trading models or trading software. Experience of working with Market conduct Risk.

Roles and Responsibilities Manage US Treasury securities portfolio, including trading strategies and risk management. Analyze economic indicators, market trends, and yield curve analysis to inform investment decisions. Utilize Bloomberg terminals for real-time monitoring of treasuries markets and portfolio performance tracking. Develop advanced Excel models for data analysis and decision making under pressure. Collaborate with cross-functional teams to optimize trade execution and minimize losses.