23 Algorithmic Trading Jobs

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.

1) Execution of client trades with negligible errors and provide trade confirmations while ensuring complete compliance with regulatory and organisations compliance norms. 2) Achievement of assigned Clusters Revenue Targets , Managed Brokerage and Cross Selling Targets. 3) Dissemination of product recommendations messages to allocated client using compliant messaging systems. 4) Effective handling of client queries thus ensuring efficient client engagement. 5) Application of technical analysis to queries relating to the market and stock movements thus enabling conversion of opportunities into Trades. 6) Disseminating Fundamental research recommendations to meet investing requirements of allocated clients. 7) Efficient management of allocated book and achievement of the targeted revenues from this allocated book with a constant endeavor to grow the book over the time. 8) Constant efforts on direct databases for activation reactivation retention of clients. 9) To ensure the desired NPS score is achieved. Equity Dealing/ Trading, Good understanding of F & O, Algo Trading, Knowledge of Investment Products Location-Surat, Ahmedabad, Bengaluru, Chennai, Mumbai, Hyderabad, Kolkata, Pune, Shimoga (Shivamogga), Trivandrum, Delhi, Vadodara

1) Execution of client trades with negligible errors and provide trade confirmations while ensuring complete compliance with regulatory and organisations compliance norms. 2) Achievement of assigned Clusters Revenue Targets , Managed Brokerage and Cross Selling Targets. 3) Disemination of product recommendations messages to allocated client using compliant messaging systems. 4) Effective handling of client queries thus ensuring efficient client enagagement. 5) Application of technicals analysis to queries relating to the market and stock movements thus enabling conversion of opportunities into Trades. 6) Dissemminating Fundamental research recommendations to meet investing requirements of allocated clients. 7) Efficient management of allocated book and achievement of the targetted revenues from this allocated book with a constant endeavour to grow the book over the time. 8) Constant efforts on direct databases for activation reactivation retention of clients. 9) To ensure the desired NPS score is achieved. Equity Dealing/ Trading, Good understanding of F & O, Algo Trading, Knowlegde of Investment Products Location-Surat,Ahmedabad,Bengaluru,Chennai,Mumbai,Hyderabad,Kolkata,Pune,Shimoga,Trivendrum, Delhi, Vadodra

Octanom Tech runs and owns Hedged.in - India's First 'Hedged Style' trading and Investing platform. While every other platform focuses on Profits & higher alpha, we are the first ones in India and the entire globe that focuses on the Losses, 180 degrees different from anyone else. Job Description (JD) for a Dealer Derivatives Job Title: Dealer Derivatives (F&O) Location: Mumbai Experience Required: 4-8 Years Department: Equity / Derivatives Desk We are seeking a skilled and proactive Dealer Derivatives to join our trading desk. The ideal candidate will be responsible for executing trades in equity derivatives (Futures & Options), managing client portfolios, and providing real-time market insights. The role demands a strong understanding of capital markets, analytical thinking, and client service orientation. Key Responsibilities: Execute trades in Equity and Index Futures & Options (F&O) on behalf of clients or the internal team. Monitor live market movements and update clients on trading opportunities. Maintain client relationships and provide prompt service and trading support. Generate reports related to trading activities, client portfolios, and market performance. Ensure compliance with SEBI, NSE/BSE, and internal trading policies. Manage risk through stop-loss, hedging, and strategic calls. Coordinate with back office for settlements, reconciliations, and KYC/documentation. Track and analyze global and domestic financial news affecting derivatives markets. Train and educate clients on the F&O market and trading strategies. Requirements & Qualifications: Graduate/Postgraduate in Commerce, Finance, or related field. NISM Series VIII (Equity Derivatives) certification is mandatory . 14 years of experience in a similar role on a derivative dealing desk. Strong knowledge of F&O markets, technical charts, and options strategies . Excellent communication and client interaction skills. Ability to work under pressure and in fast-paced environments. Familiarity with trading platforms like ODIN, NEST, NOW , or similar. • Preferred Skills: Analytical mindset with a keen eye on numbers and market trends. Hands-on experience in using Excel, trading reports, and P&L analysis. Sound understanding of margin requirements and order types. Must NISM 15 Certificate. If Interested share your resume on krishna.barot@octanom.com or call on 9137822397

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

• Manage Risk & ensure regulatory compliance with risk limit/regulation • Design frameworks strategies • Utilize quantitative techniques to identify, assess, & mitigate trading risks • Lead initiatives to improve risk management processes & policies Required Candidate profile • NISM Series-VIII certification • Proficiency in Python, R, or MATLAB for quantitative analysis • Knowledge of financial markets, risk management frameworks, & compliance regulations

• Lead data-driven strategies, statistical models, design & execute high-frequency algorithms for multiple asset classes • Data analysis of financial dataset for patterns • Monitor performance in live market & optimize • Updated with research & trend Required Candidate profile • NISM-VIII certification with Algo trading exp • Design & optimize market-neutral strategies/statistical arbitrage model • Python, R, or C++, with exp. in fin. dataset, API, & data visualization tool

• Develop, back test & optimise algo trading strategies for proprietary trading model • Use mathematical models, statistical techniques, & ML to improve performance • Analyse datasets to identify opportunities • Develop Python-based tools & automate Required Candidate profile • Ensure models accuracy & compliance • Prepare report & presentation on performance • Python, Mongo DB, C++, ML, Probability, Statistics • Understanding of financial market & NISM VIII certification

Role Overview: We are looking for an exceptional instructor to build the foundational quantitative capabilities of our students. This role demands a deep and nuanced understanding of advanced mathematics, probability, statistics, and stochastic processes, and the ability to convey these complex concepts with clarity and precision. You will be instrumental in laying the analytical bedrock for all quantitative finance careers. Key Responsibilities: Deliver live, engaging online classes on advanced mathematical concepts, probability theory, statistical inference, and time series analysis. Explain complex topics such as linear algebra, multivariable calculus, optimization, numerical methods, Bayesian statistics, ARIMA/GARCH models, and stochastic calculus (e.g., Ito's Lemma, SDEs) with exemplary clarity. Guide students through rigorous problem-solving, derivations, and statistical analyses, ensuring a deep conceptual and practical understanding. Foster a highly disciplined and interactive learning environment, providing constructive feedback and expertly answering student queries. Core Curriculum Expertise Required: Core Mathematics: Linear algebra, multivariable calculus, real analysis, optimization theory, numerical methods, optimization algorithms. Probability & Statistical Inference: Probability theory, statistical inference, hypothesis testing, Bayesian statistics. Time Series Analysis: ARIMA models, GARCH models, cointegration, Vector Autoregression (VAR). Advanced Statistical Techniques: Regression analysis, principal component analysis, Monte Carlo methods, extreme value theory, copulas, survival analysis. Stochastic Calculus: Ito's lemma, Brownian motion, stochastic differential equations, partial differential equations, measure theory, martingale theory. Data Experimentation & Signal Processing: Causal inference, A/B testing, experimental design, signal detection, regime change detection, correlation analysis. Qualifications: Educational Background: Bachelor's, Master's, or PhD in Mathematics, Statistics, Quantitative Finance, Econometrics, Physics, or a closely related highly quantitative field. Experience: Proven experience in applying advanced mathematics, probability, and statistics in academic research, quantitative finance, or a related analytical domain. We value both experienced educators and talented freshers with exceptional academic records and demonstrable project experience. Domain Expertise: Possess an extremely strong and expert-level understanding of the theoretical and applied aspects of advanced mathematics, statistics, and stochastic processes relevant to quantitative finance. Exceptional Communication Skills: Superior ability to articulate the most complex mathematical and statistical concepts clearly, concisely, and engagingly in a live online setting. High Discipline & Work Ethic: Demonstrated ability to maintain a rigorous teaching schedule, prepare thoroughly, and foster a disciplined learning environment. Technical Proficiency: Highly tech-savvy with experience in online teaching tools, virtual whiteboards, and mathematical/statistical software (e.g., MATLAB, R, Python with scientific computing libraries). Mandatory Requirement (Crucial for Application): A strong background in Finance or Trading , especially with Algorithmic Trading or broader Quant experience , is a mandatory requirement for all applicants. This ensures practical relevance and industry context. Application Requirement: To assess your teaching prowess and technical communication skills, all applicants must submit a sample teaching video of at least 30 minutes on any topic within Quantitative Foundations (Mathematics, Statistics & Stochastic Processes) that you are highly proficient in (e.g., explaining Ito's Lemma, demonstrating Bayesian inference, or breaking down GARCH models). This video should clearly demonstrate your ability to explain complex concepts, engage an audience, and showcase your depth of expertise, hard work, and disciplined approach to teaching.

Provide technical and analytical support to global multi-asset clients, guide on trading algorithms and cost analysis, monitor trading environments, resolve software issues, manage FIX connections and configure platforms.

* Fast execution of orders manually on GREEK * Able to see the overall direction of the market and make trades accordingly. * Following the trading rules in carrying out daily trading operations. * Trading on the allocated Strategy *Good typing Speed Required Candidate profile Communication of trading positions and trading Setup Maintaining trading diaries and net positions on daily basis (at end of the day) good speed at the terminal good with Number crunching.

Job Description: - Developing models: Building and improving mathematical models for trading, forecasting, or data processing - Conducting research: Analyzing large datasets to identify trends and insights, and conducting research on financial markets and economic conditions - Back testing: Testing and implementing trading models and signals in a live trading environment - Creating reports: Summarizing findings and insights in detailed documents or presentations for non-technical stakeholders - Using unconventional data: Using unconventional data sources to drive innovation - Translating algorithms: Translating algorithms into code - Managing portfolios: Managing and fine-tuning investment portfolios to maximize returns while minimizing risks - Product Notes: Writing a detailed Product Note with all information including data to support the strategy - Pseudo Code: Capability to write Pseudo Code to test the strategy - Systems: Good understanding of the Trading Systems and trade execution process to limit latency and slippages Investment Management: - Oversee the development and implementation of investment strategies and asset allocation models. - Monitor market trends and economic indicators to make informed investment decisions. - Ensure adherence to the firm's investment policies and risk management guidelines. Compliance and Risk Management: - Ensure the firm's practices comply with SEBI regulations and other relevant legal requirements. - Conduct periodic audits and reviews to maintain high standards of regulatory compliance. - Implement and monitor internal controls to manage and mitigate risks effectively. Qualifications: - Bachelor's degree in finance, economics, business administration, or a related field; advanced degrees (MBA, CFA, CFP) preferred. - Relevant experience in mathematics, statistics, computer science, or finance preferred - NISM Series XV and Series X A&B certification - Minimum of 5-10 years of experience in building technical trading and Quantitative Strategies - Deep knowledge of SEBI regulations and compliance requirements. - Proven ability to develop and execute strategic initiatives. - High ethical standards and a commitment to acting in clients' best interests

Role : Senior C++ Developer - High-Performance Trading Systems (Qt Expertise) What We Expect : - 4+ years of experience in C++ development, specializing in high-performance, low-latency systems. - Deep expertise in modern C++ (C++14/17/20), multithreading, and concurrency. - Strong Qt development experience for building real-time, high-performance trading UIs. - Experience building ultra-fast order execution engines, market data feeds, and real-time risk management tools. - Strong understanding of networking protocols (TCP/IP, UDP, FIX) and inter process communication (IPC, shared memory, message queues). - Hands-on experience with latency optimization, performance tuning, and profiling tools (perf, Val grind, gprof, etc.). - Proficiency in memory management, lock-free programming, and CPU cache optimization. - A deep understanding of exchange connectivity, order matching engines, and algorithmic trading systems. - A hacker mentality-you love solving problems that seem impossible. What You Will Do : - Architect, develop, and optimize ultra-low-latency C++ trading applications that handle millions of transactions per second. - Build high-performance market data processing solutions with microsecond-level latencies. - Develop real-time, intuitive, and high-speed trading interfaces using Qt. - Work on exchange connectivity, FIX protocol integrations, and risk management systems. - Profile and optimize code to achieve maximum throughput and minimal latency. - Solve some of the hardest engineering problems in fintech alongside an elite team. - Experiment with new technologies to stay ahead of the competition. - Own your work end-to-end-from concept to deployment, pushing the limits of what's possible. Must-Have Skills : - 4+ years of experience in C++ development, specializing in high-performance, low-latency systems. - Deep expertise in modern C++ (C++14/17/20), multithreading, and concurrency. - Strong Qt development experience for building real-time, high-performance trading UIs. - Experience building ultra-fast order execution engines, market data feeds, and real-time risk management tools. - Strong understanding of networking protocols (TCP/IP, UDP, FIX) and inter process communication (IPC, shared memory, message queues). - Hands-on experience with latency optimization, performance tuning, and profiling tools (perf, Val grind, gprof, etc.). Nice-to-Have Skills : - Experience in high-frequency trading (HFT), market-making, or ultra-low-latency environments. - Knowledge of exchange matching algorithms, order routing strategies, and market microstructure. - Contributions to open-source C++ and Qt projects or performance-critical software. - Expertise in hardware acceleration (FPGA, SIMD, AVX, GPU computing). - Familiarity with cloud-based trading infrastructure and hybrid on-prem/cloud systems. - Competitive compensation and a real opportunity to lead and innovate.

Role Senior C++ Developer - High-Performance Trading Systems (Qt Expertise) What We Expect - 4+ years of experience in C++ development, specializing in high-performance, low-latency systems. - Deep expertise in modern C++ (C++14/17/20), multithreading, and concurrency. - Strong Qt development experience for building real-time, high-performance trading UIs. - Experience building ultra-fast order execution engines, market data feeds, and real-time risk management tools. - Strong understanding of networking protocols (TCP/IP, UDP, FIX) and inter process communication (IPC, shared memory, message queues). - Hands-on experience with latency optimization, performance tuning, and profiling tools (perf, Val grind, gprof, etc.). - Proficiency in memory management, lock-free programming, and CPU cache optimization. - A deep understanding of exchange connectivity, order matching engines, and algorithmic trading systems. - A hacker mentality-you love solving problems that seem impossible. What You Will Do - Architect, develop, and optimize ultra-low-latency C++ trading applications that handle millions of transactions per second. - Build high-performance market data processing solutions with microsecond-level latencies. - Develop real-time, intuitive, and high-speed trading interfaces using Qt. - Work on exchange connectivity, FIX protocol integrations, and risk management systems. - Profile and optimize code to achieve maximum throughput and minimal latency. - Solve some of the hardest engineering problems in fintech alongside an elite team. - Experiment with new technologies to stay ahead of the competition. - Own your work end-to-end-from concept to deployment, pushing the limits of what's possible. Must-Have Skills - 4+ years of experience in C++ development, specializing in high-performance, low-latency systems. - Deep expertise in modern C++ (C++14/17/20), multithreading, and concurrency. - Strong Qt development experience for building real-time, high-performance trading UIs. - Experience building ultra-fast order execution engines, market data feeds, and real-time risk management tools. - Strong understanding of networking protocols (TCP/IP, UDP, FIX) and inter process communication (IPC, shared memory, message queues). - Hands-on experience with latency optimization, performance tuning, and profiling tools (perf, Val grind, gprof, etc.). Nice-to-Have Skills - Experience in high-frequency trading (HFT), market-making, or ultra-low-latency environments. - Knowledge of exchange matching algorithms, order routing strategies, and market microstructure. - Contributions to open-source C++ and Qt projects or performance-critical software. - Expertise in hardware acceleration (FPGA, SIMD, AVX, GPU computing). - Familiarity with cloud-based trading infrastructure and hybrid on-prem/cloud systems. Why Join Us - Be part of a high-energy startup with massive growth potential. - Work with visionary fintech leaders and top-tier engineers. - Build industry-defining products that will shape the future of trading. - A culture that values > - Competitive compensation and a real opportunity to lead and innovate. Apply Insights Follow-up Save this job for future reference Did you find something suspiciousReport Here! Hide This Job Click here to hide this job for you. You can also choose to hide all the jobs from the recruiter.

Responsibilities: 1. Algorithm Development, Quantitative coding 2. Trading strategies, Development 3. Data Analysis and Modeling 4. Risk Management and Compliance 5. Technology Integration and Support Required Candidate profile Bachlors in Comp. engineer,Science,Mathematics,Physics etc Hands on in coding, backtesting, derivatives, option & algorithmic trading, Python & similar language, numeric computing & analysis, trading