Quantitative Analyst

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Role Overview

Quantitative Engineer / Analyst

Key Responsibilities

Strategy Development & Research

• Develop and validate alpha-generating ideas (momentum, mean-reversion, statistical arbitrage, alternative data).
• Conduct large-scale backtesting; analyze PnL, turnover, risk metrics, and capital constraints.

Software Engineering

• Write high-quality production code using Python, C++, or Java.
• Develop and maintain data pipelines for ingesting and cleaning market and alternative data.
• Build robust APIs and shared libraries for research and production use.

Infrastructure & Deployment

• Containerize applications using Docker and automate deployments with CI/CD pipelines (GitLab CI, Jenkins).
• Collaborate on infrastructure design using Kubernetes and cloud platforms to ensure low-latency, high-availability systems.

Live Trading & Monitoring

• Integrate trading strategies with broker APIs (e.g., IBKR, FIX) or internal gateways.
• Configure execution schedules, risk parameters, and real-time monitoring dashboards.
• Perform post-trade analysis and iteratively refine strategies.

Collaboration & Documentation

• Work with portfolio managers, risk teams, and other quants to align strategy and risk objectives.
• Document code, models, and infrastructure; contribute to code reviews and mentor junior team members.

Required Qualifications

• Bachelor’s or Master’s degree in a quantitative field (Mathematics, Statistics, Computer Science, Engineering, Physics, or Finance).
• Minimum 2 years of experience in production-grade software development using Python and/or C++.
• Experience in quantitative strategy design and validation.
• Solid foundation in statistical modeling, time-series analysis, and machine learning techniques.
• Familiarity with backtesting frameworks (e.g., Zipline, Backtrader, or custom engines).
• Strong skills in data handling and processing: SQL databases (PostgreSQL, TimescaleDB), NoSQL, and Pandas.
• Proficiency with Docker, Kubernetes, CI/CD pipelines, and cloud platforms (AWS, GCP, or Azure).

Preferred Qualifications

• Experience with low-latency execution systems or FPGA-based infrastructure.
• Exposure to alternative data (e.g., social sentiment, news, satellite imagery).
• Knowledge of options pricing, risk analytics, or portfolio optimization.
• Experience working in live trading environments.
• Familiarity with FIX protocol and market data handlers.

What We Offer

• Full ownership of strategy development and deployment.
• Fast-paced, collaborative environment with rapid feedback cycles.
• Access to top-tier research tools, data sources, and computing infrastructure.
• Competitive compensation with performance-linked bonuses.