Venue Back Office Systems Manager in Gurugram

Description: Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Senior Quantitative Trader for our team in Gurgaon. We trade across a multitude of asset classes and trading venues with significant market share and constantly seeking to replicate our successes to newer exchanges and products. As a Senior Quantitative Trader your responsibilities will include Develop and deploy completely automated systematic strategies with short holding periods and high turnover Typical strategies deployed include Alpha-seeking strategies and Market Making Rigorously back-test strategies on in-house research infrastructure Graviton can offer a successful Quantitative Trader Exceptional financial rewards Friendly and collegial working environment Access to advanced trading systems for low-latency execution of strateiges Excitement of being a part of a new expanding trading business Requirements : Deep experience in HF/UHF Trading Live HF Trading experience for at least 2 years. PnL Track record with excellent sharpe ratios. Programming experience in C++ or C Proficiency in using Python, R, or Matlab for statistical/data analysis of HFT tick data Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science Benefits: Our open and casual work culture gives you the space to innovate and deliver. Our cubicle free offices , disdain for bureaucracy and insistence to hire the very best creates a melting pot for great ideas and technology innovations. Everyone on the team is approachable, there is nothing better than working with friends! Our perks have you covered. Competitive compensation 4 Weeks of paid vacation Monthly after work parties Catered breakfast and lunch Fully stocked kitchen Gym membership International team outing

Who we are Graviton Research Capital is a privately funded quantitative trading firm. We trade across a multitude of asset classes and trading venues using a diverse range of concepts, from time series analysis and stochastic models to machine learning and statistical inference. We analyse terabytes of data to identify pricing anomalies and drive innovation in financial markets. Role Overview We are looking for a Program Manager who thrives at the intersection of rigorous engineering and predictable delivery. You will not just "manage tasks" — you will orchestrate the development lifecycle for mission-critical systems. Your goal is to ensure that our elite engineering teams can focus on high-performance code while you own the execution strategy, dependency mapping, and release discipline. Key Responsibilities Lead Agile ceremonies (Sprint Planning, Stand-ups, Retrospectives) tailored for deep-tech engineering teams. Transform high-level trading requirements into granular, executable backlogs. Own capacity planning and burn-down metrics to provide high-visibility delivery timelines. Navigate the complex interplay between engineering teams (e.g., Connectivity, Core Infrastructure, Simulation) to prevent bottlenecks. Build and maintain advanced Jira dashboards, automated roadmaps, and Confluence documentation that serve as the "single source of truth" for stakeholders. Proactively identify technical debt, architectural blockers, or resource gaps that threaten release stability. Continuously refine Agile methodologies to suit low-latency, performance-sensitive development cycles (where "Definition of Done" includes rigorous performance benchmarking). Eligibility & Required Skills 5+ years of experience as a TPM, Program Manager, or Scrum Lead in a product-engineering environment (HFT, FinTech, Networking, or Kernels/Systems). A strong grasp of the software development lifecycle for high-performance systems. While you won't write code, you must understand concepts li

Description: Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Quant Analyst - Risk for our team in Gurugram. Graviton trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. As a Quant Analyst - Risk you will be responsible Work as a team with senior traders to operate and implement/improve our automated trading strategies. Analysing production trades and developing ideas to improve our trading strategies. Implement monitoring tools which highlight potential issues in the production strategies. Write comprehensive and scalable scripts in both C++ and python analysing production strategies for risk attribution, performance break-ups along various buckets and so on. Build ‘cool’ scalable post-trade systems analysing multitude of statistics across all production strategies. Implementing tools for analysing Market Data centrally across various exchanges. Managing deployments and release cycle, with working along with a senior trader. Requirements : Possess a degree in a highly analytical field, such as Engineering, Mathematics, or Computer Science from top-ranked universities 3+ years of experience in Python, Shell/Bash scripting. Basic knowledge of Linux and shell command-line tools Basic programming and scripting (Python/Shell) skills Strong problem-solving, and analytical skills Excellent communication skills Have a strong work ethics Mentorship experience in guiding junior developers. Benefits: Our open and collaborative work culture gives you the freedom to innovate and experiment. Our cubicle free offices, non-hierarchical work culture and insistence to hire the very best creates a melting pot for great idea

Who are we: Graviton is a privately funded quantitative trading firm striving for excellence in financial markets research. We trade across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition, to statistical inference analyzing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. As part of this team you will be tasked to apply machine learning and specifically deep learning techniques to trading problems while staying connected to broader research community. The researcher will put theory into practice and can immediately impact the global trading landscape with the expanding presence of Graviton in various markets. Description Lead research in applying machine learning to a wide variety of datasets and trading problems Follow latest developments in academic research and incorporating research techniques from different fields of applications to our problems Improve tick-by-tick order book based time series feature sets using latest preprocessing techniques Work on current and develop new deep learning models to exploit large pool of in-house features and computing infrastructure Develop scalable pipeline for building predictive models across global markets Discover and implement new sources of predictive alpha, verify that they improve existing models, and integrate them into the firm's strategy development pipeline Partner with quant researchers and software developers in implementation of conducted research to production using Python / C++ Advise infrastructure support team on latest developments on hardware and software to improve computing infrastructure for ML based research Qualifications Masters or PhD in Computer Science, Mathematics, Statistics, or a related field At least two years of demonstrated experience of ML/AI research in a professional setting or at a repu

Description: Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Quantitative Researcher for our team in Gurgaon. This team trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. Responsibilities: Develop new or improve existing trading models using in-house platforms Use advanced mathematical techniques to model and predict market movements Analyse large financial datasets to identify trading opportunities Provide real time analytical support to experienced traders Requirements: Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science from IITs schools Quantitative bent of mind A working knowledge of Linux/Unix Programming experience, preferably in C++ or C No prior knowledge of financial markets is needed but must have a strong interest in learning about financial markets. Have a strong work ethic Hard Working Benefits: Our open and collaborative work culture gives you the freedom to innovate and experiment. Our cubicle free offices, non-hierarchical work culture and insistence to hire the very best creates a melting pot for great ideas and technological innovations. Everyone on the team is approachable, there is nothing better than working with friends! Our perks have you covered. Competitive compensation Annual international team outing Fully covered commuting expenses Best-in-class health insurance Delightful catered breakfasts and lunches A well-stocked kitchen 4 week annual leaves along with market holidays Gym and sports club memberships Regular social events and clubs After work parties

Role: Network Engineer Location: Gurgaon Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Network Engineer for our team in Gurgaon. Graviton trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. Key Responsibilities Design, deploy, operate, and troubleshoot low-latency network infrastructure used by trading firms. Manage connectivity to global stock exchanges, brokers, market-data providers, and ISPs. Build and maintain colocation infrastructure including routers, switches, Layer-1 devices (added advantage), structured cabling and cross connects. Configure and support Cisco Nexus, Arista and similar platform devices. Design and troubleshoot Layer 2 and Layer 3 networks including: VLANs, VRFs, BGP, OSPF, Static routing, PIM, IGMP, Multicast, SSM, ACLs and QoS. Troubleshoot packet loss, multicast issues, duplicate packets, IGMP/PIM and multicast/BGP routing. Monitor and optimize latency, jitter, packet loss, interface errors, congestion, and network performance. Work with ultra-low-latency technologies including: Cut-through switching, Layer-1 switches, FPGA-based network devices, Kernel-bypass networking, ExaNIC/Solarflare NICs, Hardware timestamping. Configure and troubleshoot PTP and clock synchronization infrastructure. Perform server and network equipment installation in exchange and third-party data centres. Manage rack layout, patching, cable optimization, optics, DACs, cross-connects, and inventory. Coordinate network changes with exchanges, telecom providers, brokers, vendors, and data-centre teams. Plan and execute production changes during approved maintenance windows. Perform pre-change validation, c

Role: Application Reliability Engineer Location: Gurgaon Who we are Graviton Research Capital is a privately funded quantitative trading firm striving for excellence in financial markets research. We trade across a multitude of asset classes and trading venues using a diverse range of concepts, from time series analysis and stochastic models to machine learning and statistical inference. We analyse terabytes of data to identify pricing anomalies and drive innovation in financial markets. Key Responsibilities and Deliverables The ideal candidate will possess a strong background in technical support, with a passion for problem-solving and a commitment to excellence. As an Application Reliability Engineer, you will be responsible for: Monitor production services and respond quickly to alerts, incidents, and outages to ensure smooth operation and minimal downtime. Monitor trading systems and infrastructure., Triage issues across trading support services, databases, and infra; escalate and coordinate with the right owners, and drive root-cause analysis and ensure fixes are implemented for long-term stability. Serve as the first line of defense for trading operations. Proactively identify, address recurring issues, and build automation to reduce manual intervention. Improve observability by enhancing monitoring, logging, and alerting systems. Develop and maintain operational runbooks and SLO/SLA metrics. Eligibility and Required Skills Possess a degree in a highly analytical field, such as Engineering, or Computer Science 2-5 years of experience in Python, Shell/Bash scripting. Experience with Linux and shell/bash online tools. Hands-on experience with databases (SQL, NoSQL) Strong problem-solving and analytical skills Excellent communication skills Ability to remain calm and analytical under production pressure Good to have: Familiarity with monitoring/alerting stacks (Prometheus, Grafana, ELK, etc.) Familiarity with distributed messaging (Kafka) and caching systems (Red

NK Securities Research is a leading financial firm that leverages cutting edge technology and sophisticated algorithms to trade the financial markets. Founded in 2011, we have gained invaluable experience in the field of High Frequency Trading across different asset classes. Responsibilities: The Trade Monitor will work closely with the firm’s senior management on a variety of tasks, including: Start and supervise automated trading systems for multiple exchanges and venues Understand how high frequency trading strategies work and make changes in strategy parameters during live trading based on market conditions Build, test and deploy trading monitoring software's to analyze strategy metrics in real time Work closely with Quantitative researchers and Software Developers while testing or deploying updates in GUI, trading infrastructure and strategies Assess live trading for risk and technical issues and quickly respond to unusual behaviors or market conditions Qualifications: Must-Have Requirements Automated Trading Systems/Trading experience Trading Operations Market Monitoring Live Trade Supervision Trading Infrastructure Risk Management (Trading Context) Strategy Parameter Tuning Microsoft Office Proficiency Preferred Technical Skills Linux Basics Python Trading GUI Handling Ideal candidates: Flexible to work in rotational shift Possess a reliable and disciplined approach to work Strong attention to detail Excellent communication skills and fluency in English for business purposes Strong experience of using end user computing tools like Microsoft office and other equivalent products Bachelor's degree with professional experience in a related role at a stock broking firm Benefits: NK Securities Research offers compensation above industry standards for deserving candidates. We are a fast-growing organization where there is no ceiling on the career trajectory of an individual. The startup style governance of the firm enables the newest employees to wor

Role: VPN Engineer Location: Gurgaon Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Network Engineer for our team in Gurgaon. Graviton trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. Responsibilities Manage and support corporate network infrastructure across multiple locations, including routers, firewalls, switches, wireless access points, VPN gateways, Internet links, and LAN/WAN connectivity. Configure and troubleshoot VPN technologies such as IPsec, SSL VPN, site-to-site VPN, remote-access VPN, WireGuard, OpenVPN, and FortiClient/FortiGate VPN, including issues related to authentication, tunnels, routing, DNS, packet loss, performance, split tunnelling, and firewall policies. Manage secure connectivity between offices, data centres, cloud environments, and remote users. Configure and maintain office LAN infrastructure, including VLANs, trunk/access ports, inter-VLAN routing, DHCP, DNS, NAT, ACLs, static routing, BGP, and OSPF where required. Manage multiple ISP connections, including primary and backup Internet links, automatic failover, and monitoring of utilization, latency, jitter, packet loss, and link availability. Coordinate with ISPs and telecom providers for new circuits, link failures, bandwidth upgrades, routing issues, packet-loss investigations, and service escalations. Manage firewall policies, NAT rules, VPN policies, network objects, and routing, while regularly reviewing and removing unnecessary access. Implement network segmentation across user, server, management, guest, and other business networks, while maintaining secure administrative access to network equip