C Trading Developer Jobs

Description: Graviton Research Capital LLP, Gurgaon is looking to hire Software Engineers for our Core Technology team which has some of the best programmers in India working on cutting edge technologies to build a super fast and robust trading infrastructure handling millions of dollars worth of trading transactions every day. As a Senior Software Engineer with Graviton your responsibilities will include: Designing and implementing a high-frequency automated trading system, that trades on multiple exchanges Building live reporting and administration tools for the trading system Performance optimization and improving the overall latency of systems, through algorithm research and using cutting edge tools and techniques End-to-end ownership of modules, including designing, development, deployment and support Growing the team through involvement in the regular hiring process and occasional campus recruitments Requirements : The ideal requirements for our candidates are: A degree in Computer Science 3-5 yrs Experience with C/C++ and object-oriented programming Experience in HFT industry Expertise in algorithms and data structures Excellent problem solving skills Strong communication skills A working knowledge of Linux systems Any of the following is a plus: A good understanding of TCP/IP and Ethernet Knowledge of any other programming language e.g. Java, Scala, Python, bash, Lisp, etc. Familiarity with parallel programming models and parallel algorithms Experience with big data environments e.g. Hadoop, Spark etc. 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 commuti

A World-Changing Company Palantir builds the world’s leading software for data-driven decisions and operations. By bringing the right data to the people who need it, our platforms empower our partners to develop lifesaving drugs, forecast supply chain disruptions, locate missing children, and more. The Role Palantir’s in‑house legal team works to proactively address legal issues so that Palantir can continue to drive positive impact in the world. As Corporate Counsel, you will serve as a key advisor on corporate governance and securities matters, leveraging your public company experience to ensure our compliance and support our growth as a public company. You will take ownership of critical areas such as investment management, trading compliance, strategic transactions, corporate governance, and public company reporting. In addition, you’ll play a central role in structuring, implementing, and administering equity compensation plans for employees globally, collaborating with cross-functional teams to align our equity programs with Palantir’s mission and values. This is a high-impact role where you will consistently work cross-functionally and with leadership teams (including the Chief Financial Officer, Chief Accounting Officer, and Chief Revenue Officer and Chief Legal Officer), and will translate complex legal requirements into clear communications and actionable strategies that support Palantir’s continued innovation and success as a public company. In this role, you will join a team that values broad-based experience and a relentless drive to learn quickly in a dynamic environment. We prioritize practical solutions and outcomes that ensure compliance with public company requirements while maximizing benefits for our employee base and advancing Palantir’s mission. Your ability to adapt, think creatively, and work collaboratively will be essential as you take on complex issues and transactions. What You'll Do Advise on a range of complex equity and cor

NOTE: Although this position is in support of our US Government work, this role is located in Tokyo, Japan. A World-Changing Company Palantir builds the world’s leading software for data-driven decisions and operations. By bringing the right data to the people who need it, our platforms empower our partners to develop lifesaving drugs, forecast supply chain disruptions, locate missing children, and more. The Role Forward Deployed Software Engineers (FDSEs) understand our customers’ greatest pain points and design end-to-end solutions to address them. FDSEs solicit constant feedback on their work from both customers and colleagues, improving our products over time with rapid iteration cycles. FDSEs deploy ground breaking technical solutions to solve our customers’ hardest problems. Projects often start with a nebulous question like “Why are we losing customers?” or “How can we more effectively identify instances of money laundering?” FDSEs lead the way in developing a solution, from high-level system design and prototyping to application development and data integration. As an FDSE, you leverage everything around you: Palantir products, open source technologies, and anything you and your team can build to drive real impact. You work with customers around the globe, where you gain rare insight into the world’s most important industries and institutions. We help our customers detect insider trading, improve disaster relief, fight healthcare fraud, and more. Each mission presents different challenges, from the regulatory environment to the nature of the data to the user population. You will work to accommodate all aspects of an environment to drive real technical outcomes for our customers. Whether you aspire to be an entrepreneur or an engineering leader, we believe Palantir is the best place — with the best colleagues — to learn how. You’ll learn how to unpack a problem and understand the costs and consequences of its solution. You’ll learn new technolog

NOTE: Although this position is in support of our US Government work, this role is located in Seoul, South Korea. A World-Changing Company Palantir builds the world’s leading software for data-driven decisions and operations. By bringing the right data to the people who need it, our platforms empower our partners to develop lifesaving drugs, forecast supply chain disruptions, locate missing children, and more. The Role Forward Deployed Software Engineers (FDSEs) understand our customers’ greatest pain points and design end-to-end solutions to address them. FDSEs solicit constant feedback on their work from both customers and colleagues, improving our products over time with rapid iteration cycles. FDSEs deploy ground breaking technical solutions to solve our customers’ hardest problems. Projects often start with a nebulous question like “Why are we losing customers?” or “How can we more effectively identify instances of money laundering?” FDSEs lead the way in developing a solution, from high-level system design and prototyping to application development and data integration. As an FDSE, you leverage everything around you: Palantir products, open source technologies, and anything you and your team can build to drive real impact. You work with customers around the globe, where you gain rare insight into the world’s most important industries and institutions. We help our customers detect insider trading, improve disaster relief, fight healthcare fraud, and more. Each mission presents different challenges, from the regulatory environment to the nature of the data to the user population. You will work to accommodate all aspects of an environment to drive real technical outcomes for our customers. Whether you aspire to be an entrepreneur or an engineering leader, we believe Palantir is the best place — with the best colleagues — to learn how. You’ll learn how to unpack a problem and understand the costs and consequences of its solution. You’ll learn new tec

Product Owner – Extend (H/F) About Horizon Trading Solutions Horizon Trading Solutions is an independent global technology company focused on electronic trading, supporting agency and principal business goals across equities and derivatives. For over 20 years, we have equipped leading capital market participants with algorithmic trading technology and direct connectivity to more than 80 exchanges worldwide. We are currently looking for a Product Owner – Extend to join our Product Management team and define, structure and drive the development of Extend offer ( internal offer) capabilities within our existing multi-asset trading platform. This newly created role combines product strategy and execution: the first objective is to structure and define the Extend scope, build the roadmap and position the offer through market and competitive analysis, before leading its implementation and acting as the internal reference point on Extend topics. Your day to day ? Inside an Agile team you will be dedicated to, using Scrum and DevOps in an international environment ( teams located in France, Hong Kong, Montreal), you will contribute to each step of the development of our solutions (from specification to implementation on client side). You will have the missions to : 1/ Define the scope Propose and build a strategic roadmap on your product scope Discuss with stake holders (CDM, Sales, Product Manager, Client) to understand the context of client requests / change requests / roadmap initiatives Clearly express Product Backlog items – writing or reviewing existing items entered by Client Support, Client Delivery Manager, Engineering team ; except for detailed technical specifications written by Epic Leaders Participate in the pricing of the projects / features Evaluate the relevance and priorities of incoming requests 2/ Manage the backlog Write, detail and validate items in Product backlog Order the items in the Product Backlog to best achieve goa

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 Singapore. 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 strategies 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 Regular after work parties Top of the line health insurance for family International team outing

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

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 Singapore. 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. As a Quantitative researcher your responsibilities will include 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 top ranked universities 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 ethics 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 Regular after work parties Top of the line health insurance for family International team outing

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

At Graviton, we don't believe the best trading strategies come from following established playbooks. They come from asking better questions. Why does a pattern exist? What is driving it? Is it real or just noise? Can it be explained, modelled and turned into an edge? As a Quantitative Researcher, you'll work on those questions every day. You'll investigate market behaviour, develop quantitative models, build and test hypotheses and turn insights into trading strategies, working alongside researchers and technologists in an environment where an idea on a whiteboard can reach live trading quickly. This isn't a role where the answers are in a textbook. The problems are open-ended, the data is enormous, and finding the answers is the job. Ideal candidates are rigorous thinkers who genuinely enjoy mathematics, programming and figuring out things that aren't obvious, based in our Singapore, London, Amsterdam or US offices. What You'll Work On You'll work across quantitative research and systematic trading, taking ideas through the full lifecycle: question, hypothesis, experiment, model, validation, strategy, production. Depending on your team and research interests, your work would include: Discovering predictive patterns and sources of alpha from billions of market events Formulating hypotheses about market behaviour and designing experiments to test them Applying probability, statistics, optimization and machine learning to build predictive models and quantitative signals for systematic trading Designing robust backtests and statistical tests to distinguish genuine signals from noise Working with large and complex datasets to uncover patterns that aren't immediately visible Investigating market microstructure and how markets behave at different timescales Evaluating strategy performance, identifying weaknesses and continuously refining models Developing research infrastructure and AI-powered tools and agents that make experimentation faster and analysis deeper Working c

Quantitative Researcher Every trading strategy begins with a question worth answering. At Graviton, we believe the best trading strategies don't come from following established playbooks. They come from asking better questions. Why does a pattern exist? What is driving it? Is it real or just noise? Can it be explained, modelled and turned into an edge? As a Quantitative Researcher , you'll work on these questions every day. You'll investigate market behaviour, develop quantitative models, build and test hypotheses and turn insights into trading strategies. You'll work alongside quantitative researchers and technologists in an environment where research moves quickly from an idea on a whiteboard to something that can influence live trading. The problems are open-ended. The data is enormous. The answers aren't in a textbook. You'll be expected to find them. What You'll Work On You'll work across different areas of quantitative research and systematic trading. Depending on your team and research interests, your work may include: Discovering predictive patterns and sources of alpha from billions of market events . Formulating hypotheses about market behaviour and designing experiments to test them. Applying probability, statistics, optimization and machine learning to complex research problems. Building predictive models and quantitative signals for systematic trading. Developing and improving research infrastructure that enables faster experimentation and deeper analysis. Working with large and complex datasets to uncover patterns that aren't immediately visible. Designing robust backtests and statistical tests to distinguish genuine signals from noise. Investigating market microstructure and understanding how markets behave at different timescales. Evaluating strategy performance, identifying weaknesses and continuously refining models. Working closely with technologists to translate research ideas into efficient, production-ready systems. Building AI-powered r

At Graviton, every strategy, model and edge begins not with instinct, but with someone asking a better question than everyone else. As a Quantitative Research Intern, you'll spend 10-12 weeks working on research that directly shapes how we understand markets and build trading strategies. You'll collaborate with researchers and technologists to investigate market behaviour, test hypotheses, build predictive models and solve problems where the answers aren't obvious. This isn't an internship where you observe from the sidelines. Outstanding work has the potential to shape production strategies and generate real, measurable returns. Ideal candidates are quantitatively sharp, practically minded problem solvers, programmers, mathematicians and scientists who are excited to solve the hardest problems in our field, across our offices in the US, Singapore, Amsterdam and London. What You'll Work On You'll work on real research problems, not simulated exercises, discovering predictive patterns from billions of market events, designing statistical models, and applying machine learning to open research problems. Your work would include: Discovering predictive patterns from billions of market events Designing statistical models that identify trading opportunities Applying probability, optimization and machine learning to open research problems Building AI-powered research agents that accelerate experimentation Developing infrastructure for rapid, large-scale research Designing experiments and backtests to evaluate hypotheses Translating research into production-ready trading signals Exploring new ML, AI and quant finance techniques to find the next source of alpha What You'll Learn Beyond the technical exposure, you'll learn how experienced researchers approach hard problems: breaking them down, questioning assumptions, and deciding based on evidence rather than intuition. You'll be paired with a mentor, reporting manager and buddy, with regular code reviews and feedback through

At Graviton, every strategy, model and edge begins not with instinct, but with someone asking a better question than everyone else. As a PhD Quantitative Research Intern, you'll spend 10-12 weeks pointing the research skills you've spent years building at markets. You'll collaborate with researchers and technologists to investigate market behaviour, test hypotheses, build predictive models and solve problems where the answers aren't obvious. This isn't an internship where you observe from the sidelines, or re-run someone else's experiment. Outstanding work has the potential to shape production strategies and generate real, measurable returns. Ideal candidates are researchers who want to see their methods meet live markets: mathematicians, physicists, statisticians and computer scientists who are excited to solve the hardest problems in our field, across our offices in the US, Singapore, Amsterdam and London. What You'll Work On You'll work on real research problems, not simulated exercises. Your work would include: Discovering predictive patterns from billions of market events Designing statistical models that identify trading opportunities Applying probability, optimization and machine learning to open research problems Running large-scale simulations and experiments on high-performance research infrastructure Designing experiments and backtests to evaluate hypotheses Building AI-powered research agents that accelerate experimentation Developing infrastructure for rapid, large-scale research Translating research into production-ready trading signals Exploring new ML, AI and quant finance techniques to find the next source of alpha What You'll Learn Beyond the technical exposure, you'll learn what changes when research meets live markets: why a result that would survive peer review can still fail as a trading signal, how costs and capacity constrain an idea that looks clean on paper, and how to tell a model that is right from one that is right for the wrong reason.

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: As a Quantitative Researcher, you will: • Develop and enhance trading models using our in-house platform • Analyze extensive financial data sets to unearth trading opportunities • Provide analytical support to our experienced traders • Develop predictive models for market movements • Mentor interns and freshers, grooming them as future teammates Qualifications: The ideal candidate will possess: A degree in Computer Science, Mathematics, or Engineering from a leading institution. 0-4 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. Previous experience in a startup or the High-Frequency Trading (HFT) industry will be an added advantage. What We Offer: Competitive salary package Opportunity to work in a dynamic and collaborative environment Career growth and development opportunities Catered breakfast and lunch Annual international and domestic trips Monthly team dinners

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: As a Quantitative Researcher, you will: • Develop and enhance trading models using our in-house platform • Analyze extensive financial data sets to unearth trading opportunities • Provide analytical support to our experienced traders • Develop predictive models for market movements • Mentor interns and freshers, grooming them as future team mates Qualifications: The ideal candidate will possess: A degree in Computer Science, Mathematics, or Engineering from a leading institution. 4+ 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. Previous experience in a startup or the High-Frequency Trading (HFT) industry will be an added advantage. What We Offer: Competitive salary package Opportunity to work in a dynamic and collaborative environment Career growth and development opportunities Catered breakfast and lunch Annual international trip Monthly team dinners