Capital Markets Analyst Jobs

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

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

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

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

Bracebridge Capital, LLC is a leading alternative asset manager with approximately $12 billion of net assets under management. The firm pursues investment strategies primarily within the global fixed income markets with the objectives of capital preservation and absolute return without significant correlation to equity, interest rate and foreign exchange markets. Established in 1994, Bracebridge manages private investment funds that serve endowments, foundations, pension funds and other institutional and high-net-worth investors. Approximately 170 employees operate from our office located in Boston’s historic Back Bay. The entrepreneurial and collaborative culture at Bracebridge rewards and supports motivated, dedicated, enthusiastic and intellectually curious individuals. We believe our firm’s greatest asset is the people who work here. Bracebridge is seeking to hire a talented undergraduate student as an accounting co-op for our Tax Department. The co-op will report to the Tax Senior and will be exposed to a wide range of projects at Bracebridge. We seek technically strong, motivated, and detail-oriented candidates. Expected start date is January 2027 for the 6-month co-op. Primary Responsibilities: Support the Tax team in the preparation of tax workpapers and related reports Assist in the review of IRS Schedule K-1s, IRS Forms 1065 and other various IRS related tax forms Prepare reports and analyses related to potential and current investments Assist with ad hoc investor tax requests and deliverables Required Skills and Credentials: Academic achievement in pursuit of a BS/BA or MS in Accounting at Northeastern University Exceptional organizational skills and attention to detail Demonstrated Excel and Microsoft Office experience Strong communication and interpersonal skills Current anticipated annual base salary: $35 per hour Base salary will be determined by various factors including but not limited to the individual's experience, skills

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

Graviton Research Capital is one of the largest quantitative trading firms in APAC, with a strong footprint across 40+ global exchanges and a rapidly growing presence across multiple geographies. We are a bootstrapped firm with a long-term vision, focused on building high-performance teams that operate at scale in some of the world’s most competitive markets. Since our inception, we have built a team of exceptional researchers, portfolio managers, and technologists. We are seeking a Market Risk Manager to join our Singapore team. Responsibilites Modeling and Quantitative Risk Analytics Develop, validate, and maintain quantitative risk models for risk exposure and stress testing and scenario analysis. Backtest and calibrate models using high-frequency trading data. Partner with quantitative researchers to understand model behavior under various market regimes. Limit Frameworks and Governance Design and manage position, P&L, and exposure limit structures by strategy, symbol, and trading entity. Maintain audit trails and approval workflows for limit changes and exceptions. Support the development of automated alerts and escalation processes. Reporting and Post-Trade Analysis Produce daily and intraday risk reports for senior management. Conduct post-trade analysis to understand sources of risk and drawdowns. Contribute to capital allocation discussions and portfolio-level risk optimization. Cross-Functional Collaboration Partner with technology teams to enhance data pipelines, monitoring dashboards and risk infrastructure. Collaborate with compliance and regulatory teams to ensure adherence to exchange and jurisdictional rules (e.g., self-trade prevention, kill switches, rate limits). What You Need to Succeed: Bachelor's/Master's in computer science, electrical engineering, mathematics, or physics. 2-5 years of experience as an engineer or quant researcher. Strong programming skills in Python and C++; familiarity with real-time systems and large da

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, 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

The Global Markets In-Business Risk (IBR) is a Front Office 1st Line of Defense team responsible for market risk across asset classes within Citi’s Global Markets division. The team aims to establish a holistic understanding of market risk and capital of the aggregated trading portfolio, as well as to optimize the business’s return on capital. Global Markets IBR covers all trading businesses globally such as Rates and Currencies, Global Spread Products, Commodities, and Global Equities. This VP-level role will focus on the coverage of cross-asset portfolio risks arising from the firm's trading activities. The ideal candidate will have a background in fixed income trading and possess deep market knowledge and experience with pricing/valuation/risk frameworks. Key Responsibilities Proactively identify, quantify, and analyze key market risks within the Markets’ trading inventory, considering the broader market environment, emerging themes, and portfolio concentrations. Communicate findings and discuss risk dynamics with the Head of IBR and senior trading business heads. Own Markets RWA monitoring and analytics, identifying key drivers, emerging risk concentrations, and opportunities to manage RWA’s across trading portfolios. Support the firm's FRTB program, including IMA implementation, SA readiness, underlying data analytics, model performance analysis, and regulatory engagement related to market risk capital. Understand the firm’s risk appetite, limits, and our capital framework to allow effective optimization and allocation of risk. Closely track the performance of products across Global Markets, understanding the drivers of market movements to form a forward-looking view on material, concentration, and emerging risks. Possesses the ability to translate complex risk, P&L and market data into actionable insights and develop sophisticated solutions for monitoring first-

About LeafLink LeafLink is the largest unified B2B cannabis platform, providing licensed cannabis businesses a suite of tools to manage their business more effectively, sell or order from their favorite brands and accelerate growth. We are one platform, one solution and we’re defining the way thousands of cannabis brands, distributors, and retailers streamline their operations. With thousands of brands and retailers across 30+ markets in North America, we are setting the industry standard for how cannabis businesses grow together. LeafLink processes more than $5 billion in wholesale cannabis orders annually. Our team, backed by funding from leading VC's, including Founders Fund, Thrive Capital, Nosara Capital, and Lerer Hippeau is poised to define the cannabis supply chain through technology. LeafLink was named one of Inc. 5000’s ‘Top 5000 Fastest-Growing Private Companies’; one of Fast Company's 'Top 10 Most Innovative Companies in Enterprise for 2020', joining the ranks of Amazon, Slack, and VMWare; one of Built In NYC's 'Best Places to Work in 2021'; 2024 Fast Company’s Best WorkPlaces for Innovators for Banking, Finance, and Fintech category; 2024 Green Market Report Award for Best Fintech in cannabis - and we're just getting started! The Role LeafLink is seeking a Staff Data Engineer to help lead the evolution of our data platform and analytics infrastructure. This role will design and scale systems that power analytics, reporting, and operational insights across the organization. Staff Data Engineers influence how data is modeled, moved, and consumed across the company. This role partners with engineering, finance, product, and operations teams to ensure the data platform remains reliable, scalable, and capable of supporting critical decision-making. What You’ll Be Doing Design and lead development of scalable data pipelines using Airflow, dbt, and Python. Guide architecture and evolution of the company data platform. Build integrations across modern dat

About the Team OpenAI, in close collaboration with our capital partners, is building the world’s most advanced AI infrastructure ecosystem. The Power & Land team owns the energy strategy required to secure reliable, scalable, and economically resilient power for OpenAI’s global data center portfolio. About the Role The Power Trading Lead will own commodity hedging strategy and execution across OpenAI’s data center power portfolio. This role will translate large, dynamic electricity and fuel exposures into practical hedging, procurement, and risk-management strategies that protect infrastructure economics while preserving flexibility for growth. This is an individual contributor lead role and does not have direct reports initially. The role will work across power markets, utility tariffs, retail and wholesale supply structures, natural gas and power hedges, renewable and clean firm products, and portfolio risk analytics to support long-term compute growth. Key Responsibilities Develop and maintain OpenAI’s commodity hedging strategy across electricity, natural gas, and related energy exposures for data center operations and growth. Quantify portfolio exposure by market, site, load shape, tenor, tariff, and supply structure, and translate that exposure into clear hedging recommendations. Evaluate and execute hedging structures including fixed-price supply, forwards, swaps, options, retail supply products, congestion and basis risk mitigation, and related instruments where appropriate. Partner with utilities, suppliers, traders, banks, consultants, and market counterparties to source competitive products and improve risk-adjusted energy economics. Build decision frameworks for when to hedge, how much to hedge, and which risks to retain across different stages of site development, construction, and operations. Coordinate with finance, treasury, legal, procurement, energy regulatory, sustainability, and site-readiness teams to ensure hedging strategy aligns with broa

Join us in building the future of finance. Our mission is to democratize finance for all. An estimated $124 trillion of assets will be inherited by younger generations in the next two decades. The largest transfer of wealth in human history. If you’re ready to be at the epicenter of this historic cultural and financial shift, keep reading. About the team + role Robinhood is seeking a Senior Manager, Valuation to lead and execute valuation analyses for private company investments, minority equity stakes, and other illiquid financial instruments held across the organization. This role will partner closely with Technical Accounting & Financial Reporting (TAFR), Corporate Development, and the RHV Private Markets Valuation Committee to ensure valuations are well-supported, defensible, and compliant with US GAAP (ASC 820, ASC 321/323) and SEC reporting requirements. This role reports into Technical Accounting & Financial Reporting (TAFR) leadership and works closely with the RHV Private Markets Valuation Committee. This role is based in our Menlo Park, CA, New York, NY, and Chicago, IL office(s), with in-person attendance expected at least 3 days per week. At Robinhood, we believe in the power of in-person work to accelerate progress, spark innovation, and strengthen community. Our office experience is intentional, energizing, and designed to fully support high-performing teams. What you’ll do Financial Modeling & Valuation Analysis Build and maintain complex financial models (DCF, comparable company/precedent transaction analyses, OPM/PWERM, Monte Carlo simulations) to support fair value measurements of private company investments and other illiquid holdings. Perform quarterly and event-driven valuations for private equity/venture-style investments, including waterfall/allocation analyses across complex capital structures (preferred stock, SAFEs, convertible notes, warrants). Develop and refine valuation methodologies in line with AICPA Private Equity a

At Breeze, we're building the AI-powered infrastructure layer for global commerce, making it radically simpler for businesses to sell, get paid, and operate across markets. We go far beyond traditional payment processing. Breeze combines global payments, AI, stablecoins, and a Merchant of Record-like model to take on the complexity businesses typically manage themselves, including compliance, risk, fraud, chargebacks, reconciliation, and customer support. Our goal is simple: let businesses focus on building and selling great products while Breeze handles the complexity behind getting paid. Backed by Sequoia Capital , Multicoin Capital , and The Chainsmokers , Breeze is a successful, rapidly growing, and exceptionally well-capitalized company. We have the runway to think long term while remaining early enough that every person joining today can have a meaningful impact on what we build. Overview Every merchant Breeze takes on creates an opportunity to grow and real financial exposure to manage. We’re hiring a Underwriter to own the decisions behind that growth: which merchants we support, on what terms, and how we protect Breeze from chargebacks, refunds, fraud, and merchant failure. You’ll own underwriting from application through ongoing monitoring, combining corporate credit analysis with sharp financial judgment to make high-impact decisions. This is a hands-on builder role with the autonomy to create the policies, scorecards, and processes that will shape how Breeze manages risk and scales globally. What You'll Do Underwrite new merchant applications: analyze financials, funding, runway/burn/unit economics; assess the business model's liability tail; make approve/decline/conditional decisions with a documented rationale Set reserves, holdbacks, volume caps and exposure limits Run portfolio re-reviews, adjust terms as merchant risk changes, maintain a watchlist/escalation path, track realized losses back into the framework Build and maintain underwriting policy,