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Who We Are Addepar is a global data and AI platform empowering investment professionals to turn complex financial information into actionable intelligence. Addepar unifies portfolio, market and client data in a total portfolio view and delivers AI-powered insights within investment and client workflows. More than 1,400 firms in nearly 60 countries use Addepar to manage and advise on nearly $9 trillion in assets. Its open platform integrates with nearly 650 software, data and consulting partners to power end-to-end investment operations across firms of all sizes and complexity. Addepar supports clients worldwide with offices in New York City, Salt Lake City, London, Edinburgh, Pune, Dubai, Geneva, Singapore and São Paulo. The Role The ADM Support team handles all client inquiries related to Addepar's Alternatives Data Management (ADM) solution post-implementation. ADM Support Analysts play a critical role in supporting some of the world's most sophisticated investors, answering questions and resolving issues related to their alternative investment data on the Addepar platform. They ensure clients get the most value out of each interaction by providing accurate, timely guidance across the full scope of ADM functionality. Our ideal candidate is tenacious about tackling problems, can skillfully coordinate with internal teams, and enjoys working directly with clients in the alternative investments space. Applicants must have legal authorization to work in the country where this role is based on the first day of employment. Visa sponsorship is not available for this position. What You’ll Do Identify, respond to, and resolve issues and questions raised by ADM clients, providing timely and accurate support. Work in complex alternative investment data sets to identify and resolve data and calculation discrepancies. Evaluate the criticality of client issues and collaborate with other internal ADM teams (Collections, Operations) to drive resolution. Conduct root-cause an

Who We Are Addepar is a global data and AI platform empowering investment professionals to turn complex financial information into actionable intelligence. Addepar unifies portfolio, market and client data in a total portfolio view and delivers AI-powered insights within investment and client workflows. More than 1,400 firms in nearly 60 countries use Addepar to manage and advise on nearly $9 trillion in assets. Its open platform integrates with nearly 650 software, data and consulting partners to power end-to-end investment operations across firms of all sizes and complexity. Addepar supports clients worldwide with offices in New York City, Salt Lake City, London, Edinburgh, Pune, Dubai, Geneva, Singapore and São Paulo. The Role The Portfolio Services team is at the core processing Addepar’s client data. We play a pivotal role in enabling data to flow across our data platforms into our client’s instances. Working at the critical intersection of application, analyst, and operations teams, we promote developer velocity and robust process automation. Working with a healthy mix of new technologies and existing core applications, the team thrives on solving complex challenges to deliver high-impact solutions. If you're passionate about creating true engineering leverage, this is the team for you. Applicants must have legal authorization to work in the country where this role is based on the first day of employment. Visa sponsorship is not available for this position. What You’ll Do Work with teams across the organisation to: Develop resilient distributed services and high quality tooling to support product operations and engineering Investigate and debug complex issues that span across teams and applications Drive software delivery and improve the engineering processes we use to develop and release software Who You Are Comfortable working independently, with a bias for action Thrives in ambiguous spaces where there isn’t a clear solution Enjoys digging into new pr

Who We Are Addepar is a global data and AI platform empowering investment professionals to turn complex financial information into actionable intelligence. Addepar unifies portfolio, market and client data in a total portfolio view and delivers AI-powered insights within investment and client workflows. More than 1,400 firms in nearly 60 countries use Addepar to manage and advise on nearly $9 trillion in assets. Its open platform integrates with nearly 650 software, data and consulting partners to power end-to-end investment operations across firms of all sizes and complexity. Addepar supports clients worldwide with offices in New York City, Salt Lake City, London, Edinburgh, Pune, Dubai, Geneva, Singapore and São Paulo. The Role The Platform Services team is at the core of accelerating Addepar’s platform scalability, elasticity, and global expansion. We play a pivotal role in driving innovation and standards for building distributed services and on-demand environments to meet the rapid scale of Addepar’s growth. Working at the critical intersection of application, infrastructure, and operations teams, we promote developer velocity and robust process automation. Working with a healthy mix of new technologies and existing core applications, the team thrives on solving complex challenges to deliver high-impact solutions. If you're passionate about creating true engineering leverage, this is the team for you. Applicants must have legal authorization to work in the country where this role is based on the first day of employment. Visa sponsorship is not available for this position. What You’ll Do Work with teams across the organisation to: Develop resilient distributed services and high quality tooling to support product operations and engineering Investigate and debug complex issues that span across teams and applications Drive software delivery and improve the engineering processes we use to develop and release software Who You Are Comfortable working independent

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

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

About Graviton Research Capital: Graviton Research Capital is a cutting-edge high-frequency trading (HFT) firm that leverages technology, quantitative research and algorithms to trade in global markets. Our team consists of world-class technologists, researchers and traders who collaborate to push the boundaries of automated trading. Role Overview : We’re looking for a Central Execution Trader to join our Singapore team. This role interfaces with, and acts as the communication hub for all brokers and exchanges on behalf of the firm externally, as well as technology, quantitative researchers, risk management, compliance, and business development teams internally. In this role, you’ll be building and refining systems that keep our live trading running flawlessly—where milliseconds make the difference. From designing real-time monitoring tools to automating critical workflows, you’ll be at the heart of ensuring smooth and efficient trade execution. Key Responsibilities: Act as the first line of defense in the events of alerts, rejects, and outages, and act as the primary point of contact for brokers and exchanges as the run point on all live issues that impact trading, undertaking risk-reducing trades when required, and ensuring end of day processes. Build and enhance real-time trade monitoring systems for live and post-trade environments, driving faster data analysis and quicker issue resolution. Automate critical processes like position reconciliation, and locates borrowing, cutting down manual effort and boosting operational efficiency. Conducted advanced trading algorithm analyses, optimizing execution strategies to improve trading efficiency. Leveraged expertise in systematic trading systems to enhance financial data management and operational efficiency. Work closely with traders, exchanges/PBs, developers and risk managers to enhance operational workflows and reduce processing times. Supported trade operations by monitoring and resolving trade discrepancie

Software Engineer Build technology where every nanosecond matters. At Graviton, software isn't just a tool that supports trading. It is the infrastructure behind every research breakthrough, every trading decision and every competitive advantage. As a Software Engineer , you'll work on systems where performance, reliability and precision matter at an extraordinary scale. You'll partner closely with software engineers and quantitative researchers to build technology that processes enormous volumes of market data, powers quantitative research and supports live trading. You'll take on problems that don't have obvious answers — from designing high-performance systems and distributed infrastructure to eliminating bottlenecks measured in microseconds and building tools that make our researchers and engineers faster. Your work will go into production, be measured against real-world performance and have a direct impact on how our trading systems operate. If you enjoy solving hard engineering problems, understanding systems at a deep level and pushing technology to its limits, you'll feel right at home. What You'll Work On You'll work across the engineering stack that powers our quantitative research and trading platforms. Depending on your team, your work may include: Designing and building high-performance, low-latency systems in modern C++. Building distributed systems that process and analyze massive volumes of market data . Designing systems where latency, throughput and reliability directly influence trading performance . Working on Linux systems, networking, concurrency and multithreaded applications. Profiling systems, identifying bottlenecks and optimizing performance at the hardware and software level. Building robust infrastructure that supports quantitative research and live trading. Debugging complex production systems and solving problems where correctness and reliability are critical. Designing internal platforms and developer tools that accelerate research an

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

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

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

University Recruiter About Graviton : Graviton Research Capital is a global quantitative trading and investment firm driven by technology, mathematics and rigorous problem-solving. We bring together exceptional talent across quantitative research, software engineering and technology to solve some of the most challenging problems in the industry. Our university talent ecosystem is one of the most important engines for building Graviton's future — and one of the most operationally demanding to run well. The Role : We are looking for a campus talent professional who can both think in systems and execute in detail — someone who can shape how Graviton identifies, engages, assesses and converts exceptional early-career talent, and who is equally comfortable owning the on-the-ground execution that makes a hiring cycle run without friction. Depending on experience, this role can be scoped as a hands-on execution owner running the campus hiring engine end-to-end, or as a strategic owner architecting the assessment frameworks, university strategy and program design that the engine runs on — in both cases, you will partner closely with Quant and Tech leaders and be accountable for the full lifecycle: university outreach, assessments, internships, PPO conversion and onboarding. What You Will Own Campus Talent Strategy & Ecosystem Building Build and maintain relationships with priority institutions (IITs, IIITs, BITS and relevant global universities), placement offices, faculty and student communities. Drive year-round engagement - events, technical talks and competitions — to strengthen Graviton's employer brand outside peak hiring windows. Assessment & Selection Coordinate (or design and standardize, at senior levels) rigorous selection frameworks in partnership with Tech and Quant teams — scheduling assessments, allocating panels, driving timely feedback, and building interviewer calibration mechanisms to keep evaluation objective and consistent. Internships & PPO

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. ROLE Dynamically managing portfolio risk by evaluating historical and real-time strategy performance. Overseeing automated trade execution and monitoring transaction costs. Supervising a small team of researchers and developers on a daily basis. Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research. Performing research to acquire historical and production data sources needed to build investment models. Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers. Engineering investment models that will make the buy and sell recommendations for the portfolios using advanced quantitative mathematic statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs. Using quantitative models to value securities. Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets. Developing aspects of successful statistical models, focusing on forecasting and optimization. Expanding trading universe and volume and expanding to other exchanges and products. REQUIREMENTS Advance degree (Masters or Ph.D.) in a computational or analytical field. Minimum of 10 years’ experience developing, researching or implementing quantitative models for equities, futures and/or FX. Hands on experience with all aspects of the research process, including methodology section, data collection and analysis, testing,

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. ROLE Entry-Level Quantitative Researchers are responsible for conducting rigorous quantitative research with a focus on predictive models. You will be trained in all aspects of systematic trading from idea generation all the way to practical trading considerations. Successful hires will ultimately become thought leaders within our collaborative research group. RESPONSIBILITIES Conduct original quantitative alpha signal research Follow, digest and analyze the latest academic research Manage all aspects of the research process, including idea generation, data analysis, hypothesis development and testing, alpha discovery, trading strategy generation, backtesting and portfolio analysis Build analytical tools to supplement our shared research framework REQUIRMENTS B.S., M.S. or PhD in finance, economics, mathematics, statistics, data science, computer science, or other quantitative discipline. Programming in Python (or comparable language) and working knowledge of SQL Strong analytical and quantitative skills. Willingness to take ownership of his/her work. Ability to work both independently and collaboratively within a team. Strong desire to deliver high quality results in a timely fashion. Detail-oriented. Prior experience in the financial services industry is not required. A commitment to the highest ethical standards.

JOB TITLE Talent Acquisition Analyst A CAREER WITH POINT72’S HUMAN RESOURCES TEAM As an HR Team, our mission is to be trusted business partners and advisors within the Point72 community, committed to driving a distinctive culture that values collaboration, innovation, and adaptive performance. We are a group of professionals who prioritize business context while listening to all sides, across teams and levels, with empathy. We strive to be commercial and innovative, focused on deeply understand the nuances of global and business unit dynamics and seeking unconventional ways of approaching our relationships with our people. WHAT YOU’LL DO The Talent Acquisition Analyst will be responsible for overseeing the end-to-end contractor lifecycle, with a strong emphasis on data accuracy, compliance, access governance, and spend visibility. This role will ensure contractors are onboarded efficiently, background checks are completed in accordance with policy, and system access is aligned with business needs and information security standards. Managing contractor onboarding from offer acceptance through system access activation, ensuring all required documentation and approvals are completed accurately and on time. Tracking and validating completion of background checks prior to start date, while maintaining clear documentation to support audit and compliance requirements. Partnering closely with Information Security and IT teams to ensure contractors are granted appropriate, role-based access and do not have access to sensitive systems or data unless explicitly required. Supporting periodic access reviews and ensuring timely updates when contractor scope, assignment, or business needs change. Determining contractor types and establishing clear guidelines for the appropriate process, documentation, approvals, onboarding steps, access requirements, and governance standards for each contractor category. Maintaining accurate contractor rec