Quantitative Trader 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

About BlockTech As a Quantitative Trader on our Singapore trading floor, you’ll own positions and PnL end-to-end from interpreting live market flow and liquidity through tuning and intervening in our automated systems, all the way to shaping the next generation of execution logic and trading tools. You’ll sit shoulder-to-shoulder with Quantitative Researchers, Quantitative Developers, and Software Engineers, and your decisions will directly drive how we trade across venues. The role Managing and monitoring Delta1 positions across multiple venues, owning the PnL and risk that comes with them Reading live market flow, liquidity conditions, and market events, and translating that read into concrete trading and execution decisions Tuning and parameterising our automated and semi-automated systems, and knowing when to step in to manage risk or capture an opportunity Improving execution quality and market-making performance through data-driven analysis of strategy behaviour Designing and specifying the trading tools, dashboards, and analytics that the desk relies on to make decisions Collaborating closely with researchers, developers, and engineers to sharpen models, infrastructure, and execution logic, and shaping the roadmap for new trading initiatives What we’re looking for 3+ years of experience as a Quantitative Trader and/or Quantitative Researcher in a professional trading environment, with demonstrated PnL responsibility on linear (Delta1) products across multiple venues Hands-on experience operating automated and semi-automated trading systems under live conditions: monitoring, tuning, and intervening when it matters Strong analytical instincts: you can take a messy dataset of fills and quotes and turn it into a concrete execution improvement A deep, intuitive grasp of market microstructure and the ability to explain why a strategy works, not just that it does Proficiency in Python for analysis, tooling, and interaction with trading systems An ownership mindset:

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

About BlockTech BlockTech is a fast-paced algorithmic trading firm at the frontier of global cryptocurrency derivatives and spot markets. We trade 24/7 across some of the most data-rich, fast-moving venues in finance, and we use that data to build smarter models, sharper signals, and more adaptive systems. Crypto is one of the few markets where a researcher can still meaningfully move the edge. The data is abundant, the microstructure is novel, and the feedback loop between a research idea and live PnL couldn’t be shorter. We’re growing fast, and we’re looking for a Quantitative Researcher with a strong machine learning toolkit to help us push that edge further. The role As a Quantitative Researcher on our trading floor, you’ll own ideas end-to-end from hypothesis and dataset construction through feature engineering, model training and backtesting, all the way to live deployment, monitoring, and iterative improvement. You’ll sit shoulder-to-shoulder with Quantitative Traders and Quantitative Analysts, and your work will directly drive how we price and trade. What you’ll work on Collaborating closely with traders to translate research insights into systematic trading strategies Designing, developing and deploying models for price prediction, signal generation, execution, and anomaly detection across crypto derivatives and spot markets using state-of-the-art AI and ML techniques. Building robust trading, backtesting and research infrastructure alongside our engineers, so promising ideas can move into production quickly and safely Owning models in production: monitoring live performance, diagnosing decay, and iterating on what you ship What we’re looking for A strong academic background in a quantitative discipline (Mathematics, Physics, Statistics, Computer Science, Econometrics, ML/AI, or similar), typically a PhD or an MSc with strong research experience Fluency in Python and the modern ML stack (PyTorch and/or TensorFlow, scikit-learn, NumPy, pandas) A deep, intuit

About BlockTech BlockTech is a fast-paced algorithmic trading firm at the frontier of global cryptocurrency derivatives and spot markets. We trade 24/7 across some of the most data-rich, fast-moving venues in finance, and we use that data to build smarter models, sharper signals, and more adaptive systems. Crypto is one of the few markets where a researcher can still meaningfully move the edge. The data is abundant, the microstructure is novel, and the feedback loop between a research idea and live PnL couldn’t be shorter. We’re growing fast, and we’re looking for a Quantitative Researcher with a strong machine learning toolkit to help us push that edge further. The role As a Quantitative Researcher on our trading floor, you’ll own ideas end-to-end from hypothesis and dataset construction through feature engineering, model training and backtesting, all the way to live deployment, monitoring, and iterative improvement. You’ll sit shoulder-to-shoulder with Quantitative Traders and Quantitative Analysts, and your work will directly drive how we price and trade. You will: Collaborate closely with traders to translate research insights into systematic trading strategies Design, develop and deploy models for price prediction, signal generation, execution, and anomaly detection across crypto derivatives and spot markets using state-of-the-art AI and ML techniques. Build robust trading, backtesting and research infrastructure alongside our engineers, so promising ideas can move into production quickly and safely Own models in production: monitoring live performance, diagnosing decay, and iterating on what you ship What we're looking for A strong academic background in a quantitative discipline (Mathematics, Physics, Statistics, Computer Science, Econometrics, ML/AI, or similar), typically a PhD or an MSc with strong research experience Fluency in Python and the modern ML stack (PyTorch and/or TensorFlow, scikit-learn, NumPy, pandas) A deep, intuitive grasp of overfitting, g

About BlockTech BlockTech is an algorithmic trading firm operating at the frontier of global crypto derivatives and spot markets. We trade 24/7 across some of the fastest-moving, most data-rich venues in finance. Crypto is one of the few markets where the gap between a good model and live PnL comes down to how fast and how reliably you can ship it. Abundant data, novel microstructure, and a short path to production mean the quality of our infrastructure directly moves the edge. We're looking for a Quantitative Developer to build that infrastructure and get our models into production. The role This is a hands-on engineering seat on our trading floor. You'll own the infrastructure that turns research models into production trading systems, working primarily in Python and Rust, the language our models and systems are written in. You'll build the frameworks and tooling that let quants ship their code to production and keep those systems running once they're live. You'll work shoulder-to-shoulder with researchers, traders, and fellow engineers, building the tooling, pipelines, and standards that let good ideas reach production quickly and safely, and helping raise the engineering bar across the floor. You will Build and own the infrastructure that takes models from research to production - data pipelines, backtesting, deployment, and monitoring. Turn research prototypes into robust, performant, production-grade code that runs reliably in live trading Work closely with quantitative researchers and traders to get new models live quickly and safely Own the systems you ship in production: monitor performance, diagnose issues, and keep latency and reliability high Improve the tools, standards, and pipelines the team relies on, raising the engineering bar across the floor What we're looking for 2+ years of software engineering experience, with a track record of shipping production-grade systems A strong academic foundation in a STEM discipline (computer science, mathematics, p

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

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

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

About BlockTech BlockTech is an algorithmic trading firm operating at the frontier of global crypto derivatives and spot markets. We trade 24/7 across some of the fastest-moving, most data-rich venues in finance. Crypto remains one of the few markets where a researcher can still meaningfully move the edge: abundant data, novel microstructure, and the shortest possible loop between a research idea and live PnL. We're looking for an experienced Quantitative Researcher to take ownership of that edge and push it further. The role This is a senior, hands-on research seat on our trading floor. You'll own a research agenda end-to-end from hypothesis, dataset construction, feature engineering, model training, backtesting, live deployment, monitoring, and iteration. You'll be trusted to set its direction. You'll work shoulder-to-shoulder with fellow researchers, traders and analysts, shape how we price and trade, and help raise the bar for research across the floor, including mentoring less experienced researchers and influencing the tools and standards the team relies on. You will: Own price-prediction, signal, execution, and anomaly-detection models across crypto derivatives and spot markets from idea to live PnL using state-of-the-art ML Shape our research, backtesting, and trading infrastructure together with engineers, so good ideas reach production quickly and safely Own models in production: monitor live performance, diagnose decay, and iterate on what you ship Set research direction alongside traders, deciding which trades are worth making and why Raise the research bar by mentoring colleagues, reviewing work, and setting standards for rigour What we're looking for 4+ years of hands-on quantitative research and/or applied ML experience, with a track record of models you've taken into production trading live A strong academic foundation in a quantitative discipline (mathematics, physics, statistics, computer science, ML/AI, or similar) Fluency in Python and the modern

About BlockTech BlockTech is an algorithmic trading firm operating at the frontier of global crypto derivatives and spot markets. We trade 24/7 across some of the fastest-moving, most data-rich venues in finance. Crypto remains one of the few markets where a researcher can still meaningfully move the edge: abundant data, novel microstructure, and the shortest possible loop between a research idea and live PnL. We're looking for an experienced Quantitative Researcher to take ownership of that edge and push it further. The role This is a senior, hands-on research seat on our trading floor. You'll own a research agenda end-to-end from hypothesis, dataset construction, feature engineering, model training, backtesting, live deployment, monitoring, and iteration. You'll be trusted to set its direction. You'll work shoulder-to-shoulder with fellow researchers, traders and analysts, shape how we price and trade, and help raise the bar for research across the floor, including mentoring less experienced researchers and influencing the tools and standards the team relies on. What you'll do Own price-prediction, signal, execution, and anomaly-detection models across crypto derivatives and spot markets from idea to live PnL using state-of-the-art ML Shape our research, backtesting, and trading infrastructure together with engineers, so good ideas reach production quickly and safely Own models in production: monitor live performance, diagnose decay, and iterate on what you ship Set research direction alongside traders, deciding which trades are worth making and why Raise the research bar by mentoring colleagues, reviewing work, and setting standards for rigour What we're looking for 4+ years of hands-on quantitative research and/or applied ML experience, with a track record of models you've taken into production trading live A strong academic foundation in a quantitative discipline (mathematics, physics, statistics, computer science, ML/AI, or similar) Fluency in Python and the m

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

Chicago Trading Company (CTC) is a premier proprietary trading firm specializing in options market making. Our collaborative culture fuels innovation in quantitative research, systematic trading strategies, and cutting-edge trading technology. For over three decades CTC has provided critical liquidity across derivatives exchanges worldwide - making them fairer, more transparent, and more efficient. We strive to be the most innovative firm in the industry today, tomorrow, and long into the future while upholding ethical excellence. We believe that CTC makes a positive impact on the markets, the lives of our employees, and all the communities to which we belong. Started in 1995 by a team of forward-thinking Traders, we are proud to call ourselves an industry leader that keeps making markets and each other better. Are you excited by the opportunity to be part of a dynamic trading environment that values teamwork and collaboration? Do you thrive in an innovative atmosphere? If so, we encourage you to consider Chicago Trading Company! The Role The Quant Trading Associate (QTA) role is our entry-level position within our Trading and Quant organization and gives you broad exposure to the whole business as you work towards graduating from the Associate Program and assuming a role as a Quant Trader or Quant Researcher. As a QTA, you will work in a high-impact role as a member of a trading or quantitative team. You will play a vital part in identifying trading opportunities and impacting your team through dynamic problem solving — including trade execution, strategy formulation, back-testing, data analysis, and the modeling and pricing of traded financial derivatives — while communicating with traders, risk managers, software engineers, and quants throughout the trading day. You will learn all aspects of the trading and quant operation and work towards a role that generates trading revenue or drives strategy development for the team. In addition to the

Chicago Trading Company (CTC) is a premier proprietary trading firm specializing in options market making. Our collaborative culture fuels innovation in quantitative research, systematic trading strategies, and cutting-edge trading technology. For over three decades CTC has provided critical liquidity across derivatives exchanges worldwide - making them fairer, more transparent, and more efficient. We strive to be the most innovative firm in the industry today, tomorrow, and long into the future while upholding ethical excellence. We believe that CTC makes a positive impact on the markets, the lives of our employees, and all the communities to which we belong. Started in 1995 by a team of forward-thinking Traders, we are proud to call ourselves an industry leader that keeps making markets and each other better. The Role As a Quant Trading (QT) Intern, you will be challenged to learn and adapt in an exciting team environment and will play a substantial role in our day-to-day trading and quant-related activities. Your impact is immediate and meaningful. You will become a member of a team for the summer and play a vital role completing project work and/or identifying trading opportunities and communicating with software engineers, quants, traders, and risk managers throughout the trading day. As part of the Summer Associate cohort, you will learn and socialize alongside other QT Interns and Software Engineering (SE) Interns. What to Expect The 8-week internship program gives you insight into our culture and an inward look into what our business is all about. You will participate in three classroom learning experiences including: a week-long Basics of Options class, a multi-week class on the fundamentals of market making (Mock Trading), and a multi-week class that introduces elements of our quant framework (Quant Curriculum). You will also attend planned social activities and talks from various business leaders to propel your professional growth, and

Chicago Trading Company (CTC) is a premier proprietary trading firm specializing in options market making. Our collaborative culture fuels innovation in quantitative research, systematic trading strategies, and cutting-edge trading technology. For over three decades CTC has provided critical liquidity across derivatives exchanges worldwide - making them fairer, more transparent, and more efficient. We strive to be the most innovative firm in the industry today, tomorrow, and long into the future while upholding ethical excellence. We believe that CTC makes a positive impact on the markets, the lives of our employees, and all the communities to which we belong. Started in 1995 by a team of forward-thinking Traders, we are proud to call ourselves an industry leader that keeps making markets and each other better. The Role As a Software Engineering (SE) Intern, you will be challenged to learn and adapt in a dynamic, forward-thinking, and fast-paced environment and will experience life as an engineer on one of our technology teams. Your impact is immediate and meaningful. You will work alongside software engineers designing, solving and testing complex coding problems that will deliver solutions to our trading tools and risk applications. You will build the tools traders and quants rely on to price, trade, and manage risk in real time - and because our release cycles are measured in days, you will watch your code reach production and affect the desk almost immediately. This work draws on a solid foundation in computer science, software development practice, and strong communication and teamwork. You will get exposure to the design and implementation of these systems, which will allow you to build upon your technical skills. As part of the Summer Associate cohort, you will learn and socialize alongside other SE Interns and Quant Trading (QT) Interns. There are a variety of languages you could get practical experience working with including (but