Trading And Analytics Model Developer Jobs

At Freddie Mac, our mission of Making Home Possible is what motivates us, and it’s at the core of everything we do. Since our charter in 1970, we have made home possible for more than 90 million families across the country. Join an organization where your work contributes to a greater purpose. Position Overview: We need a highly innovative Technical Lead! How confident are you that you can build sophisticated analytic systems? If you believe you could contribute to the development of innovative principles and ideas in a matrixed environment, please keep reading as we are seeking an individual contributor who has experience with Java and Python and can lead and nurture an inspiring environment in our Virginia office. Our Impact: The Investments and Capital Markets (I&CM) division is looking for a capable technology lead for its trading and analytics development team. This could be you! To thrive in this division, you must have a comprehensive understanding of system implementation and design, experience working in capital markets, and be enthusiastic about leading development of new paradigms in software system architecture. Your Impact: As a Trading Analytics Development Tech Lead, you will develop and maintain software using Java and Python tech stack that adheres to software engineering best practices. You will influence technical decisions, mentor developers, resolve engineering blockers, and partner with engineering managers to help teams deliver secure, reliable, and maintainable solutions. You will provide hands-on directions for full-stack applications, APIs, microservices, and integration services while reinforcing engineering discipline across design, development, testing, deployment, observability, and production readiness. Partner closely with Product Owners, engineering managers, architecture, business stakeholders, and cross-functional tec

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:

We are seeking an experienced Quantitative Developer to join our Markets Quantitative Analytics team, partnering closely with Quantitative Analysts, Traders, and Technology professionals to build the next generation of pricing, risk, and analytics platforms. This is a hands-on technical role for a highly skilled software engineer with a passion for quantitative finance. You will be responsible for designing and delivering high-performance, scalable solutions that support front office trading businesses across asset classes. The role offers the opportunity to work on complex quantitative challenges, modern engineering practices, and large-scale distributed systems while helping shape the strategic direction of Citi's quantitative technology platform. Successful candidates will combine strong software engineering expertise with an understanding of quantitative methodologies and financial markets, translating sophisticated mathematical models into robust, production-grade solutions. Key Responsibilities Design, develop, and maintain high-performance pricing, risk, and analytics libraries used across Global Markets. Partner with Quantitative Analysts to transform research models and prototypes into scalable, production-quality software. Build and optimize quantitative applications using modern C++ and Python, applying strong software architecture and engineering principles. Own the full software development lifecycle, including requirements gathering, design, implementation, testing, deployment, and ongoing support. Drive engineering excellence through CI/CD adoption, automated testing, code reviews, and software quality best practices. Develop and maintain market data platforms and data pipelines supporting analytics, pricing, and risk workflows. Work with infrastructure teams to leverage distributed computing, cloud technologies, and scalable arc

Citi's Markets Quantitative Analysis (MQA) group is seeking a highly skilled VP Quantitative Analyst to join its Equities team. This role is central to the research, design, implementation, and maintenance of cutting-edge Equities Execution Algorithms for Citi's clients and internal trading desks, with a specific focus on North America and LATAM markets. This position offers a unique opportunity to apply strong quantitative, technical, and soft skills to foster innovation within a collaborative team culture, directly impacting trading businesses, control functions, and the global client base. Key Responsibilities Algorithmic Development & Enhancement: Design and develop new algorithms and strategies for the next generation equity trading platform initiative at Citi. Research, design, and implement improvements for existing algorithmic trading strategies (e.g., VWAP, liquidity seeking). Develop and enhance quantitative models, including optimal schedule, market impact models, and short-term predictive signals (e.g., fair value). Implement algorithm enhancements and customizations with production-quality code, applying best practices for modular, reusable, and robust trading components. Data Analysis & Modeling: Perform in-depth analysis of large datasets comprising market data, orders, executions, and derived analytics. Apply statistical modeling and machine learning techniques for data analysis and signal generation. Conduct flow analysis and performance tuning for various client flows. Provide data and analysis to support initial model validation and ongoing performance analysis. Collaboration & Support: Collaborate closely with traders, risk managers, product, sales, and technology teams to integrate quantita

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-

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

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 the Role: We are looking for an experienced Risk Management professional to lead and strengthen our Market Risk and Margin Trading Facility (MTF) risk functions. The role will be responsible for developing robust risk frameworks, monitoring trading and client exposures, ensuring regulatory compliance, and safeguarding the organization against market-related risks while enabling sustainable business growth. Key Responsibilities: Market Risk Management - - Develop, implement, and continuously enhance market risk management frameworks across Equity, Derivatives, and Margin Trading Funding (MTF) businesses. - Monitor and assess market risk exposures arising from cash equities, futures, options, and leveraged products. - Establish and review risk limits, exposure thresholds, concentration limits, and margin policies. - Track key risk indicators (KRIs) and ensure timely escalation of potential risk events. MTF & Exposure Risk Management: - Manage client-level and portfolio-level risks associated with Margin Trading Funding (MTF). - Define collateral eligibility, haircut frameworks, and funding exposure limits. - Monitor leveraged positions and ensure adequate margin coverage across client portfolios. - Evaluate concentration risks and implement preventive controls to minimize losses. Risk Analytics & Monitoring: - Conduct stress testing, scenario analysis, and sensitivity assessments under varying market conditions. - Develop risk models and analytical tools to evaluate portfolio resilience during periods of volatility. - Analyze trading patterns, market trends, and exposure data to identify emerging risks. - Drive automation and real-time risk monitoring capabilities across trading systems. Regulatory Compliance & Governance: - Ensure compliance with SEBI, NSE, BSE, Clearing Corporation, and other applicable regulatory requirements. - Oversee risk-related regulatory reporting, including exposure monitoring, margin compliance, and CTCL reporting. - Coordinate w

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

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

Ready to do the most impactful work of your career? At Coinbase , we are uncompromising on our mission to increase economic freedom. The bar is high, the environment is intense, and we like it that way. This isn't a place for complacency, it’s a place to be pushed past your perceived limits. If you're ready to build the future of finance alongside people who refuse to settle for "good enough," you belong here. Coinbase is a remote-first, but not remote-only company. Expect to get together quarterly for intense in-person working sessions called “surges.” learn more about working at Coinbase . As an Associate Manager, Premium & Wealth CX, you'll lead the team responsible for delivering white-glove support to Coinbase's highest-value customers, including High Net Worth, Ultra High Net Worth, and VIP segments across our International markets. The Premium & Wealth pillar within Customer Experience is the dedicated home for relationship-led, high-touch service that keeps our most sophisticated customers confident and supported. You'll own day-to-day operations, people leadership, and service quality for your vertical, partnering closely with Compliance, Risk, and cross-functional teams to scale a support model that is fast, accurate, risk-aware, and trusted within a non-advisory framework. What you'll do: Own operational performance for your vertical, including SLA attainment, CSAT, QA scores, backlog health, repeat contacts, and complaint rates, using data and trend analysis to drive measurable improvements Lead, coach, and develop a team of Specialists, setting clear expectations through regular 1:1s, performance reviews, and building a pipeline of future leaders Drive a high-touch support model centered on trusted 1:1 customer relationships, deep specialist knowledge, and end-to-end case ownership that minimizes handoffs for complex trading, account, and funding issues Partner with Compliance, Legal, Risk, Complaints, and Workforce Management

MongoDB is expanding our global team of consulting engineers to further our ongoing plans for worldwide growth! MongoDB Professional Services works with customers of all shapes and sizes in all verticals, from tier-1 banks to small web startups, on a variety of interesting use cases from e-commerce platforms to trading systems to social media applications. Solve interesting problems, gain incredible cross-stack experience, work with the best and brightest people in the business, network with industry leaders, and see new places - all in a day’s work! MongoDB consulting exists to support the development of our customers’ vision, accelerate customers’ time to value, and drive a multitude of customer adoption scenarios - from building new solutions to modernizing legacy applications or migrating to the cloud. Our consulting solutions ensure that organizations get the best out of MongoDB. Be one of the recognized experts in this rapidly growing field in a high-growth software company successfully challenging the status quo of the database industry. You will have abundant opportunities to meaningfully impact the growth of our business in your region. We are looking to speak to candidates who are based in Tel Aviv for our hybrid working model. Candidate Profile We’re looking for a highly technical individual, with strong problem-solving and communication skills, and comfortable working closely with customers. Our ideal candidate will have Excellent analytical, diagnostic skills, and problem-solving skills High motivation for a role that combines deep technical and customer-management dimensions Confidence speaking and presenting in a collaborative customer setting 2+ years of software development/consulting/support experience, preferably in several distinct industries/verticals Familiarity with enterprise-scale software architectures, application development methodologies, and software deployment and operations Competence in at least one of the following languages (in no

About Us OpenFX is on a mission to become the global backbone for cross-border FX transactions. We are building the infrastructure to power the next generation of cross-border payment systems for institutions. The team's execution has been exceptional, and we're scaling remarkably. We're backed by Accel, NFX, Accomplice, and other top-tier investors. We seek an experienced Head of Client Success, MENA to ensure the satisfaction and retention of our institutional clients, and to build the client success team for the region. As a key member of our customer-facing team, you'll manage the overall customer experience, understand their needs, and work cross-functionally to deliver tailored solutions that drive their success. Responsibilities & Expectations Client Growth & Optimization Analyze client trading data to identify opportunities for volume growth and cost savings. Create regular reviews showcasing platform value and optimization opportunities. Develop and execute account growth strategies based on quantitative analysis that grow transaction volume by helping customers optimize their FX flows and ensuring they manage a larger share of their trading activity through our platform. Team Building & Leadership Build and hire the MENA client success team, sequencing roles against regional growth. Set the operating rhythm: account planning cadence, coverage model, and escalation paths. Coach and develop the team, owning their performance and progression. This is a player-coach role. For the first year you are the team, carrying accounts and handling client service requests while building the function around you. Operational Excellence Manage smooth client ramping processes, including technical integration and training. Coordinate with internal teams to resolve any trading or settlement issues promptly. Provide regular reporting on client health metrics and growth opportunities. Collect and organize client feedback for product and service improvement. Trading

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

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