We are seeking a Quant Developer & Researcher to join our EQAR team. The ideal candidate will have 5-10 years of experience in quantitative strategy research and technology development – having worked on the full cycle from ideation and back testing to production deployment and performance monitoring.
You will play a pivotal role in leading the development of systematic trading strategies and in building the research and execution infrastructure to support them.
Roles & Responsibilities:
Quantitative Research & Strategy Development
- Research, design, and implement systematic trading strategies across equities, futures, and options, primarily in the Indian markets.
- Develop mid-frequency alpha signals using statistical, econometric, and machine learning techniques, leveraging order flow dynamics, volatility dislocations, and market microstructure patterns.
- Conduct cross-sectional and time-series analysis to identify and validate predictive signals.
- Build and maintain robust backtesting frameworks using high-frequency and intraday data, with realistic assumptions for transaction costs, slippage, and capital allocation.
- Continuously evaluate and recalibrate models to adapt to evolving market conditions.
Quant Development & Infrastructure
- Design, develop, and maintain research platforms, trading infrastructure, and data pipelines to support large-scale quantitative research.
- Integrate market data feeds, broker APIs, and OMS/EMS platforms for real-time execution and risk management.
- Develop end-to-end software solutions — from data ingestion and model training to live monitoring dashboards and analytics.
- Implement efficient data handling and automation workflows using modern programming frameworks.
- Collaborate closely with traders, researchers, and portfolio managers to translate research ideas into production-ready strategies.
Leadership & Collaboration
- Build a team of quants and developers.
- Participate in strategy review discussions, fostering cross-team collaboration and innovation.
- Stay abreast of the latest academic and industry research, and proactively contribute to the team's methodological evolution.
Qualifications & Background:
- Bachelor's or Master's in Mathematics, Statistics, Computer Science, Physics, Engineering, or related quantitative fields.
- 3+ years of experience in quantitative research, strategy development, or quant technology – preferably at a prop desk, hedge fund, or institutional trading firm.
- Demonstrated experience in developing and deploying systematic trading strategies in live environments.
- Proficient in programming languages such as Python, C++, or Java; familiarity with data analysis libraries.
- Experience with option pricing models, back-testing frameworks and handling large financial datasets (e.g., tick-level, or intraday bar data).
- Understanding of market microstructure, transaction cost analysis, execution algorithms, and execution slippage modelling.
- Additional Skills (Good to have but not mandatory):
- C++ proficiency.
- Prior experience at a prop desk, hedge fund, or institutional trading firm.
- Familiarity with broker APIs, OMS/EMS platforms, or building execution interfaces.
- Understanding of capital efficiency, collateral optimization, and portfolio margin frameworks.
If you are a talented individual with a sharp eye for detail, who can challenge the entire team, and would thrive in an innovative and entrepreneurial environment, apply for this exciting opportunity with Alpha Alternatives.
