Senior Quantitative Analyst

Senior Quant Analyst Algorithmic Trading

Company: CapitNBulls

Location: New Delhi / Remote / Hybrid

Profile: Quantitative Strategy Architecture & Systematic Trading Lead

About CapitNBulls

CapitNBulls is a technology-driven financial firm specializing in systematic trading, quantitative research, and custom algorithmic solutions. We bridge the gap between complex mathematics and high-frequency execution, designing production-grade systems for institutional-level performance.

Role Overview

As a senior quant analyst, you will be a core architect of our trading ecosystem. You will lead the end-to-end lifecycle of quantitative strategiesfrom mathematical formulation and rigorous backtesting to live execution and portfolio optimization. You are expected to bridge the gap between raw data and alpha generation while mentoring junior talent and refining our execution infrastructure.

Key Responsibilities

1. Alpha Research & Strategy Architecture

Design & Lead: Develop proprietary systematic strategies across equities, F&O, and commodities using statistical arbitrage, trend-following, or mean-reversion models.

Advanced Backtesting: Build and maintain institutional-grade backtesting frameworks that account for slippage, market impact, and complex corporate actions.

2. High-Performance Execution & Infrastructure

System Ownership: Oversee the development of low-latency execution engines and Smart Order Routing (SOR) logic.

Connectivity: Optimize API integrations (REST/WebSocket/FIX) to ensure minimal execution lag and high throughput.

Scalability: Architect cloud-native (AWS/GCP) environments for parallelized research and real-time production trading.

What We're Looking For

Core Requirements

Programming Mastery: Expert-level Python (NumPy, Pandas, SciPy, Scikit-Learn). Experience with C++ or Rust for low-latency modules is a significant plus.

Fast API & REST API

Bridges: Interactive Brokers API

Redis for real-time, low-latency caching of the Order Book

Server management and operations REDIS

Risk Controls: Building custom Kill Switches

Experience: 36 years of experience in a quantitative research or algorithmic trading role with a proven track record of strategy deployment.

Statistical Depth: Deep understanding of time-series analysis, stochastic calculus, and optimization theory.

Technical Stack & Good to Have

Infrastructure: Hands-on experience with Redis, PostgreSQL, and Docker/Kubernetes.

Tooling: Experience with Zipline, Lean, or custom-built event-driven back testers.

Markets: Strong intuition for market microstructure and liquidity dynamics.

Perks & Benefits

Performance Bonus: Competitive PnL-linked incentives.

Competitive salary & high pay.

Growth: Leadership path toward Head of Quantitative Research or Fund Manager.

How to Apply

Submit your CV and a summary of your trading/research philosophy to [Confidential Information]

Subject: Senior Quant Analyst Application [Your Name]