Python /Quant Engineer

Company Overview

Not specified.

Job Summary

We are seeking a skilled Python /Quant Engineer to design, develop, and maintain scalable quantitative tools and libraries. This position offers the opportunity to work on pricing, risk, and trading models, processing large datasets and integrating models with execution systems. The role is crucial in supporting both research initiatives and live trading environments, ensuring maximum performance and reliability.

Responsibilities

• Design, develop, and maintain scalable Python-based quantitative tools and libraries.
• Collaborate with quants and researchers to implement and optimize pricing, risk, and trading models.
• Process and analyze large datasets including market, fundamental, and alternative data to support research and live trading.
• Develop and deploy applications within an enterprise environment following a well-established software development lifecycle (SDLC).
• Utilize MySQL for database management and data operations.
• Build and enhance backtesting frameworks and data pipelines, integrating models with execution systems and trading platforms.
• Optimize code for performance and reliability in a low-latency environment.
• Participate in code reviews, testing, and documentation efforts to ensure high-quality deliverables.

Qualifications

• 5+ years of professional experience in quantitative development or similar roles.
• Proficiency in Python with experience in libraries such as NumPy, Pandas, SciPy, and Scikit-learn.
• Strong understanding of object-oriented programming, data structures, algorithms, and software engineering best practices.
• Experience working with large datasets, including data ingestion and real-time processing.
• Exposure to financial instruments including equities, futures, options, FX, and fixed income, as well as financial mathematics.
• Familiarity with backtesting, simulation, and strategy evaluation tools.
• Experience with Git, Docker, and CI/CD within modern development workflows.

Preferred Skills

• Experience with C++ for developing performance-critical modules.
• Knowledge of machine learning techniques and tools such as TensorFlow and XGBoost.
• Prior experience in financial environments such as hedge funds, proprietary trading firms, investment banks, or financial data providers.

Experience

• Minimum of 5 years of relevant professional experience in quantitative development or similar roles.

Environment

• Location: Gurgaon / Noida.
• Onsite schedule: 5 days a week.
• Work Setting: Enterprise environment with a focus on collaboration within quantitative research and development teams.

Salary

• Competitive salary with a budget of 1.5L.

GrowthOpportunities

• Career advancement: Opportunities to grow within financial technology environments, taking on increasingly complex projects and leadership roles as you contribute to high-impact trading and risk management strategies.

Benefits

Not specified.