Quantitative Trader

AlphaGrep is a quantitative trading and investment firm founded in 2010. We are one of the largest firms by trading volume on Indian exchanges and have significant market share on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges. Our traders execute lightning-fast algorithmic strategies based on patterns in market behavior in over 150 markets worldwide. As a Quantitative Trader, you'll draw upon your computer science, mathematical, and analytical abilities to develop complex and nimble code used to grow our business and increase the efficiency of the global financial markets. We are seeking bright and resourceful individuals for our Trading teams which is based out of our offices in Bengaluru/Gurugram/Mumbai Your responsibilities may include any of the following : Designing, implementing, and deploying high-frequency trading algorithms Exploring trading ideas by analyzing market data and market microstructure for patterns Creating tools to analyze data for patterns Contributing to libraries of analytical computations to support market data analysis and trading Developing, augmenting, and calibrating exchange simulators

AlphaGrep is a quantitative trading and investment firm founded in 2010. We are one of the largest firms by trading volume on Indian exchanges and have significant market share on several large global exchanges as well.