Quant Developer & Researcher

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.