Quant Engineer - 292+ job offers

NetConnectGlobal

Description : - Python Backend Engineer (Quant Trading) | 3 Yrs | HFT/Algo Trading Firms | Bengaluru/Hybrid Urgent Hiring for High-Frequency Trading Backend Team Key Requirements : - 3 years hands-on Python backend development - Mandatory : Prior experience with algo trading firms OR HFT/proprietary

MerQube Inc

MerQube, established in 2019 by executives from globally recognized financial and technology firms, is at the forefront of disrupting the Index creation and systematic investing landscapes. Utilizing state-of-the-art technology and a cloud-based architecture, MerQube empowers clients to bring innova

fintel research labs pvt ltd

Job Description Company Description Fintel Research Labs Pvt Ltd specializes in quantitative research, statistical analysis, market microstructure, and machine learning applications in finance. Our team, founded by experienced professionals in technology and capital markets, analyzes extensive finan

Anicalls (Pty) Ltd

• In regard to Python, we look for some development experience in the language - not simple scripting. • You'll work with researchers and portfolio managers on portfolio construction, performance simulation, optimization engines, analytics/reporting, and workflow. • Communication and interpersonal s

Nexthire

Job Title: Python Backend Engineer (Quant) Company: Crest Ventures Experience: 3+ Years Location: Mumbai Key Responsibilities: Build and optimize high-performance backend systems for trading platforms Develop low-latency, scalable trading infrastructure Implement and support quantitative trading str

Fintel Research Labs Pvt Ltd

Company Description Fintel Research Labs Pvt Ltd specializes in quantitative research, statistical analysis, market microstructure, and machine learning applications in finance. Our team, founded by experienced professionals in technology and capital markets, analyzes extensive financial market data

Quant Singularity

Singularity · Quantitative Trading · Full-time Paid Internship ABOUT THE ROLE The Data Engine is the foundation everything else runs on. This is a v1 build role: you will design and build the entire data infrastructure layer from scratch — real-time ingestion, historical storage, data quality, and c

K-Hawk Capital

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We

K-Hawk Capital is a systematic trading firm focused on high-turnover intraday strategies across equities, futures, and index options. Our performance depends on disciplined operational control, rigorous risk management, and tight integration between quantitative research and live trading systems. We