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Junior Quantitative Researcher

On-site Full-time

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Experience Level

Entry Level

Qualifications

Qualifications:Bachelor's, Master's, or PhD degree from a top-tier institution.0-2 years of relevant work experience. Experience in software development, preferably in Python, C++, or R/Matlab. Ability to juggle multiple tasks in a dynamic environment. Strong verbal and written communication skills. Familiarity with Linux/Unix systems. Additional requirements:Knowledge of machine learning techniques is a plus. Experience in data analysis, market research, and data modeling is advantageous. Excellent problem-solving skills. Software development experience showcased through coursework, research projects, or open-source contributions, particularly in C++, Python, or R/Matlab.

About the job

At AlphaGrep, a leading quantitative trading and investment firm established in 2010, we pride ourselves on being one of the largest players by trading volume in Indian exchanges and maintaining a substantial market presence on various major global exchanges. Our systematic quantitative strategies focus on identifying factors that consistently yield alpha returns.

We combine these insights with our cutting-edge ultra-low latency trading systems and comprehensive risk management frameworks to formulate trading strategies across diverse asset classes, including equities, commodities, currencies, and fixed income products that are traded on global exchanges.

Responsibilities:
We are looking for talented, full-time students and recent graduates to join our Quantitative Trading team. Our traders implement rapid algorithmic strategies that capitalize on market behavior patterns across various global markets. As a Junior Quantitative Researcher, you will employ advanced quantitative modeling techniques to analyze and forecast market trends while developing high-performance code to enhance our operations and contribute to the efficiency of the global financial markets.

Your responsibilities may include:

  • Designing, implementing, and deploying trading algorithms.
  • Investigating trading concepts through market data analysis and microstructure examination for identifiable patterns.
  • Creating analytical tools to discern patterns in data.
  • Contributing to analytical computation libraries that support market data analysis and trading initiatives.
  • Developing and refining exchange simulators.

About AlphaGrep Securities

AlphaGrep is a pioneering quantitative trading and investment firm that has made a significant impact in the financial markets since its inception in 2010. We leverage advanced quantitative methodologies and sophisticated technology to strategize and execute trades across multiple asset classes on both domestic and international exchanges.

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