Quantitative Analyst Algorithmic Trading

As a Quantitative Trading Analyst (Algo Trading) at Crosseas Capital in Mumbai, your role will involve utilizing your 2+ years of relevant industry experience to contribute effectively to the team. We are specifically seeking candidates with prior professional experience in banks, brokerages, trading firms, proprietary trading desks, or systematic/algo trading environments. Freshers and individuals with personal portfolio management experience will not be considered for this position. The salary range for this role is between 6-10LPA. **Key Responsibilities:** - Financial and market data preprocessing • Quantitative research and strategy backtesting • Statistical analysis and model evaluation • Development of research and execution tools • Building and maintaining low-latency trading utilities • Automation of internal analytics and trading workflows **Qualification Required:** - Minimum of 2 years of relevant industry experience • Strong foundation in Statistics, Mathematics, Data analytics, and Python programming • Experience working in Linux environments • Exposure to automation workflows and infrastructure development In this role, you will be responsible for tasks such as financial and market data preprocessing, quantitative research and strategy backtesting, statistical analysis and model evaluation, development of research and execution tools, building and maintaining low-latency trading utilities, and automation of internal analytics and trading workflows. If you have prior experience in quantitative trading or execution systems, familiarity with trading infrastructure and market data, strong analytical and problem-solving skills, and the ability to work in fast-paced trading environments, we encourage you to apply for this position. Remember to upload your resume along with your application. As a Quantitative Trading Analyst (Algo Trading) at Crosseas Capital in Mumbai, your role will involve utilizing your 2+ years of relevant industry experience to contribute effectively to the team. We are specifically seeking candidates with prior professional experience in banks, brokerages, trading firms, proprietary trading desks, or systematic/algo trading environments. Freshers and individuals with personal portfolio management experience will not be considered for this position. The salary range for this role is between 6-10LPA. **Key Responsibilities:** - Financial and market data preprocessing • Quantitative research and strategy backtesting • Statistical analysis and model evaluation • Development of research and execution tools • Building and maintaining low-latency trading utilities • Automation of internal analytics and trading workflows **Qualification Required:** - Minimum of 2 years of relevant industry experience • Strong foundation in Statistics, Mathematics, Data analytics, and Python programming • Experience working in Linux environments • Exposure to automation workflows and infrastructure development In this role, you will be responsible for tasks such as financial and market data preprocessing, quantitative research and strategy backtesting, statistical analysis and model evaluation, development of research and execution tools, building and maintaining low-latency trading utilities, and automation of internal analytics and trading workflows. If you have prior experience in quantitative trading or execution systems, familiarity with trading infrastructure and market data, strong analytical and problem-solving skills, and the ability to work in fast-paced trading environments, we encourage you to apply for this position. Remember to upload your resume along with your application.