Job description
Graviton is a privately funded proprietary trading firm in Gurugram that trades its own capital across many asset classes and venues, using time series analysis, filtering, stochastic models and statistical inference over terabytes of market data.
This role sits next to the traders rather than in a separate research silo: you help run and improve automated strategies already in production, analyse the trades they made, and write C++ and Python tooling that breaks performance down by risk attribution and other buckets.
You also build the monitoring that catches a misbehaving strategy early, and help manage deployments and release cycles.
What makes this posting unusual is the bar it sets: it asks for foundational C/C++ and scripting ability and basic Linux familiarity, not years of finance experience.
If you are a strong final year or recent engineering, maths or CS graduate who wants low latency systems work, this is a genuine door.
Who it is for: Graviton publishes NO years of experience requirement for this role, which is why it is grouped as entry level here.
What it asks for instead:
Required
• A degree in a highly analytical field such as Engineering, Mathematics or Computer Science, from what the posting calls top tier global institutes.
• Basic familiarity with Linux and command line tools.
• Foundational programming skills in C or C++, plus scripting in Perl, Python or Shell.
• Strong problem solving with advanced mathematical and quantitative reasoning.
• Clear communication, specifically the ability to explain complex technical ideas.
• A strong quantitative mindset and genuine interest in data driven problem solving.
Good to have (explicitly optional)
- Experience with high frequency trading systems and infrastructure.
• Knowledge of market microstructure and HFT strategies.
• Familiarity with low latency programming and optimisation techniques.
The day to day
• Working alongside senior traders to implement and improve automated trading strategies.
• Analysing production trades and proposing strategy enhancements from what you find.
• Designing monitoring tools that surface problems in live strategies early.
• Writing scalable C++ and Python scripts for risk attribution and performance breakdowns.
• Building post trade systems that compute statistics across every production strategy.
• Building centralised market data analysis tooling across exchanges.
• Overseeing deployment and release cycles with a senior trader.
Location and working style
Gurugram, Haryana.
The posting describes cubicle free offices and a non hierarchical culture, and lists fully covered commuting expenses, catered breakfast and lunch, four weeks of annual leave plus market holidays, gym and sports club memberships and an annual international team outing.
Nothing in the posting offers remote work.
Honest fit guidance
Read the institute line carefully before you spend an evening on the application.
Graviton is a selective prop shop and this posting names top tier global institutes explicitly, so it is a real filter rather than boilerplate.
The compensating fact is the skills bar: no years demanded, and the programming ability asked for is described as foundational rather than expert.
If you are a strong CS, maths or engineering graduate who enjoys C++, Linux and probability, this is one of the very few genuinely open doors into quant trading in India.
If your background is web or app development with little maths depth, the Quantitative Analyst
• Risk posting from the same firm asks for 3+ years and is a closer match.
