Quantitative Analyst

Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We trade across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. As a Quantitative Analyst, you will play a crucial role in developing and enhancing high-frequency trading strategies. You will analyze complex financial data, build predictive models, and collaborate with our trading and technology teams to drive performance improvements.

Responsibilities

Work alongside senior traders to implement and enhance automated trading strategies, ensuring they operate efficiently and effectively; Analyze production trades to identify areas for improvement and propose enhancements to trading strategies; Design and implement monitoring tools to detect potential issues in production strategies; Write comprehensive, scalable scripts in C++ and Python to analyze production strategies, focusing on risk attribution, performance breakdowns, and other critical metrics; Develop innovative and scalable post-trade systems to analyze statistics across all production strategies; Create and implement tools for centralized market data analysis across various exchanges; Oversee the deployment and release cycles of trading systems, collaborating with senior traders

Requirements

Hold a degree in a highly analytical field such as Engineering, Mathematics, or Computer Science from top tier global institutes; Basic familiarity with Linux and command-line tools; Foundational programming skills in C/C++ and scripting experience in Perl/Python/Shell; Demonstrate strong problem-solving abilities, with advanced mathematical and quantitative reasoning skills; Excellent communication skills, with the ability to clearly convey complex technical concepts; Strong quantitative mindset with a keen interest in data-driven problem-solving

Nice to have

Experience with high-frequency trading systems and infrastructure; Knowledge of market microstructure and high-frequency trading strategies; Familiarity with low-latency programming and optimization techniques

Benefits

Open and collaborative work culture; Cubicle free offices; Non-hierarchical work culture; Competitive compensation; Annual international team outing; Fully covered commuting expenses; Best-in-class health insurance; Catered breakfasts and lunches; Well-stocked kitchen; 4 week annual leaves along with market holidays; Gym and sports club memberships; Regular social events and clubs; After work parties