AlphaGrep is a quantitative trading and investment management firm founded in .
We are one of the largest firms by trading volume on Indian exchanges and have
significant market share on several large global exchanges as well.
We use a disciplined
and systematic quantitative approach to identify factors that consistently generate
alpha. These factors are then coupled with our proprietary ultra
low latency trading
systems and robust risk management to develop trading strategies a
cross asset classes
(equities, commodities, currencies, fixed income) that trade on global exchanges.
AlphaGrep Securities seeks a Quantitative Research Intern, who will be part of trading
group which executes algorithmic strategies based on market behavior. We cover the
global markets by leveraging and integrating technology, risk management and
quantitat
ive research.
Designing, implementing, and deploying high
frequency trading algorithms




Exploring trading ideas by analysing market data and market microstructure for
patterns
Creating tools to analyse data for patterns
Contributing to libraries of analytical computations to support market data
analysis and trading
Developing, augmenting, and calibrating exchange
s
imulators
science, mathematics and related fields to apply.
Additional requirements include:
Familiarity with machine learning (a plus
)
Experience with data analysis, market research and data modeling (a plus)
Brilliant problem
solving abilities
Software development experience as demonstrated through course work,
research projects, or open source activities, preferably in C++, Python or
R/Matlab
A passion for new technologies and ideas
The ability to manage multiple tasks in a quick
paced workplace
Robust communication skills
A working knowledge of Linux/Unix

📌 Team Neverest Intern Mumbai (India)
🏢 AlphaGrep Securities
📍 India