We are looking for a

Quantitative Researcher

to design, develop, and optimize systematic trading strategies, with a strong focus on options and derivatives markets. The role involves researching market opportunities, backtesting and refining trading strategies, implementing risk management frameworks, and automating execution and analysis workflows. The ideal candidate will have strong programming skills in

Python and C++

, a solid understanding of

financial markets and derivatives

, and experience in

quantitative strategy development, backtesting, and algorithmic trading infrastructure

within a fast-paced trading environment.

Responsibilities
Design and implement quantitative trading strategies, fine-tuning execution parameters and performance metrics.
Develop and analyze strategy variants, incorporating diverse market conditions and optimization techniques.
Implement risk management mechanisms such as dynamic stop-loss and exit strategies to enhance stability.
Research, design, and develop profitable options strategies aligned with real-time market conditions.
Explore and test indicator-driven approaches to improve trade selection and efficiency.
Backtest and optimize various trading strategies (e.g., straightforward, discount-based,



butterfly, rolling, and hedging strategies), evaluating profit potential and risk exposure.
Automate strategy execution and daily updates to streamline backtesting, analysis, and real-time monitoring.

Requirements
Solid programming skills in Python and C++ (experience with NumPy, Pandas, and other data libraries is a plus).
Understanding of financial markets, derivatives, and quantitative trading concepts.
Experience with backtesting and performance analysis of trading strategies.
Familiarity with algorithmic trading infrastructure and execution systems.
Solid analytical and problem-solving skills, with the ability to work in a fast-paced trading environment.
Prior experience in quantitative research, trading, or algorithmic strategy development.
Knowledge of options trading and derivatives pricing models.
Experience with real-time data analysis and automation in trading workflows.

Disclaimer : This job posting has been aggregated from external source. Role detailscontentand availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.

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