COMPANY PROFILE
Greenland Investment Management is a Mumbai headquartered global hedge fund
manager managing assets in excess of USD 1 billion. We manage one of the
fifteen largest dedicated commodity hedge funds globally.
We specialize in cross-market arbitrage strategies across commodities and
currencies, investing globally across 40+ markets. We employ a purely
quantitative approach using our proprietary big-data research systems to
systematically create consistent alpha generating strategies. Our extensive
network of globally connected exchange co-located servers along with our low
latency trading platform allow us to algorithmically capture these market
inefficiencies across asset classes.
About the Role
We're hiring a Quant Developer to build and own the data and research
infrastructure behind our
commodities research team. You'll work across data engineering, research
tooling, and trading-system
integration — building pipelines, a backtesting framework, and the tooling that
turns models into
production-ready systems.
Responsibilities
Market data
• Design and maintain pipelines to ingest and process tick data across the
commodities product
universe.
• Integrate additional third-party data vendors and own the maintenance of their
APIs and feeds.
• Store data efficiently in DuckDB and build/maintain spread series (calendar,
inter-commodity,
product).
• Ensure data quality, completeness, and reliability through monitoring and
validation.
Research infrastructure
• Build the research layer and a reusable, performant backtesting framework.
• Improve the codebase so researchers use the system rather than write code —
clean APIs,
sensible defaults, minimal boilerplate.
Trading system integration
• Own the workflow for setting up research models on the trading system.
• Build and maintain the scripts that push model parameters to the trading
system reliably and
repeatably.
Requirements
• 2+ years as a quant developer, data engineer, or software engineer in a
quant/t