We are seeking a developer with a solid foundation in Indian equity and cash markets to design, build, and optimize systematic trading workflows. In this role, you will bridge the gap between equity research and algorithmic execution by gathering quantitative strategy requirements and engineering robust backtesting systems and automated trading pipelines.
Key Responsibilities
- Strategy Engineering & Backtesting: Design, code, and maintain scalable backtesting engines tailored for equity and cash market strategies (intraday, swing, momentum, mean-reversion).
- Requirements Gathering: Collaborate with traders and research analysts to translate market insights, rule-based setups, and risk constraints into production-ready algorithmic logic.
- Market Data & Pipeline Management: Ingest, clean, and process market feeds, historical Bhavcopy records, and order book snapshots for quantitative analysis.
- Execution & Risk Logic: Implement trade management workflows, including trailing stop-losses, position sizing rules, slippage modeling, and execution bridges via broker/exchange APIs.
- Performance Analytics: Calculate and benchmark key quantitative metrics (Sharpe ratio, Maximum Drawdown, CAGR, Win/Loss ratios, slippage impact).