Quantitative Developer

FR Global Macro

Remote - India preferred | 3-month internship | Potential full-time conversion after performance review

About FR Global MacroFR Global Macro is a global macro research firm working closely with a live trading operation. Our team includes traders, researchers, and developers working across quantitative research, market analysis, and trading technology.

We are hiring a Quantitative Developer to work across research, trading systems, and production infrastructure. The role is hands-on and collaborative, with direct interaction with the traders, researchers, and developers using the systems and research you build.

Internship structureThe role will begin as a three-month internship. At the end of the period, we will review performance, contribution, and mutual fit to determine whether to offer a full-time position. We are looking for someone with strong technical fundamentals who can contribute while learning our systems, market context, and working practices.

What you'll work onQuantitative research and signal development· Research signals using market, order-book, and other time-series data.

· Investigate whether bid/ask liquidity, volume, order flow, and related market microstructure variables contain information about short-horizon price action.

· Develop models and tools that can inform execution decisions, including market-versus-limit order choices.

· Evaluate new datasets and take trading hypotheses from initial idea through analysis, testing, diagnostics, implementation, and, where appropriate, production use.

· Build diagnostics to understand how signals behave across different market conditions and when their behavior changes.

Research infrastructure and tooling· Build and maintain flexible research infrastructure that makes it easy to test new signals, strategies, and datasets quickly.

· Develop reusable frameworks, components, and common tooling for market and time-series data.

· Improve testing, diagnostics, and experimentation workflows so research can move quickly without sacrificing rigor.





· Make successful research easier to transition toward live use.

Trading systems and production infrastructure· Improve the reliability and deployment of internal applications, services, and dashboards.

· Build and improve centralized logging, monitoring, alerting, and observability.

· Improve redundancy, automated failover, and production diagnostics across multiple machines and services.

· Debug production issues, identify root causes, and automate operational processes.

· Take increasing ownership of components of the live technology stack as familiarity grows.

What we're looking for· Strong computer science and programming fundamentals, with strong practical ability in Python.

· Experience with Git and collaborative software development.

· Comfort working with data and debugging non-trivial technical problems.

· Sound engineering judgment and the ability to write careful, reliable code in a high-consequence environment.

· Ability to understand unfamiliar systems, ask good questions, and contribute with limited hand-holding.

· Strong analytical reasoning and clear written and verbal communication.

· A strong academic or practical background in computer science, mathematics, statistics, engineering, or another quantitative discipline.

Useful experienceExperience in some of the following areas would be practical, but is not required across the board:

· Statistics, time-series analysis, or quantitative research.

· Financial markets, electronic trading, market data, or order-book data.

· APIs, networking, and multi-machine systems.

· Docker or containerized deployment.

· Grafana, Prometheus, or similar monitoring and observability tooling.

· Logging,



alerting, production deployment, reliability engineering, failover, databases, data pipelines, or internal analytical tools.

Experience with AI-assisted software development is useful, but strong programming and engineering fundamentals are expected. Market-specific knowledge and parts of our tooling can be learned on the job.

Working styleThe team operates with a flat structure and a high level of day-to-day interaction. We value people who take ownership, communicate clearly, learn quickly, and engage with the underlying problem rather than waiting for step-by-step instructions.

· Take responsibility for getting work functioning end-to-end and raise issues early.

· Move quickly while maintaining care and accuracy.

· Stay engaged with the traders, researchers, and developers using the systems you build.

· Be open about what you do not know and willing to learn quickly.

· Be comfortable having ideas challenged and evaluating them on evidence.

Our systems support live trading, so reliability and attention to detail matter. We do not expect a new hire to know the entire domain immediately, but we do expect careful work, intellectual honesty, and good technical judgment.

Working hours and role scopeThis is a remote role, with India preferred. The trading operation is centered around U.S. market hours, so the role requires substantial overlap with the U.S. trading day and a non-traditional schedule relative to a conventional India-based engineering role. Continuous coding is not expected throughout that entire window, but responsiveness matters when a live system for which you are responsible experiences an issue.

Because the team is small, the role spans areas that are often separated at larger organizations: software engineering, quantitative research, market microstructure, production infrastructure, data, and live trading. Strong contributors can take on increasing ownership as they become familiar with the systems and demonstrate consistent performance.

📌 Quantitative Developer (India)
🏢 FR Global Macro
📍 India