We're looking for a Quant Trader to run a low-risk, market-neutral/arbitrage book and build the tools to trade it efficiently. This is a hands-on role for someone who's as comfortable writing production grade code as they are managing risk on a live book. You'll own the full loop from strategy logic to execution to monitoring with eventual direct P&L; responsibility.
What You'll Do
• Manage a systematic, low-risk arbitrage book (e.g., cash-futures, cross-exchange, or relative-value strategies)
• Design, build, and maintain your own pricing, signal, and execution infrastructure
• Continuously monitor risk, slippage, and book performance; refine strategies based on live data
• Automate manual processes and improve system reliability/latency
• Collaborate with risk and infra teams to ensure the book stays within defined limits
What We're Looking For
• Robust coding ability (Python and/or C++) you should be able to ship clean, efficient, production-ready code independently
• Solid grounding in market microstructure, arbitrage, or relative-value strategies
• Experience managing real trading risk, or strong quantitative/finance background with a demonstrated ability to trade
• Comfort working with large datasets, backtesting frameworks, and low-latency systems
• A bias toward automation and process efficiency over manual intervention
Nice to Have
• Experience with equities/futures required
• Background in a prop trading firm, hedge fund, or market-making desk