Quantitative Developer – Research & Production Systems

Experience: 3–5 Years
Location: Mumbai
Employment Type: Full-Time | Work From Office
CTC: Up to ₹15 LPA

About GreyOak

GreyOak Capital Intelligence is a financial-market intelligence startup building proprietary quantitative systems for traders, investors and financial institutions.

We are looking for a Quantitative Developer who can take quantitative research and models from experimentation into reliable, scalable production systems.

This is a hands-on engineering role focused on quantitative research infrastructure, backtesting, market data and real-time production systems.

What You Will Work On

- Productionise quantitative research, models and strategy logic.
- Build and improve multi-stock, multi-timeframe backtesting and simulation systems.
- Develop historical and real-time market-data pipelines.
- Build scalable engines processing hundreds of securities and multiple strategies.
- Maintain point-in-time correctness and prevent look-ahead bias and data leakage.
- Optimise Python workloads for speed, memory and scalability.
- Build APIs and WebSocket services for quantitative outputs.
- Work with PostgreSQL, Redis and large financial datasets.
- Debug, monitor and maintain live quantitative systems.
- Work closely with Quant Researchers from research implementation through production deployment.

What We Are Looking For

- 3–5 years of relevant experience in Quantitative Development, Algorithmic/Systematic Trading,



Trading Infrastructure or Financial-Market Engineering.
- Strong Python and SQL.
- Robust NumPy, Pandas and/or Polars.
- Experience building backtesting, strategy, signal-generation or quantitative analytics systems.
- Strong understanding of financial time-series and market data.
- Experience with REST APIs and WebSockets.
- Experience with PostgreSQL and Redis.
- Strong understanding of Git, Linux and production software development.
- Ability to independently understand an existing quantitative codebase and improve its architecture, performance and reliability.

Strongly Preferred

- Experience with NSE/BSE/F&O; markets.
- Broker APIs or real-time market-data feeds.
- FastAPI.
- Docker and cloud infrastructure.
- Python performance optimisation using multiprocessing, Numba, Cython or similar tools.
- Previous experience at a prop trading firm, broker, quantitative fintech, trading desk or market-data company.

Important

We are specifically looking for someone who has worked on quantitative/trading systems, backtesting infrastructure, financial-market data or systematic research platforms.

When Applying

Please include a short description of one quantitative, trading or market-data system you personally built or significantly contributed to, including your specific contribution and whether the system was used for historical research, backtesting or live production.

Pay: Up to ₹1,500,000.00 per year

Work Location: In person

📌 Quantitative Developer – Research & Production Systems (Mumbai)
🏢 Greyoak capital intellgnce
📍 Mumbai