{"id":3090638,"url":"https://alion.io/job/edelweiss-financial-services-quantitative-trader","title":"Quantitative Trader","company":{"id":2652698,"name":"Edelweiss Financial Services","domain":"edelweissfin.com","url":"https://alion.io/company/edelweiss-financial-services","size_band":null,"is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":null,"truth_index":null},"role":"Data Science","role_family":"Data Science","seniority":"middle","employment_type":null,"work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Dubai, United Arab Emirates","Gurgaon, India","Mumbai, India"],"countries":["AE","IN"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":33000,"max_usd":88000,"period":"year","method":"global_role_cell_scaled_by_country","sample_n":2679},"experience_years_min":3,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C++","optional":false},{"name":"Java","optional":false},{"name":"KDB+","optional":false},{"name":"Python","optional":false},{"name":"Rust","optional":false},{"name":"Volatility","optional":false}],"status":"live","first_seen_at":"2026-10-22T14:35:30Z","employer_posted_date":null,"last_verified_at":"2026-10-22T14:35:30Z","board_verified":false,"closed_at":null,"days_open":9,"trust":{"level":"not_scored","repost_count":null,"flags":[],"days_open":9},"description":"We are looking for experienced Quant Traders to join one of the leading proprietary trading firms. The ideal candidate should have a proven track record of generating alpha through High-Frequency Trading (HFT) or Mid-Frequency Trading (MFT) strategies across global and domestic markets.\n\nResponsibilities: \nResearch, develop, implement, and optimise profitable quantitative trading strategies.\nTrade and manage systematic or discretionary strategies across multiple asset classes.\nMonitor live trading performance, PnL, execution quality, and risk metrics.\nPerform alpha research using market data, statistical analysis, and quantitative techniques.\nImprove execution quality, latency, and trading efficiency.\nWork closely with Quant Researchers and Quant Developers to enhance trading infrastructure.\nConduct strategy backtesting, validation, and production deployment.\nContinuously identify new trading opportunities across markets.\n\nRequirements: \n3 - 9 years of experience in HFT, MFT, proprietary trading, or hedge funds.\nStrong understanding of market microstructure and electronic trading.\nExperience trading one or more asset classes: equities, futures, options, commodities, fixed income, FX, and ETFs.\nProven experience with any trading style: High-Frequency Trading (HFT), Mid-Frequency Trading (MFT), Statistical Arbitrage, Market Making, Spread Trading, Directional Trading, Relative Value, Volatility Trading, Options Trading, Index Arbitrage, and Commodity Trading.\nStrong analytical and quantitative skills.\nProgramming knowledge in Python, C++, kdb+/q, Rust, or Java is preferred.\nExcellent understanding of risk management and execution.\n\nPreferred Background: \nExperience in Proprietary Trading Firms, HFT Firms, MFT Firms, Hedge Funds, or Electronic Trading Desks.\nA strong academic background from Tier-1 institutes is preferred.\nDemonstrated live trading track record with consistent profitability and strong risk-adjusted returns.\n\nExperience in any of the following: \nIndian Markets: NSE, BSE, MCX.\nUS Markets: CME, CBOT, NYMEX, COMEX, 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