Quantitative Developer

1 day ago

Mumbai Metropolitan Region, IN Crest Ventures Limited Full time

Company Description

Crest Ventures Limited, headquartered in Mumbai, India, is a Non-Banking Finance Company registered with The Reserve Bank of India (RBI) and listed on both the National Stock Exchange of India (NSE) and Bombay Stock Exchange (BSE). Operating under three verticals—Real Estate, Financial Services, and Investments—the company has a 30-year legacy of building successful businesses in the Financial Services sector. Crest Ventures has a strong track record in creating high-quality residential and commercial real estate assets across major Indian cities, and actively invests in companies with high growth potential in both private and public markets. Our Trading and Research vertical is focused on building high-conviction systematic strategies across a range of asset classes. We blend quantitative research, data science and, and engineering discipline to create robust, adaptive strategies that perform across diverse market conditions. Join us on this exciting journey of growth and success


Role Description

This is a full-time, on-site role for a Quantitative Developer based in the Mumbai Metropolitan Region. The Quantitative Developer will play a key role in developing, testing, and optimizing systematic trading strategies. Responsibilities include designing and implementing quantitative models, conducting research-driven backtests, and collaborating closely with the technology and trading teams to build scalable, data-driven infrastructure and analytics pipelines.

The ideal candidate will possess a strong blend of programming expertise, financial domain understanding, and a passion for research-led trading. You’ll contribute directly to the firm’s trading performance by enhancing our backtesting systems, improving data workflows, and refining models that power our live strategies.


Qualifications

Bachelor’s or Master’s degree in a quantitative field such as Computer Science, Mathematics, Statistics, or a related discipline.

Minimum 2 years of experience in financial markets, particularly in options trading and strategy backtesting.

Basic understanding of options Greeks, derivatives, and quantitative trading concepts.

Proficient in Python and its core data libraries (Pandas, NumPy, SciPy, scikit-learn).

Experience collaborating with technology teams to design and implement backtesting engines, process large-scale market data, and ensure robust research workflows.

Knowledge of quantitative finance, statistics, and data analysis techniques.

Familiarity with version control systems (e.g., Git) and basic task automation.

Detail-oriented, with a focus on clean, modular code, comprehensive logging, and repeatable research workflows.


Why Join Us

Be part of a firm that’s building cutting-edge, research-driven trading strategies across global markets.

Join a tight-knit, high-performing team where your ideas shape real outcomes and strategy direction.

Accelerate your learning through hands-on exposure to live trading, deep research, and cross-disciplinary collaboration.

Grow in an environment that values curiosity, experimentation, and long-term thinking over noise and shortcuts.


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