Quantitative Arbitrage Trader

2 weeks ago

Bengaluru Karnataka, India Fyers securities Full time

Job Information

Job Type
- Full time

Date Opened
- 04/22/2025

Industry
- Financial Services

State/Province
- Karnataka

City
- Bangalore

Zip/Postal Code
- 560092

Country
- India

We are seeking an exceptional Arbitrage Trader with a strong foundation in quantitative trading to join our proprietary desk. This role is ideal for someone who can leverage data, technology, and statistical methods to identify and execute high-probability arbitrage opportunities across markets.

As part of our high-performing team, you will be empowered to innovate, take ownership of your trading strategies, and benefit from a performance-driven environment backed by cutting-edge infrastructure and capital support.

**Key Responsibilities**:

- Design, develop, and manage quantitative arbitrage strategies across asset classes.
- Leverage market inefficiencies and pricing anomalies through automated and semi-automated strategies.
- Continuously enhance strategy performance using statistical analysis, back-testing, and real-time monitoring.
- Risk management, including position sizing, exposure monitoring, and performance attribution.
- Stay updated with market structure changes, regulatory developments, and technological shifts impacting trading efficiency.

**Skills & Requirements**:

- Proven track record in quantitative arbitrage trading at a proprietary desk, hedge fund, or HFT setup.
- Strong understanding of quantitative models, market micro-structure, and statistical methods.
- Hands-on experience with Python (preferred), R, C++, or similar languages for strategy development and automation.
- Ability to process large datasets, draw actionable insights, and build logic-driven trading frameworks.
- Solid grasp of risk control methodologies and real-time risk monitoring.
- Ability to make rational and fast decisions in high-stakes market environments.
- Consistent composure during volatile market conditions.
- Eagerness to learn, iterate, and evolve strategies in line with market dynamics.
- Familiarity with trading platforms, APIs, market data systems, and low-latency environments.
- Comfort working in cross-functional teams with developers, researchers, and risk professionals.
- Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or related field.
- Advanced qualifications (CFQ, FRM, CMT) are a plus.

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