Quant Developer
Edelweiss Global Markets
Salary undisclosed
Need a reasonable accommodation to apply or interview? Contact us.
JobMinglr uses automated technology to recommend jobs based on profile information and job preferences. Match Score does not determine eligibility for a position, prevent a user from viewing or applying to a job, or make hiring decisions on behalf of an employer.
Description
About Edelweiss Global Markets
Edelweiss Global Markets is one of India’s most established and innovative proprietary trading businesses. We trade across equities, derivatives, fixed income, and currencies using a wide spectrum of strategies - from arbitrage and options to systematic and high‑frequency trading.
Our success is built on quantitative research, disciplined risk management, and deep collaboration between traders, quants, and engineers. We believe the best ideas emerge when smart people are given ownership, mentorship, and the freedom to experiment.
About the Role
We are looking for a Quant Developer to join our Core Engineering team. This role is pivotal in extending our strategy footprint across geographies and accelerating the research‑to‑deploy cycle through robust engineering and smart infrastructure design.
You will work closely with quant researchers, traders, and infrastructure teams to design backtests, simulations, and live trading systems. Your work will directly impact trading performance, scalability, and speed of experimentation.
What You Will Do
- Partner with quant researchers to design and implement backtests, simulations, and live trading systems
- Build scalable, fault‑tolerant infrastructure for multi‑asset, multi‑geo strategy deployment
- Enforce strong data validation pipelines and maintain high data hygiene across the stack
- Collaborate with trading, ops, and infra teams to keep systems performant, lean, and auditable
- Own and evolve our cloud‑based research stack to dramatically speed up backtesting and experimentation
What You Need to Succeed
- Bachelor’s degree or higher in Computer Science, Engineering, Mathematics, or related field
- 2+ years of industry‑level development experience in C++, with focus on performance optimization
- Strong programming background in C++ and Python with production‑level coding habits
- Solid grasp of data structures, numerical computing, and performance optimization
- Experience with cloud‑based compute environments (AWS, Kubernetes, distributed job runners)
- Ability to work with tick‑level market data, large‑scale simulations, and fast I/O pipelines
- Excellent communication and cross‑functional coordination skills
Why Join Edelweiss Global Markets?
- Direct impact: Your systems will power live strategies across geographies and asset classes
- Ownership: Engineers own infrastructure end‑to‑end, from design to deployment
- Fast growth: Early responsibility and accelerated career progression in a culture that values initiative
- Collaboration: Work alongside researchers, traders, and infra teams in a highly stimulating environment
- Innovation: Be part of a forward‑thinking organization that continuously invests in technology and talent
About this role
Edelweiss Global Markets is seeking a Quant Developer to join its Core Engineering team and build the infrastructure that connects quantitative research to live trading across multiple asset classes and geographies. You'll design backtests, simulations, and trading systems that directly impact strategy performance and scalability, working at the intersection of quant research, trading operations, and infrastructure engineering. The role centers on building robust, fault-tolerant systems capable of handling tick-level market data, large-scale simulations, and fast I/O pipelines while maintaining rigorous data validation and auditability.
This position requires strong production-level C++ and Python skills with a demonstrated focus on performance optimization and data structures. You should have at least two years of industry development experience and be comfortable working with cloud infrastructure (AWS, Kubernetes, distributed systems). Beyond technical depth, the role demands close collaboration across quant researchers, traders, and infrastructure teams—you'll own the research stack evolution and be responsible for accelerating the cycle from idea to deployment.
The opportunity suits engineers who want direct ownership of systems that matter, early responsibility in a fast-growing proprietary trading environment, and exposure to quantitative finance at scale. The position is based in Mumbai and requires in-office presence.
This role's local market on JobMinglr
Pay for this role
The employer didn't post a pay range for this role. That usually means pay is set in negotiation, which favors whoever arrives with numbers. Check ranges on comparable Quant Developer postings in Mumbai, and analyze any offer before you accept it.
Before you apply, worth reading
How JobMinglr reads this job
Every listing here is scored against your profile before you apply: skills overlap, experience level, location and work arrangement, each weighted and explained. You see the score and the reasons, not just a list. How the matching works.