Quantitative Analyst HFT

Position: Quantitative Analyst - HFT Desk (Neo Markets)
Role Overview:
We are seeking a highly skilled Quantitative Analyst / Researcher to design, develop, and optimize alpha-generating trading strategies for our High-Frequency (HFT) desk. The role requires deep expertise in statistical modelling, market microstructure, and data-driven research, with a strong focus on low-latency and high-performance trading environments.
You will work closely with traders, developers, and infrastructure teams to translate research ideas into production-grade strategies.
Job Responsibilities:
Research & Strategy Development
Develop and implement systematic trading strategies across asset classes (equities, futures, options, etc.)
Conduct alpha signal research using statistical techniques, machine learning, and time-series analysis
Analyze market microstructure, order book dynamics, and execution signals to identify inefficiencies
Perform hypothesis testing, back testing, and validation of trading strategies
Data Analysis & Modelling
Work with large-scale structured and unstructured datasets (tick-level, order book data)
Build predictive models for price movement, liquidity, and volatility
Apply advanced techniques such as Time-series modeling, Stochastic processes, Optimization methods and Machine learning (supervised/unsupervised)
Back-testing & Simulation
Design robust back testing frameworks with realistic assumptions (latency, slippage, fees)
Evaluate performance using metrics like Sharpe ratio, Calmar Ratio, drawdown, hit rate, and PnL attribution
Conduct parameter optimization and stress testing
Collaboration & Productionization
Work closely with low-latency developers to deploy strategies into production
Monitor live strategies and refine models based on real-time feedback
Key Skills & Experience:
Education
Bachelor’s / Master’s / PhD in:
Mathematics, Statistics, Computer Science, Physics, Engineering or related quantitative field
Technical Skills
Strong programming skills in Python (mandatory), C++ (preferred)
Experience with NumPy, Pandas, SciPy. Data handling & large dataset processing
Familiarity with Linux/Unix systems, Version control (Git).
Quantitative Skills
Solid understanding of Probability & statistics, Linear algebra and optimization and Time-series analysis
Knowledge of Market microstructure, Order book dynamics and Execution algorithms
Trading Knowledge
Understanding of Equity / derivatives markets and Exchange mechanisms (NSE, BSE, global markets preferred)
Experience with HFT/MFT strategies is highly desirable
Preferred Qualifications:
Prior experience in Proprietary trading firms / hedge funds / HFT firms
Exposure to Low-latency systems and event-driven architectures
Experience with trading strategies in production and having PnL responsibilities
Participation in Competitive programming / Kaggle / quant competitions
About Neo Group:
Neo Wealth and Asset Management is a rapidly growing financial services company with businesses spanning wealth management, asset management, capital markets and lending. Founded in 2021 with a simple and enduring purpose, Do Good, Neo is building a modern financial institution from India, with global aspirations.
Today, Neo manages and advises on over ₹1.3 lakh crore in client assets, serves clients across more than 200 locations, and is powered by a team of over 850 professionals. Its expanding presence includes India and the United States, with Dubai planned as the next step in its international growth.
Neo is backed by leading global and Indian institutional investors, including Peak XV Partners, MUFG Bank, Euclidean Capital, and TVS Capital Funds, and has raised more than ₹3,000 crore in capital, making it a unicorn. Its growth has been driven by deep investment expertise, strong client relationships, and a culture that values ownership, integrity and long-term thinking.
At Neo, people have the opportunity to help build an institution, not merely work within one.

Work arrangement
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