Quantitative Developer – Backend & Real-Time Systems

Quantitative Developer – Backend & Real-Time Systems
Experience: 4–5 Years
Location: Mumbai
Employment Type: Full-Time | Work from Office
CTC: Up to ₹15 LPA
About GreyOak
GreyOak Capital Intelligence is an early-stage financial-market intelligence startup building quantitative systems and data-driven products for traders, investors and financial institutions.
We are looking for a Quantitative Developer who can take end-to-end ownership of our quantitative backend infrastructure — from implementing research and backtesting systems to real-time market data, APIs, WebSockets and production deployment.
Key Responsibilities
Convert quantitative research into reliable production systems.
Build and maintain strategy, signal and backtesting engines.
Develop multi-stock and multi-timeframe quantitative systems.
Build and manage historical and real-time market-data pipelines.
Handle WebSocket feeds, live data processing and connection reliability.
Build backend APIs and services for quantitative outputs.
Work with PostgreSQL, Redis and large financial datasets.
Conduct walk-forward, out-of-sample and robustness testing.
Prevent look-ahead bias, data leakage, survivorship bias and overfitting.
Optimise Python workloads for performance and scalability.
Handle deployment, debugging, monitoring and production issues.
Work closely with Quant Researchers and take ownership from research implementation through production deployment.
Required Skills
4–5 years of experience in Quantitative Development, Algorithmic Trading, Systematic Trading or backend engineering within financial markets.
Strong Python and SQL.
Strong knowledge of NumPy, Pandas, Polars and SciPy.
Experience building backtesting, strategy or signal-generation systems.
Experience with REST APIs and WebSockets.
Strong understanding of financial time-series and market data.
Experience with PostgreSQL and Redis.
Working knowledge of Git, Linux and Docker.
Ability to independently design, build, test and maintain production systems.
Good to Have
Experience with NSE/BSE markets.
Broker APIs and real-time market-data feeds.
FastAPI, Django or Flask.
AWS, DigitalOcean, GCP or similar cloud infrastructure.
Numba, Cython or C++.
Previous experience at a prop firm, broker, fintech or quantitative trading company.
Who We Are Looking For
We need someone comfortable working in a fast-moving startup environment who can independently take ownership across:
Research Implementation → Backtesting → Backend → Real-Time Data/WebSockets → Production → Monitoring

Work arrangement
No