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Posted 7 days ago. Closes on 7 November 2026. Applications are submitted directly on LookMyJob.

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QuantEdge FinancialVerified Employer

Python & FastAPI Backend Engineer (Algorithmic Trading)

Mumbai / BKCPosted on 23 October 2026

Apply on LookMyJob

Compensation / Pay

₹18,00,000 - ₹28,00,000 / year + Performance Bonus

Experience Level

3-5 yrs

Total Vacancies

3 Openings

Application Deadline

7 November 2026

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Role Overview & Description

Develop ultra-fast Python asynchronous microservices, order routing systems, and market data ingestion pipelines for institutional quantitative trading desks.

Prescribed Educational Qualification

B.Tech / M.Tech in CS, Math, or Physics from top tier institutions

Key Responsibilities

Build low-latency asynchronous APIs using Python, FastAPI, asyncio, and WebSockets.
Process high-volume tick-by-tick market data feeds using Apache Arrow and Polars / DuckDB.
Integrate exchange APIs (NSE, BSE, MCX) with automated risk validation controls.
Collaborate with quantitative researchers to backtest and deploy automated algorithmic trading strategies.

Eligibility Criteria & Candidate Requirements

3+ years Python backend engineering experience with strong focus on asyncio and FastAPI.
Familiarity with financial market data, order types, order books, and FIX protocol.
Experience with Redis caching, PostgreSQL time-series extensions, and Docker containerization.
Strong mathematical inclination and problem-solving skills.

Selection Standards & Prerequisites

Strong proficiency in asynchronous Python programming

Clean background check and financial clearance

Required Competencies & Skills

PythonFastAPIAsyncioPostgreSQLRedisWebSocketsDockerAlgorithmic Trading

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Benefits, Allowances & Perks

Generous quarterly performance trading bonuses

Prime office location in BKC, Mumbai with corporate dining facilities

Comprehensive family health insurance

Fast-track growth in high-finance quantitative technology

How to Submit Your Application

Submit application on LookMyJob with your CV and algorithmic projects.
Python data structures and asynchronous coding challenge.
Interview with Head of Quantitative Technology.

Apply directly on LookMyJob

Submit your resume and candidate details securely without third-party redirects.

Apply on LookMyJob

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QuantEdge Financial

Mumbai, Maharashtra

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Key Responsibilities

Build low-latency asynchronous APIs using Python, FastAPI, asyncio, and WebSockets.

Process high-volume tick-by-tick market data feeds using Apache Arrow and Polars / DuckDB.

Integrate exchange APIs (NSE, BSE, MCX) with automated risk validation controls.

Collaborate with quantitative researchers to backtest and deploy automated algorithmic trading strategies.

Eligibility Criteria & Candidate Requirements

3+ years Python backend engineering experience with strong focus on asyncio and FastAPI.

Familiarity with financial market data, order types, order books, and FIX protocol.

Experience with Redis caching, PostgreSQL time-series extensions, and Docker containerization.

Strong mathematical inclination and problem-solving skills.

Selection Standards & Prerequisites

Strong proficiency in asynchronous Python programming

Clean background check and financial clearance

How to Submit Your Application

Submit application on LookMyJob with your CV and algorithmic projects.

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Interview with Head of Quantitative Technology.

Apply directly on LookMyJob

Submit your resume and candidate details securely without third-party redirects.

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