Astratinvest is a Quant Long-Short Fund (SEBI Registered Category III AIF) pioneering the integration of
mathematics, data, and technology in Indian financial markets.
We have made significant progress in the field of quantitative investments, bringing institutional-grade
quant frameworks to the Indian space and building an ecosystem that blends engineering precision with
financial insight. Our mission is simple: to create wealth through data-driven, algorithmic investment
strategies that operate at scale and speed.
If you’re passionate about solving complex problems, architecting low-latency systems, and building the
future of quant investing in India, we want to work with you.
Key Responsibilities
Backend Development
• Design, develop, and maintain robust, high-performance backend systems using Python, Django, and
Node.js.
• Build RESTful APIs and event-driven services to support live trading and analytics platforms.
• Manage and optimize PostgreSQL and TimescaleDB databases for scale, speed, and reliability.
• Implement WebSocket-based real-time data and execution services for trading systems.
• Integrate broker APIs and internal order management, execution, and risk systems.
Frontend Development
• Develop modern, responsive interfaces using ReactJS, Next.js, HTML5, and TailwindCSS.
• Collaborate with designers and quants to visualize strategy performance, live trades, and portfolio
analytics.
DevOps & Cloud Infrastructure
• Manage deployments across AWS (EC2, S3, Lambda, RDS) and on-prem Linux servers.
• Implement CI/CD pipelines to streamline versioning, testing, and release cycles.
• Ensure system scalability, security, and uptime for production-grade quant systems.
Utility Infrastructure & Tooling
• Build and maintain internal utility tools and shared infrastructure that support fund operations,
research workflows, and system observability.
• Develop reusable libraries, CLIs, and automation scripts to streamline deployment, data handling, and
routine engineering tasks.
• Create internal dashboards, monitoring, and alerting systems for production trading and analytics
platforms.
Quant Systems, Big Data & High-Performance Computing
• Collaborate with quant researchers to productize and deploy algorithmic trading strategies.
• Build APIs and tools for backtesting, live execution, and performance monitoring.
• Build and manage large-scale data pipelines for ingesting, processing, and storing real-time, highfrequency, and historical market data.
• Work with tick-level and OHLC datasets, ensuring data integrity, partitioning, and efficient retrieval at
scale.
• Design and optimize compute-intensive workloads for backtesting, simulation, and strategy research,
applying parallel processing, multiprocessing, and vectorized computation to reduce runtime.
• Implement batch and streaming data processing workflows, and tune systems for low-latency
execution and efficient CPU, memory, and I/O utilization across single-node and distributed
environments.
Collaboration & Agile Execution
• Work closely with a multi-disciplinary team of engineers, quants, and fund managers.
• Participate in sprint planning, code reviews, and debugging to ensure quality delivery.
• Take full ownership: from architecture to deployment of key system components.
Qualifications
• 1 to 2 years of professional experience in full-stack or backend development.
• Proficiency in Python, Node.js, and ReactJS.
• Strong experience with PostgreSQL, AWS, and Docker.
• Familiarity with CI/CD tools, Git, and Linux server environments.
• Strong grasp of data pipelines, microservices, and API design principles.
• Experience handling large datasets and building scalable, performant data processing systems.
Preferred
• Experience with quant trading, fintech, or financial analytics platforms.
• Knowledge of real-time data streaming, WebSockets, and low-latency design.
• Hands-on experience with XTS Framework for market data and order execution.
• Familiarity with OHLC/tick data, backtesting frameworks, or strategy engines.
• Exposure to high-performance or parallel computing (multiprocessing, Dask, Ray, or similar).
• Experience with big data tooling (Spark, Kafka, Parquet, columnar stores) and large-scale data
pipelines.
• Experience building internal utility tooling and infrastructure automation.
• Passion for markets, data science, and quantitative research.
What We Offer
• A pivotal role in shaping the next generation of quantitative investing infrastructure in India.
• Opportunity to work at the intersection of finance and technology with a hands-on quant team.
• Exposure to live trading systems, strategy deployment, and fund-level technology operations.
• A collaborative and ownership-driven culture focused on innovation and excellence.
• Competitive compensation with performance-based incentives.
Join Us
Be part of the team that’s building India’s leading quantitative investment ecosystem, combining
engineering, innovation, and disciplined research to generate lasting wealth.