GlobalAlpha Recruiting

Tired of slow, costly hiring? GlobalAlpha redefines talent acquisition for top quantitative research, trading, portfolio management and tech roles worldwide. We scientifically match skilled professionals, accelerating your time to productivity and cutting opportunity costs.Our unique approach develops customized strategies for every hire for the industry's highest success rate. From 10 to 10,000 hires, we build your workforce. With vast global experience across North America, Europe, and Asia, GlobalAlpha is your partner in shaping your future in the financial sector.

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We Hire for Financial Sectors

Industries:
* High Frequency Trading
* Investment Management
* Hedge FundRoles:
- Portfolio Managers
- Quantitative Researchers
- Quantitative Researchers - Macro
- Senior Software Engineers
- Infrastructure Support Engineer AWS
- MFT Trader
- Senior Trader
- Quantitiative Analyst/Strategist
- Quantitative Traders- Algorithm traders
- Data Scientists
- Data Integration Engineer
- Quantitative Developer
- Commodities Researcher
- HFT Infrastructure Engineer

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GlobalAlpha Recruiting

Careers

GlobalAlpha is looking for exceptionally talented candidates who are committed to our partner's values of excellence and uncompromising quality. On behalf of our partners, we’re currently looking to fill a variety of roles, so check out the openings to see if there’s the right fit for you. A few examples are given below


If interested, please email your resume and the position that you are interested in to [email protected]

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GlobalAlpha Recruiting

Location: Amsterdam (Flexible eventually)About Us:
We’re a global, lean, and performance-driven trading firm with access to most of the world’s major capital markets. With a strong presence in high-frequency and quantitative trading, we operate at the intersection of technology and markets. Our team is small by design—built for speed, autonomy, and impact. We offer a flexible, high-trust environment and compensation structures that significantly outperform industry norms.What You’ll Do
• Design, deploy, and manage high-frequency trading strategies focused on the Indian derivatives markets (NSE, BSE F&O).
• Take full ownership of strategy performance, from research and backtesting to live execution.
• Leverage C++ for low-latency systems and Python for modelling, analytics, and tooling.
• Continuously monitor and improve execution quality, latency, and profitability.
• Collaborate with a tight-knit, global team of traders and engineers in a flat, fast-moving setup.
What We’re Looking For
• 2+ years of consistent PnL track record in HFT, specifically within the Indian derivatives markets.
• Strong grasp of market microstructure, especially in the Indian F&O segment.
• Solid programming expertise in C++ (for real-time systems) and Python (for research and analysis).
• Experience operating in low-latency trading environments.
• Independent thinker with a strong sense of ownership and the ability to thrive in a non-bureaucratic, results-first culture.Why Join Us
• Global platform with access to most major capital markets.
• Top-tier reward structure – Competitive base salary with an excellent performance-based (PnL-share) compensation.
• Flexible work environment – remote and hybrid options available.
• Fast decision-making and no bureaucracy – we move quickly and reward performance.
• Entrepreneurial team culture – small, focused, and deeply collaborative.

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GlobalAlpha Recruiting

Location: Taipei, TaiwanThe Role:
We are seeking an exceptionally talented data scientist with strong modelling and programming skills to join our team. In this role, you will work closely with data science team and technologists across the firm to develop appropriate features and metrics for data processing.What you will do:
* Perform analysis and generate models of financial datasets using machine learning techniques
* Process, clean and verify the integrity of unstructured data and turn data into valuable insights
* Develop and create data that seek to predict the movement of financial market
* Transfer data into internal infrastructure applying variety of algorithmic techniquesWhat You’ll Bring:
* Have a Master’s degree or higher from a leading university in Computer Science, Electrical Engineering or other related areas
* Good academic record
* Familiar with modelling, data structures, algorithms and optimizations
* Strong knowledge of machine/deep learning algorithms
* Proficient in programming languages of both C++ and Python
* Possess good communication and presentation skills in English
* Ability to work independently and as member of a team
* Research scientist mindset: deep thinker, creative, strong work ethic, persevering, smart & a self-starter
* Detail oriented and capable of multitasking and delivering in fast-paced work environmentNice to have:
* While not mandatory, a strong interest in financial markets will definitely be beneficial
* Participant of ACM-ICPC

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GlobalAlpha Recruiting

Location: Mumbai, Delhi, Taipei, Tel Aviv, New York, San Francisco, Seoul, Budapest, Moscow, St PetersburgThe Role:
Research is at the core of this global company. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new alphas. Researchers here employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models.Our company is seeking an exceptional individual to join the firm as a Quantitative Researcher. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering problem solver who is motivated by unsolved challenges.What You’ll Bring:
* Degree (BEng, MSc and PhD) from a top university in a technical field, Eg: Mathematics, Computer Science, Physics, Electrical Engineering.
* High GPA and academic grades
* Research mentality: deep thinker, creative, strong work ethic, persevering, smart & a self-starter
* Programming skills – C++ and Python predominantly, but newer skills welcomed too
* Strong interest in learning about worldwide financial markets
* Strong communication skills in English – including both written and verbalNice to have:
* A strong interest in financial markets will definitely be beneficial.
* Prior experience in quant research will count as a big plus
* Research achievement – examples include scientific publications, conference presentations, grants or industry awards

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GlobalAlpha Recruiting

Location: Taipei, TaiwanThe Role:
Research is at the core of this global company. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new alphas. Researchers here employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models.Our company is seeking an exceptional individual to join the firm as a Quantitative Researcher focusing on Quant Macro signals research. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets, specialized in futures contracts or Macro asset classes – Commodities, FX, Interest Rates, or Equity Indices. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering deep thinker who is motivated by unsolved challenges.What You’ll Bring:
* Degree (BEng, MSc and PhD) from a top university in a field, such as: Mathematics, Computer Science, Physics, Electrical engineering, Financial Engineering that is highly analytical or equivalent
* Expertise in the typical quantitative research toolkit: data processing, modelling, and visualization in python, R, or C++
* Experience with futures contracts or Macro asset classes – Commodities, FX, Interest Rates, or Equity Indices–is not required, but is a significant plus.
* High GPA and academic grades
* Research mentality: deep thinker, creative, strong work ethic, persevering, smart & a self-starter
* Strong interest in learning about worldwide financial markets
* Strong communication skills in EnglishNice to Have:
Strong record of research achievement – examples include scientific publications, conference presentations, grants or industry awards

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GlobalAlpha Recruiting

Location:
Mumbai is the first preference. The firm also has an office in Delhi.Company Overview:
This company is a multi-asset class investing and asset management platform founded in 2013. With ~$2.5 billion (INR 20,000 crore) in AUM, we operate across 9 offices and manages 12 diverse investment products. The firm differentiates itself as a performance-led, not AUM-driven platform, focusing on alpha generation across liquid, illiquid, and quantitative strategies.
This company brings together top-tier professionals and entrepreneurs under a partnership model, supported by a robust governance structure and a strong backend. Our alignment with investors is clearly demonstrated through our unique 5/50/500 model of investing our prop capital and establishing proof of concept before any solution is taken to our investors, and a strong performance and alpha generation focus through zero fixed fee and performance-based fee structures in all of our products.We are looking to setup our high-frequency trading (HFT) desk and are looking for an HFT Infrastructure head who will join as a Partner and help build out the entire tech and trading infrastructure for our HFT business. This is a critical leadership role that will evolve into running the HFT business within the firm.Role Overview
As a Partner, you will be responsible for the end-to-end development, deployment, and optimization of our low-latency trading infrastructure. You will architect systems that run at nanosecond speeds, support global market access, and scale across asset classes. Eventually, you will lead our company's HFT business, driving both strategy and execution.Key Responsibilities:
Architect and implement high-performance, low-latency trading infrastructure for HFT strategies.
• Set up and manage co-location environments across Indian exchanges
• Setup the entire colo infra from scratch – building market data adapter, handling TBT data, order book builder, creating a simulator etc
• Tune and optimize compute, networking, and storage layers for ultra-low latency
• Build a reliable and scalable DevOps and site reliability function for real-time systems
• Develop monitoring, failover, and recovery systems to ensure 24x7 trading uptime
• Collaborate with quant and trading teams to support alpha deployment at scale
• Lead infrastructure automation using tools like Ansible, Terraform, and Docker
• Taking business level calls on selecting appropriate tools and technologies, and ability to do cost-impact analysis
• Drive vendor negotiations for hardware, network, and colocation services
• Ensure regulatory, cybersecurity, and compliance readiness for HFT operationsRequirements:
• Entrepreneurial ambition to build and scale a high-quality business
• Long term greedy, not short term greedy
• 8–10 years of hands-on experience in HFT infrastructure engineering or low-latency systems –at tier 1, or experience of having built the entire HFT tech stack at a tier 2 firm from scratch
• Must have played the role of a Lead for at least 3 years, not just an Individual Contributor.
• Deep knowledge of C/C++, Python, Linux systems, and performance profiling tools
• Proven experience tuning systems for latency, throughput, and determinism
• Experience building an ultra low latency tech stack, including Layer 1–3 networking, multicast, TCP/UDP stack tuning, and kernel bypass etc and other technologies
• Experience with exchange connectivity (e.g., NSE, BSE, CME, SGX) and colocation setups
• Familiarity with hardware acceleration (FPGAs, PTP time sync, etc.) is a strong plus
• IIT (or top-tier institute) graduate strongly preferred
• Demonstrated leadership potential and ability to run a full trading business eventuallyWhat you can expect:
• Significant value creation over the long term with performance-linked bonuses and equity/ESOP
• A young, fast-paced, and entrepreneurial environment
• Exciting challenges that come with building and running a business

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GlobalAlpha Recruiting

Location: Mumbai, indiaRole:
* Your core objective is to manage the multiple and extensive dataset used in the research and trading platform
* Contributing to design and implementing data store and its API
* Monitoring fetching processes and data health
* Integrating alternative datasets
* Supporting users (Quants & Traders)Required Skills:
* 6+ Years of Exp
* Advanced knowledge of Python is a must.
* Experience handling and processing large amounts of both structured and unstructured data
* Experience using new age technologies like data-lake, data-mesh in cloud
* Prior experience in financial assets, market data and data vendors is a plus
* Intellectual curiosity to learn new technologies to build scalable and robust products
* C#, Rust, JavaScript nice to have
* Capacity to work with autonomy within a global team
* Advanced English, both written and verbal communication skills required to understand business requirements

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GlobalAlpha Recruiting

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GlobalAlpha Recruiting

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GlobalAlpha Recruiting