Description :

Karanwal Capital is a technology-first Proprietary Trading Firm and Family Office. We do not service clients; we trade our own capital. We sit at the intersection of quantitative finance and low-latency engineering.

The Role :

We are looking for a Quant Developer who doesn't just write code, but builds the engine that drives our P&L. You will work directly with the Founder & CIO to design, backtest, and deploy automated trading strategies. This is a high-ownership role where your code has immediate, measurable impact on the markets.

What you will build :

- Execution Algorithms: Write efficient, low-latency execution logic in Python/C++ to minimize slippage.

- Data Infrastructure: Architect robust pipelines to ingest real-time Tick Data and Open Interest analysis from NSE/BSE.

- Backtesting Engine: Optimize our simulation environment to test strategies against years of historical data in minutes, not hours.

- Live Dashboard: Maintain our proprietary "Bloomberg-style" command center using Streamlit/React.

Requirements :

- Core Tech: Master's/Bachelor's in CS/Maths with strong command over Python (Pandas, NumPy, Asyncio) or C++.

- Database: Proficient in SQL (Postgres) and Time-Series Databases (InfluxDB/KDB+ is a plus).

- Financial Knowledge: Understanding of Market Microstructure, Order Books (Level 2 Data), and Derivatives (F&O).

- Mindset: You enjoy solving complex logic puzzles and can handle the pressure of live markets.

Why Join Us?

- No Red Tape: Direct access to the Founder. No middle management.

- Product Firm: You are building the product (the trading bot), not working on client services.

- Meritocracy: Competitive salary + Performance Bonuses directly linked to trading profits.