COMPANY PROFILE
Greenland Investment Management is a Mumbai headquartered global hedge fund manager managing assets in excess of USD 1 billion. We manage one of the fifteen largest dedicated commodity hedge funds globally.
We specialize in cross-market arbitrage strategies across commodities and currencies, investing globally across 40+ markets. We employ a purely quantitative approach using our proprietary big-data research systems to systematically create consistent alpha generating strategies. Our extensive network of globally connected exchange co-located servers along with our low latency trading platform allow us to algorithmically capture these market
inefficiencies across asset classes.
About the Role
We're hiring a Quant Developer to build and own the data and research infrastructure behind our
commodities research team. You'll work across data engineering, research tooling, and trading-system
integration — building pipelines, a backtesting framework, and the tooling that turns models into
production-ready systems.
Responsibilities
Market data
• Design and maintain pipelines to ingest and process tick data across the commodities product
universe.
• Integrate additional third-party data vendors and own the maintenance of their APIs and feeds.
• Store data efficiently in DuckDB and build/maintain spread series (calendar, inter-commodity,
product).
• Ensure data quality, completeness, and reliability through monitoring and validation.
Research infrastructure
• Build the research layer and a reusable, performant backtesting framework.
• Improve the codebase so researchers use the system rather than write code — clean APIs,
sensible defaults, minimal boilerplate.
Trading system integration
• Own the workflow for setting up research models on the trading system.
• Build and maintain the scripts that push model parameters to the trading system reliably and
repeatably.
Requirements
• 2+ years as a quant developer, data engineer, or software engineer in a quant/trading
environment.
• Strong Python and SQL; production-quality, well-tested code.
• Experience building data pipelines, ideally with tick-level market data.
• Working knowledge of DuckDB (or similar columnar/analytical stores).
• Solid grasp of time-series and financial tick data (gaps, timestamps, rolls/adjustments).
Skills Required
- Minimum of 2 years of experience in C++
- Proficiency in working with a trading platform
- Experience in developing trading strategies and execution logics
- Understanding of financial products like FX, futures, forwards, and swaps
- Experience with developing execution algorithms and risk management concepts
- Willingness to collaborate on multi-location trading system
- Familiarity with Linux, shell scripting, and Python
What We Do
Greenland Investment Management is a Mumbai-based systematic investment manager managing over USD 1.5 billion in assets. We specialize in trading systematic commodity strategies traded across all major global exchanges. We combine proprietary data, quantitative research, cutting-edge low latency trading technology and a deep fundamental understanding of commodity markets to deliver superior alpha. Our investor base consists of top-tier global institutional investors. We invest significant proprietary capital in our funds alongside our investors to maintain a strong alignment of interests. We are always on the lookout for exceptional talent to join our close-knit team. Please reach out if you would like to explore possibilities.
