Job Description

Who We Are At Dolat Capital, we?re a team of traders, tech enthusiasts, and problem solvers driven by a passion for markets and innovation. We specialize in ultra-low latency market-making and active trading across Equities, Futures, and Options. With top-tier fill rates and cutting-edge technology, we thrive where finance meets engineering. Responsibilities Quant Trading & Strategy ? Design and optimize high-performance strategies for derivatives, options, and ETFs. Monitor PnL and Sharpe ratios (6+), while actively identifying market inefficiencies in real time. Trading Systems Development ? Build low-latency, high-throughput systems and simulation tools. Focus on fast execution, real-time risk, and performance tracking. Algo & Quant Analysis ? Use statistical methods and large-scale HFT data (Python/C++) to validate and refine strategies in live environments. AI/ML Integration ? Develop AI/ML models for signal detection, alpha generation, and market prediction using large datasets. System & Network Optimization ? Enhance system performance with deep expertise in concurrent programming, TCP/UDP, and network protocols. Collaboration & Mentorship ? Work closely with traders, engineers, and data scientists. Represent Dolat in tech mentorship and campus events. Qualifications Education : B.Tech in Computer Science/IT and a Master?s degree in Computer Science or Computational Finance. Strong grasp of data structures, algorithms , and object-oriented programming (C++). 1-2 years of experience. Proficient in Python and C++ , with hands-on experience in Linux systems programming . Experience with AI/ML frameworks such as TensorFlow, PyTorch, or Scikit-learn. Familiarity with distributed systems and high-concurrency architectures . Solid understanding of network programming , including TCP/UDP protocols. Excellent analytical and problem-solving abilities, with a passion for technology-driven innovation in financial markets.