Algorithmic trading firm operating across 30+ exchanges with machine learning and ultra-low latency infrastructure
AlphaGrep is a quantitative trading firm running Python, C++, and R pipelines on PostgreSQL and ClickHouse, analyzing petabytes of market data to detect and trade on minute pricing inefficiencies. The tech stack is optimized for ultra-low latency execution, with active projects spanning ML trading pipelines, network infrastructure, and job scheduling—reflecting an engineering-heavy org (12 of 27 open roles) that treats infrastructure and feature velocity as competitive edges rather than support functions.
Founded in 2010, AlphaGrep researches and executes algorithmic trading strategies across all asset classes on over 30 exchanges globally. The firm uses advanced statistical and mathematical techniques to identify market inefficiencies, then deploys them through low-latency trading systems paired with risk management controls. The company operates from Mumbai with a presence in China and Singapore, employing roughly 250–500 people across engineering, research, finance, and operations teams. Hiring is concentrated in India and Asia-Pacific, with a mid-to-senior engineering and research focus.
Primary stack is C++, Python, R, and MATLAB. Supporting tools include PyTorch, TensorFlow, Cython, Polars, and ClickHouse for data processing and model development.
Ultra-low latency requirements, monitoring production trading risk in real time, responding to abnormal market conditions, and automation for performance improvement across trading infrastructure.
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