Multi-asset quantitative trading firm with ultra-low latency infrastructure
Dolat Capital is a quantitative trading operation running C++ infrastructure optimized for sub-millisecond latency across equities, futures, options, commodities, currencies, and fixed income. The tech stack—Python, NumPy, TensorFlow, PyTorch, scikit-learn, PostgreSQL, and custom C++ systems—reveals a research-to-production pipeline heavy on statistical modeling and real-time execution. Active hiring across engineering and research teams, combined with projects in automated trading systems and ML market prediction, indicates the firm is scaling both infrastructure capacity and algorithmic sophistication to handle higher transaction throughput.
Dolat Capital is a privately held quantitative trading firm founded in 1970, headquartered in Mumbai. The firm operates as a multi-strategy trader across all major asset classes, using mathematical and statistical techniques to generate returns. Core infrastructure is built in C++ for competitive latency performance. The organization spans 201–500 employees across engineering, research, finance, and production functions, with active development on low-latency trading systems, risk management tools, and AI/ML-driven strategy optimization. Current hiring velocity is decelerating but remains focused on engineering and research roles in India.
Python, NumPy, TensorFlow, PyTorch, scikit-learn, PostgreSQL, Linux, and custom C++ infrastructure for low-latency trading. Also uses MATLAB and R for quantitative research.
Low-latency trading system enhancements, quantitative strategy development, AI/ML market prediction models, risk-management tools, and automated trading systems across multiple asset classes.
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