Quantitative trading firm using low-latency infrastructure and systematic strategy automation
Graviton Research Capital operates a quantitative trading platform built on C++, Python, and custom infrastructure (TCP/IP, Ethernet, low-latency networking) designed for high-frequency execution across multiple asset classes. The company is actively investing in trade automation and monitoring systems—borrowing automation, position reconciliation, real-time trade monitoring, and backtesting infrastructure dominate their project list—indicating a shift from manual workflow toward fully systematic operations. Engineering and operations hiring (12 and 4 roles respectively, mostly mid-to-senior) reflects the capital intensity of infrastructure scaling.
Graviton Research Capital is a quantitative trading firm headquartered in Gurugram, India, founded in 2014. The company employs 201–500 people and operates specialized trading teams across multiple strategies and asset classes, each with their own quantitative research and execution processes. Core operations center on low-latency order execution, systematic strategy development, and trade monitoring, supported by in-house research infrastructure built on Hadoop, Spark, and custom tools. The firm serves institutional markets and manages execution across both India and Singapore.
C++, C, Python, R, MATLAB, Java, Scala, and Lisp. C++ and Python dominate the stack, supporting low-latency trading systems and quantitative analysis respectively.
The company is headquartered in Gurugram, India, and actively hires in both India and Singapore.
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