At Optimus Prime Research, we’re building a
high -performance team of MFT Traders focused on generating
alpha through systematic research, disciplined execution, and constant strategy
evolution. This is a live -markets role at the intersection of trading,
technology, and quantitative thinking, where speed, ownership, and judgment
directly shape outcomes.

You’ll work closely with traders, researchers, and
developers to uncover short - to medium -term opportunities across derivatives
markets. The role is designed for someone who performs well under pressure,
enjoys solving hard problems, and wants to make high -conviction decisions using
data, probability, and market insight.

Key Responsibilities

- Trade
options, futures, and other derivatives across asset classes using a
medium -frequency approach.

- Research,
develop, and improve trading strategies using market data, statistics, and
behavioural signals.

- Identify
repeatable sources of edge through pattern recognition, probability, and
market microstructure analysis.

- Track
live positions, respond to market moves, and manage risk dynamically in
real time.

- Collaborate
with developers and researchers to enhance execution systems, tools, and
trading infrastructure.

- Conduct
post -trade analysis to evaluate performance, improve judgment, and
strengthen strategy design.





- Adjust
quickly to shifts in volatility, liquidity, and market regime.


What We’re Looking For

- Robust
analytical and quantitative reasoning skills, with a minimum of 1
year of experience in a quantitative trading firm.

- Deep
curiosity about markets, trading behaviour, and decision -making under
uncertainty.

- Comfort
operating in fast -feedback, high -accountability, performance -driven
environments.

- Proficiency
in Python or C++, or a strong willingness to build expertise in them.

- Calm,
focused execution in high -pressure market conditions.

- A
competitive mindset, builder mentality, and bias toward action.

- High
ownership, intellectual agility, and a relentless drive to improve.


Preferred Qualifications

- B.Tech/M.Tech
from IITs or other top -tier institutions in engineering, mathematics,
statistics, or related quantitative fields.

- Exposure
to derivatives, market microstructure, probability, statistics, or game
theory.

- Prior
experience in trading, quantitative research, or algorithmic strategy
development is valued.

- Familiarity
with back testing, live execution environments, and performance analytics
is a plus.