Job Description
Required Skills & Experience - **3-6 years** of experience in **quantitative research for HFT/algorithmic trading**, with a substantial portion focused on **Indian markets** (NSE/BSE/MCX derivatives). - Demonstrated track record of having built and run profitable live HFT strategies, not just academic/backtested research. - Prior experience **leading or mentoring a quant research team**, including setting research direction and reviewing others' work. - Strong hands-on programming ability in **C++** (and typically Python for research), with enough fluency to engage deeply with implementation details and performance trade-offs. - Deep expertise in **advanced mathematics and statistics**: stochastic calculus, probability theory, statistical inference, optimization, numerical methods — applied rigorously to trading strategy design. - Expert-level understanding of **market microstructure** — order book dynamics, latency/queue effects, adverse selection, price impact — specific to Indian exchange environments.
- Extensive experience working with **high-frequency tick data** at scale, and building/maintaining research infrastructure (backtesting/simulation frameworks) that realistically reflect production constraints. - Strong understanding of **portfolio-level risk management** — correlation across strategies, capital allocation, drawdown control, capacity constraints. - Working knowledge of **Indian market structure and regulation** — SEBI algo trading norms, circuit filters, margin/SPAN, exchange fee structures, colocation. - Excellent communication skills — able to translate quantitative research into clear decisions for both technical teams and senior leadership. ## Positive to Have - Experience running a **multi-strategy HFT book** spanning equities, index derivatives, and commodities. - Exposure to **machine learning approaches** for short-horizon prediction, used with disciplined statistical rigor. - Expe