13 Aug
|
Intellectual Capital HR Consulting
|
Mumbai
13 Aug
Intellectual Capital HR Consulting
Mumbai
Algo Trader Options | Python | MFT Strategies
Job Summary
We are looking for an experienced Algo Trader to join our quantitative trading team and work on Medium-Frequency Trading (MFT) strategies focused on options.
The role combines options trading expertise, quantitative analysis and Python programming to develop, back-test, optimise and deploy algorithmic trading strategies. The successful candidate will be expected to understand options market behaviour, identify trading opportunities, translate strategies into systematic rules and continuously monitor and improve live strategies.
The ideal candidate is someone who can bridge the gap between trading ideas and technology—with a strong understanding of options, market data, execution and risk management, along with hands-on Python skills.
Key Responsibilities
1. Algorithmic Strategy Development
- Design, develop and implement algorithmic options trading strategies using Python.
- Convert trading ideas and market observations into systematic, rule-based strategies.
- Develop strategy logic for entry, exit, position sizing,
hedging and execution.
- Back-test strategies using historical market data and evaluate their robustness across different market conditions.
- Optimise strategies for risk-adjusted returns, execution efficiency and scalability.
- Participate in the research, development and deployment of recent MFT strategies.
2. Options Strategy & Market Research
- Conduct quantitative and fundamental research across options and underlying markets.
- Analyse option pricing, implied volatility, volatility surfaces, Greeks, spreads, skew and term structure.
- Identify market inefficiencies, pricing anomalies and potential systematic trading opportunities.
- Track market trends, corporate events, macroeconomic indicators and other factors that may influence volatility and options pricing.
- Continuously evaluate existing strategies and identify opportunities for improvement.
3. Backtesting & Performance Analys
📌 Algo Trader (Mumbai)
🏢 Intellectual Capital HR Consulting
📍 Mumbai