We’re looking for exceptional Quantitative Traders and Researchers to join our core trading team — individuals who live and breathe the markets and have hands-on experience trading algorithmically in equities or derivatives for at least five years. This is a high‐impact role for someone with strong quantitative intuition, solid programming ability, and a deep understanding of market microstructure. You’ll play a central role in developing, optimizing, and deploying systematic trading strategies — spanning alpha research, execution algorithms, and risk management frameworks. We operate with a culture of ownership and autonomy: traders are given independence to ideate, build, and trade their own strategies, backed by robust infrastructure and rigorous risk evaluation. You’ll work closely with our technologists and fellow quants — iterating rapidly, improving research frameworks, experimenting across asset classes, and pushing the boundaries of what’s possible in high‐performance trading. If you thrive on statistical discovery, market dynamics,
and writing production‐ready research or trading code — this is where you’ll shape the next generation of global quantitative trading.
About the Role
- 5+ years of hands-on experience trading HFT strategies in equities or derivatives.
- Solid foundations in statistics, probability, market microstructure, and quantitative modeling.
- Proven ability to design, backtest, and deploy production‐grade trading strategies.
- Solid programming experience in C++ and Python.
- Deep understanding of exchange mechanisms, order types, latency dynamics, and execution strategies in Indian markets.
- Comfortable working independently with full ownership — from ideation to live execution — within a robust risk management framework.
- Analytical mindset with a bias toward data‐driven decision‐making and rapid iteration.
- Strong collaboration skills — able to work closely with engineers on strategy scalability and infrastructure optimization.