Design, test, and deploy proprietary trading strategies (MFT / HFT)
Analyze market microstructure to uncover inefficiencies and alpha
Lead research initiatives and collaborate with trading infrastructure teams
Incorporate academic literature into trading models
Monitor risk, performance, and continuously optimize trading systems
Mentor junior researchers and contribute to team development
Key Requirements
At least 8–15 years of hands-on experience in quantitative trading.
Expertise in MFT / HFT strategies in Indian equity, F&O, commodities; U.S. market exposure is a plus.
Strong programming skills in Python, C++ / C#, and statistical analysis libraries.
Deep understanding of risk management and portfolio optimization.
Bachelor’s / Master’s / PhD in Mathematics, Computer Science, Physics, Financial / Electrical Engineering, or a related quantitative field from top-tier universities (IITs, IISc, ISI, or equivalent)