High-Frequency Trader | Mumbai, India

Location : Mumbai, India

Domain Focus : Low-Latency HFT, Indian Equity Derivatives, Arbitrage Strategies

Experience : 4+ years in HFT or quantitative trading with demonstrable alpha generation

International Talent : Yes, international applicants are encouraged.

Are you a pioneer of quantitative finance in Mumbai that's ready to define the next era of high-frequency trading?

All top-tier Mumbai professionals are invited to apply to find the place that will nurture their market mastery and pioneering spirit in India's dynamic landscape. We're looking for leaders who can turn market volatility into scalable, regulatory-compliant alpha.

The Profile – Your Expertise

Seeking algorithmic pioneers with a history of deploying profitable, low-latency strategies within high-volatility and complex regulatory environments.

Career Path, Projects And Performance :

Designed and deployed proprietary, low-latency arbitrage strategies across Indian equity and commodity derivatives markets.

Consistently delivered market-leading alpha, adapting to India's unique market microstructure and evolving SEBI regulations.

Led optimisation of ultra-low latency trading systems, achieving significant execution time reductions on local exchanges.

Established a successful trading book, proving model scalability and robustness in high-growth, high-volatility market conditions.

Professional And Technical Prowess :

Expert C++ and Python knowledge for developing performance-critical quantitative models and low-latency execution logic.

Deep understanding of order book dynamics, market microstructure, and high-speed data feed processing.

Proficiency with advanced statistical modeling, machine learning for signal generation, and quantitative risk frameworks.

Practical experience with FIX protocol, low-level networking, and hardware acceleration techniques like FPGAs.

Qualifications, Licenses And Academic Achievements :

Advanced degree (M.S. or Ph.D.) in a quantitative field (Mathematics, Physics, Computer Science) from a premier institution.

Relevant regulatory licenses or certifications for trading and market access in the complex Indian financial ecosystem.

Published research in time series analysis, high-frequency finance, or machine learning is highly valued.

Demonstrated history of continuous learning to remain at the technological and quantitative forefront of the high-frequency field.

Who You Are And What We Need

Individuals who foster strong, multidisciplinary collaborations to seamlessly align research, engineering, and trading goals.

Thrives in a meritocratic, intellectually rigorous, high-energy environment where performance and demonstrated results are rewarded.

Possess a relentless drive, high accountability, and an innate desire to take ownership and lead from the front in a challenging market.

Sharp, analytical minds that embrace new technologies and pivot quickly to overcome unique regulatory and logistical market complexities.

If you're ready to lead with conviction and build something enduring, we want to hear from you.

Apply Above Or Connect Directly :

| conversations are always welcome (if concerned contact us directly)