Job Title

About the Role:We are looking for aQuantitative Traderwith hands-on experience tradingIndian financial markets . The role involves designing, testing, and deploying systematic trading strategies across markets, with a strong focus on data-driven decision-making, risk management, and execution efficiency.This is a high-impact role suited for candidates who combine strong mathematical intuition, programming expertise, and a deep understanding of Indian market microstructure.Key Responsibilities:Research, develop, and optimizesystematic trading strategiesfor Indian markets (Equities, Futures & Options, Commodities, or Currency).Analyze large-scale market data to identify alpha signals and inefficiencies.Implement trading strategies with a focus onrobustness, scalability, and low latencywhere applicable.Conduct rigorous backtesting, performance attribution, and risk analysis.Monitor live strategies and continuously improve performance through refinements and enhancements.Work closely with quantitative researchers, developers, and risk teams to ensure smooth strategy deployment.Required Qualifications:Professional experiencein quantitative trading or systematic strategy development, specifically inIndian markets .Strong understanding ofIndian market structure , exchange mechanics, and regulatory constraints.Bachelor’s or Master’s degreeonlyfrom atop-tier collegein one of the following disciplines: Computer Science & Engineering (CSE), Mathematics & Computing (M&C), Electrical Engineering (EE)Excellent problem-solving and analytical skills with a strong mathematical foundation.Technical Skills:Strong programming skills inPython, R, and C++ .Experience with data analysis, backtesting frameworks, and performance evaluation.Solid understanding of probability, statistics, linear algebra, and optimization techniques.Familiarity with trading concepts such as alpha generation, transaction costs, slippage, and risk controls.Preferred (Good to Have):Experience trading or researchingF&O strategiesin Indian markets.Exposure to high-frequency, mid-frequency, or statistical arbitrage strategies.Experience working with live trading systems and production environments.Knowledge of exchange APIs and market data feeds.What We Offer:Opportunity to work on best infra, global market access & live capital with real market impact.A performance-driven environment with steep learning curves.Competitive compensation aligned with skill and impact.Direct ownership and accountability over strategies.