97 Algorithmic Trading Jobs

Join us at Stokhos Research Capital to develop and optimize low-latency algorithmic trading strategies, market data systems, and risk management tools using C++ & Python, focused on performance, scalability, and Indian markets.

Role Overview: You will be joining the BHFT Execution Trading team as an electronic and algorithmic trading specialist. Your main responsibilities will include monitoring and supporting existing algorithmic trading strategies, analyzing algorithm performance, optimizing execution strategies, troubleshooting and resolving issues in real-time, and generating detailed reports on execution quality and performance metrics. Key Responsibilities: - Monitor and support existing algorithmic trading strategies to ensure stable and efficient real-time performance. - Analyze algorithm performance and optimize execution strategies to enhance efficiency and minimize slippage. - Troubleshoot and resolve issues in real-time, collaborating closely with the trading, quant, and development teams. - Regularly analyze data to improve algorithm functionality and identify areas for refinement. - Generate and provide detailed reports on execution quality, performance metrics, and operational issues. Qualifications: - Minimum 2 years of experience in electronic and algorithmic trading. - Essential experience in Listed Derivatives followed by equities, with any crypto experience considered a bonus. - Strong technical background with experience in at least one coding language to enhance and adapt trading platforms. - Experience with HFT/MFT environments and the ability to monitor order flow and algorithms while optimizing trading parameters. - Any TBricks experience is beneficial. - Strong organizational skills and the ability to sustain key relationships with Portfolio Managers and Traders. Please note that this role also supports trading activities for China/India trading.,

Database design and architecture using KDB+/q and knowledge of python or C++/Java with minimum of 2+ years of experience. Equities Algorithmic trading stack, transaction data and FIX protocol. market, transaction and reference data for various products like Equities, FX, Futures, FX, Indices, options etc. Different market data vendors API and experience working with their data. High capacity/low latency infrastructure like solace. Software development, build and deployment management using tools like JIRA, Git, Jenkins, Geneos (ITRS) and scripting languages. pre- and post- trade analytics like Transaction Cost analysis (TCA) reports.

1) Execution of client trades with negligible errors and provide trade confirmations while ensuring complete compliance with regulatory and organisations compliance norms. 2) Achievement of assigned Clusters Revenue Targets , Managed Brokerage and Cross Selling Targets. 3) Disemination of product recommendations messages to allocated client using compliant messaging systems. 4) Effective handling of client queries thus ensuring efficient client enagagement. 5) Application of technicals analysis to queries relating to the market and stock movements thus enabling conversion of opportunities into Trades. 6) Dissemminating Fundamental research recommendations to meet investing requirements of allocated clients. 7) Efficient management of allocated book and achievement of the targetted revenues from this allocated book with a constant endeavour to grow the book over the time. 8) Constant efforts on direct databases for activation reactivation retention of clients. 9) To ensure the desired NPS score is achieved. Equity Dealing/ Trading, Good understanding of F & O, Algo Trading, Knowlegde of Investment Products Location-Surat,Ahmedabad,Bengaluru,Chennai,Mumbai,Hyderabad,Kolkata,Pune,Shimoga,Trivendrum, Delhi, Vadodra

As a High-Frequency Trader (HFT) at Shah Equity, your main responsibility will be to execute high-volume, rapid trades across various financial instruments. You will work with proprietary trading systems, collaborate with quants and portfolio managers to optimize trading strategies, achieve KPIs, and drive profitability. Key Responsibilities: - Actively execute rapid trades across proprietary accounts with precision and adherence to predefined strategies. - Utilize in-house developed algorithms and strategies to optimize execution speed and accuracy. - Monitor markets in real-time to identify patterns, arbitrage opportunities, and potential risks. - Implement strict risk controls to ensure adherence to trading limits and firm policies. - Track and report daily performance metrics, highlighting wins, losses, and areas for improvement. - Collaborate with quants and portfolio managers to enhance existing strategies and develop new profitable approaches. - Ensure optimal performance of trading systems, reporting any discrepancies or issues immediately. - Follow all company policies, SEC regulations, and proprietary protocols to ensure secure and compliant trading operations. Qualifications Required: - Proven experience as a High-Frequency Trader or similar role. - Strong knowledge of U.S. stock markets, particularly scalping strategies. - Proficiency in Python and algorithmic trading methodologies. - Ability to work under pressure in a fast-paced environment. - Excellent analytical and quantitative skills. - Bachelor's degree in Finance, Computer Science, Mathematics, or related field preferred. - Excellent communication and teamwork abilities. - Commitment to working night shifts aligned with U.S. market hours.,

As an experienced Algorithmic Trader / Portfolio Manager, you will be responsible for developing systematic algorithmic trading strategies across the market, with a focus on mid-frequency trading. Your role will involve managing your own investment portfolio and ensuring strategy performance. Key Responsibilities: - Utilize extensive experience in mid-frequency style of trading, whether intra-day or with a few days holding periods - Demonstrate a proven track record of strategy performance - Develop and implement systematic algorithmic strategies across various markets - Manage and monitor your own investment portfolio - Utilize an analytical mindset to make informed trading decisions - Utilize proficiency in C++ for strategy development - Utilize proficiency in Python for post-trade analytics and market data research Qualifications Required: - Extensive experience in mid-frequency trading - Proven track record of successful strategy performance - Proficiency in C++ for strategy development - Proficiency in Python for post-trade analytics and market data research In addition to the challenging work environment, you will enjoy the following benefits: - Competitive Salary with high performing bonuses - Five weeks paid vacation - International company offsite opportunities - Private Health Insurance - Friendly and motivating work environment - Month end parties - Gym membership (Note: No additional company details were provided in the job description),

1) Execution of client trades with negligible errors and provide trade confirmations while ensuring complete compliance with regulatory and organisations compliance norms. 2) Achievement of assigned Clusters Revenue Targets , Managed Brokerage and Cross Selling Targets. 3) Disemination of product recommendations messages to allocated client using compliant messaging systems. 4) Effective handling of client queries thus ensuring efficient client enagagement. 5) Application of technicals analysis to queries relating to the market and stock movements thus enabling conversion of opportunities into Trades. 6) Dissemminating Fundamental research recommendations to meet investing requirements of allocated clients. 7) Efficient management of allocated book and achievement of the targetted revenues from this allocated book with a constant endeavour to grow the book over the time. 8) Constant efforts on direct databases for activation reactivation retention of clients. 9) To ensure the desired NPS score is achieved. Equity Dealing/ Trading, Good understanding of F & O, Algo Trading, Knowlegde of Investment Products

1) Execution of client trades with negligible errors and provide trade confirmations while ensuring complete compliance with regulatory and organisations compliance norms. 2) Achievement of assigned Clusters Revenue Targets , Managed Brokerage and Cross Selling Targets. 3) Disemination of product recommendations messages to allocated client using compliant messaging systems. 4) Effective handling of client queries thus ensuring efficient client enagagement. 5) Application of technicals analysis to queries relating to the market and stock movements thus enabling conversion of opportunities into Trades. 6) Dissemminating Fundamental research recommendations to meet investing requirements of allocated clients. 7) Efficient management of allocated book and achievement of the targetted revenues from this allocated book with a constant endeavour to grow the book over the time. 8) Constant efforts on direct databases for activation reactivation retention of clients. 9) To ensure the desired NPS score is achieved. Equity Dealing/ Trading, Good understanding of F & O, Algo Trading, Knowlegde of Investment Products

As the Director of Quantitative Strategies at William O'Neil India PVT. Ltd, you will lead the Quantitative Research and Trading team in developing and implementing systematic trading strategies across Indian and global markets. In this strategic role, you will combine hands-on quantitative research with team building, fund positioning, and collaboration with internal and external stakeholders to align research outputs with business objectives and fund goals. Your key responsibilities will include designing, developing, and backtesting profitable algorithmic trading strategies using financial time series and alternative data. You will utilize machine learning and statistical techniques to extract insights from structured and unstructured data while staying updated on global research trends in quantitative finance to incorporate cutting-edge methodologies. Leading a team of quantitative analysts, data scientists, and developers, you will build a culture of innovation, accountability, and continuous learning. You will collaborate closely with the investment management team to translate research ideas into actionable investment strategies and work with software developers to ensure robust implementation and production readiness. Monitoring live portfolio performance, conducting performance attribution, and diagnostics, as well as continuously refining models based on evolving market conditions will be part of your role. Additionally, you will engage with the leadership team and investor relations to communicate quant strategies and portfolio performance to existing and prospective investors, representing the quant strategy at investor meetings and marketing presentations. To qualify for this position, you should have a minimum of 10+ years of experience in quantitative research/trading, preferably in capital markets or hedge funds. A post-graduate degree (Masters or PhD preferred) in a quantitative field such as Finance, Statistics, Mathematics, Engineering, or Computer Science is required. Advanced programming skills in Python, R, or other analytical languages, familiarity with large datasets, financial data APIs, and time-series analysis are essential. Strong leadership, project management, and interpersonal skills are necessary, with exposure to Indian and global markets considered a strong advantage. Experience in investor communication or fund marketing is a plus. William O'Neil India PVT. Ltd is an Equal Opportunity Employer.,

Join us at Stokhos Research Capital to develop and optimize low-latency algorithmic trading strategies, market data systems, and risk management tools using C++ & Python, focused on performance, scalability, and Indian markets.

Maintain relationships with Online Trading clients for their trading needs. Educate usage of trading tools and creation of customer-defined Algo strategies using the Zero code strategy creation tool. Stay up to date with the latest market trends.

Position Details Job Type: Full-Time, on-site (No Work from Home) Working Hours: 9:00 AM 6:00 PM Job Overview: We are seeking a Senior Python developer to work on developing and deploying live trading strategies in the Indian stock market. The role requires a strong technical background, proficiency in Python, and the ability to work with brokers and technical teams to deploy strategies efficiently. You will be responsible for building trading algorithms from scratch and deploying them successfully for live market sessions. You will also be collaborating closely with tech teams, working on API socket connections, and optimizing performance for the algorithmic trading strategies developed and deployed. Key Responsibilities: Algorithm Development: Design, code, and deploy algorithmic trading strategies from scratch using Python, including strategies for equities, derivatives, and other financial instruments in the Indian stock market. Live Strategy Deployment: Ensure smooth deployment of live trading strategies and work closely with brokers' technical teams to integrate with their systems. API & Socket Integration: Develop, manage, and optimize API and socket-based connections for real-time data feeds and order execution, ensuring low latency and high performance. Example : REST API , WEB SOCKET and so on. Collaboration: Work with cross-functional teams (including data scientists, business analysts, and tech teams) to align on strategy and execution goals. Continuous Monitoring: Monitor live trading systems and ensure timely troubleshooting, debugging, and performance optimization. Research & Development: Stay up-to-date with the latest research in AI, machine learning, and quantitative finance. Incorporate new techniques and tools into trading strategies as appropriate. Documentation: Document the strategies, codebase, and deployment processes clearly for future reference and scalability. Key Skills & Requirements Strong Python programming skills, with at least 4 years of hands-on experience. Proven track record in end-to-end product development. Hands-on experience with broker APIs and trading system integration. Expertise in cloud migration (Azure/AWS) and containerization. A minimum of 3 years experience in CI/CD, Agile, SDLC, and Waterfall methodologies. Experience developing applications on Windows, Linux, and SSH environments. Prior managerial experience in a software development company. Strong product ownership mindset and experience managing complex code bases. Basic understanding of the Indian stock markets and trading products is a significant advantage. Experience with market data feeds / order management systems (nice to have) Strong debugging skills for live trading environments (nice to have) What We Offer Competitive salary package A dynamic and challenging work environment in the rapidly growing fintech sector The opportunity to shape the future of automated trading platforms in India Exposure to financial markets, algorithmic trading, and advanced technology stacks

Position Details Job Type: Full-Time, On-site (No Work from Home) Working Hours: 9:00 AM 6:00 PM Role Overview The Software Architect will be tasked with designing and implementing robust trading applications, overseeing development workflows, and ensuring seamless integration with broker APIs. The role involves product ownership, mentoring developers, and managing the migration of solutions from local to cloud-based environments. Key Responsibilities Architect, design, and develop algorithmic trading systems using Python for both front-end and back-end. Translate trading strategies into production-level Python code, integrated with broker APIs. Maintain and manage the existing code base to ensure scalability and security. Migrate applications from local servers to cloud platforms such as Azure or AWS. Ensure compatibility across Windows, Linux, and SSH environments. Lead product ownership with responsibility for end-to-end development. Provide technical guidance and mentorship to junior developers. Implement CI/CD pipelines and utilize Agile, SDLC, and Waterfall methodologies. Conduct code reviews, uphold best practices, and ensure projects are delivered on time. Collaborate with traders and product teams to align technology with business objectives . Key Skills & Requirements Strong Python programming skills, with at least 4 years of hands-on experience. Proven track record in end-to-end product development. Hands-on experience with broker APIs and trading system integration. Expertise in cloud migration (Azure/AWS) and containerization. A minimum of 3 years experience in CI/CD, Agile, SDLC, and Waterfall methodologies. Experience developing applications on Windows, Linux, and SSH environments. Prior managerial experience in a software development company. Strong product ownership mindset and experience managing complex code bases. Basic understanding of the Indian stock markets and trading products is a significant advantage. Low-latency system design knowledge (nice-to-have) Experience with market data feeds / order management systems (Nice to have) Strong debugging skills for live trading environments (nice to have) What We Offer Competitive salary package A dynamic and challenging work environment in the rapidly growing fintech sector The opportunity to shape the future of automated trading platforms in India Exposure to financial markets, algorithmic trading, and advanced technology stacks

Technical Skills Core Java Strong database concepts with exposure to reference data systems preferably Oracle Unix utilities and shell scripting Informatica / ETL tools Exposure to Python and Cloud preferably Azure Soft /. Functional Skills Strong communication skills, ability to understand business requirements, and explain system behaviour to users Experience/Knowledge of Investment Bank cash equities and futures front / middle office Exposure to continuous integration and deployment Understanding of Order management, market data, static data etc. Accountable with a strong sense of ownership and continually strive to improve Quick learner Comfortable working independently, as well as in a team-oriented, collaborative environment

TradeAir (IFSC) is currently looking for an experienced Options Trader to join the GIFT City team. As an IFSCA-registered broker-dealer and fund management entity, TradeAir focuses on generating brokerage and executing trades primarily for AIF, prop-desk, or clients. In this role, you will be responsible for developing new strategies in U.S markets including SGX, NYSE, NASDAQ, CBOE, and CME by collaborating with management. Additionally, you will manage fund flows in accounts maintained with US brokers and handle IFSC exchange compliances as per the IFSCA Global Access guidelines. Implementing and maintaining risk protocols will also be part of your principal responsibilities. To be successful in this position, you should have a minimum of 2 years of experience in the dealing department of a stock broking firm. Experience in algorithmic, MFT/HFT, or quant trading is required. Possessing the NISM Series IV: Equity Derivatives Certification is mandatory for this role. Excellent communication, computer (MS Office/E-mail), and organizational skills are essential. Additionally, familiarity with USA trading hours, a Bachelor of Business Administration, or a higher degree is preferred. Candidates should be willing to work night shifts corresponding to USA trading hours at the GIFT location. If you meet the specified job requirements and are enthusiastic about working in a dynamic trading environment, we encourage you to apply for this exciting opportunity with TradeAir (IFSC).,

You are a full-time Senior Quantitative Analyst at Ethereal Capital, a multi-strategy hedge fund based in New Delhi with a hybrid work arrangement. Your primary responsibility is to develop and implement quantitative models to support various trading strategies. You will analyze market risk, perform statistical analysis, utilize mathematical methods, and conduct quantitative research on a daily basis. Collaboration with trading, technology, and risk management teams is crucial for optimizing and executing strategies effectively. To excel in this role, you must possess strong Market Risk and Quantitative Analytics skills along with proficiency in Statistics and Mathematics. Your exceptional analytical skills, experience with algorithmic trading, machine learning, and financial modeling will be key assets. Your problem-solving and critical thinking abilities will be put to the test as you work both independently and within a team-oriented environment. An advanced degree in a quantitative field such as Finance, Mathematics, Statistics, or a related discipline is required. Prior experience in the financial industry, especially within a hedge fund or proprietary trading firm, is highly preferred.,

1) Execution of client trades with negligible errors and provide trade confirmations while ensuring complete compliance with regulatory and organisations compliance norms. 2) Achievement of assigned Clusters Revenue Targets , Managed Brokerage and Cross Selling Targets. 3) Dissemination of product recommendations messages to allocated client using compliant messaging systems. 4) Effective handling of client queries thus ensuring efficient client engagement. 5) Application of technical analysis to queries relating to the market and stock movements thus enabling conversion of opportunities into Trades. 6) Disseminating Fundamental research recommendations to meet investing requirements of allocated clients. 7) Efficient management of allocated book and achievement of the targeted revenues from this allocated book with a constant endeavor to grow the book over the time. 8) Constant efforts on direct databases for activation reactivation retention of clients. 9) To ensure the desired NPS score is achieved. Equity Dealing/ Trading, Good understanding of F & O, Algo Trading, Knowledge of Investment Products

You will join Mathisys Advisors, a global quant firm specializing in high-frequency trading (HFT) strategies for various asset classes in global markets. The firm excels in both developed and emerging markets, with expertise in infrastructure and market dynamics like latency, execution, and scalability setting it apart. As a Junior FPGA Engineer, you will have the opportunity to gain hands-on experience in FPGA development and optimization for ultra-low-latency trading systems. Your responsibilities will include assisting in designing, developing, and optimizing FPGA-based trading solutions for ultra-low-latency execution in high-frequency trading environments. You will collaborate with senior FPGA engineers, participate in FPGA architecture exploration and performance analysis, and support testing and validation of FPGA designs. To qualify for this role, you should have a Bachelor's or Master's degree in Electrical Engineering, Computer Engineering, or a related field. Strong academic background in FPGA development using Verilog or VHDL, understanding of FPGA architecture, and familiarity with FPGA development frameworks like Vivado, Quartus, or Libero are required. Knowledge of computer architecture, DSP, parallel computing, and interest in low-latency, high-performance computing systems are essential. Problem-solving skills, a passion for technology and innovation, and strong communication skills will be beneficial. Preferred qualifications include internship or project experience in FPGA development, exposure to electronic trading protocols, knowledge of low-level programming languages like C/C++, familiarity with network protocols and high-speed data transmission technologies, and previous exposure to the HFT industry or algorithmic trading. Join us at Mathisys Advisors and be part of a team dedicated to pushing the boundaries of FPGA-based trading solutions for global markets.,

We are looking for a highly motivated Stock Market Algo Trader intern to join our team at RG Enterprises! If you have a passion for stock trading and proficiency in MS-Excel, this is the perfect opportunity for you to gain hands-on experience in algorithmic trading. Your responsibilities will include analyzing market trends and developing trading algorithms to optimize profit margins, implementing and backtesting trading strategies using historical data, monitoring and adjusting algorithms in real-time to capitalize on market opportunities, collaborating with senior traders to enhance trading strategies and algorithms, compiling and analyzing data to evaluate the performance of trading algorithms, assisting in the development of new algorithms and strategies to improve trading efficiency, and staying up-to-date with market news and trends to make informed trading decisions. If you are a self-starter with a strong analytical mindset and a keen interest in the stock market, apply now to kickstart your career in algorithmic trading with RG Enterprises! About Company: At RG Enterprises, we specialize in cutting-edge algorithmic trading solutions, fund management, and high-performance execution strategies tailored for professional traders, hedge funds, and financial institutions. Our expertise in quantitative research, custom algorithm development, and data-driven trading strategies ensures that our clients stay ahead in an evolving financial landscape. Through Custom Algorithm Development, we create bespoke trading strategies designed to maximize efficiency and profitability. These algorithms are developed using tick-by-tick colocation data, ensuring real-time execution with minimal latency. Every solution is tailored to the specific needs of our clients, providing them with a significant edge in the market.,

Position: Test Lead / QA Lead Algorithmic Trading (Cash, Futures & Options) (Neo Markets) About Neo Group: Neo group is a new age, focused Wealth and Asset Management Platform that aims to provide clients with transparent, cost-efficient, and unbiased solutions. Through its various business lines, Neo Group serves a vast diaspora of institutional and retail customers across India, with a view to empowering them to pursue their dreams. Assisting in India's glorious aspiration on self-reliance and egalitarian prosperity is Neo's underlying goal, and we are proud to stand united in that journey. We are building the next billion tech for the best wealth management platform and financial ecosystem. The organization was founded by Nitin Jain (Ex CEO of Nuvama Wealth Management) and backed by Peak XV (earlier Sequioa), MUFG and Euclidean Capital as minority investors. Neo Group Today Number of Employees: 600 + Asset Management: AUM of ~ 15,000 Cr across various funds Neo Wealth Management: Asset Under Advisory of ~ 50,000 Cr Well capitalized and profitable Neo Markets: Neo Markets is a multi-asset, multi- strategy trading business of the Neo Group, striving superior risk adjusted returns. Our aim and unflinching focus are to be the best analytical and algorithmic trading desk in the country. The desk prides itself in delivering non-correlated superior risk adjusted returns across market cycles. Over the years, we have found that people who bring a sense of ownership and passion, and come with a grit to think, ideate, solve problems, build systems, and make each of that extra buck off the table with conscious risk taking have better odds of succeeding. We are looking for precisely these folks. Job Responsibilities: Algorithm Testing & Validation Design, execute, and automate test cases for cash, futures, and options trading strategies. Validate algorithm logic by collaborating with strategy writers and quants to deeply understand the trading models. Perform end-to-end testing: order generation, order routing, risk checks, trade execution, P&L calculation, and reporting. Risk & Control Testing Identify and test all risk parameters associated with trading algorithms (e.g., max order size, exposure limits, fat-finger checks, kill switches). Simulate adverse market conditions to ensure algorithms behave within defined risk tolerance. Ensure compliance with exchange/regulatory guidelines around algorithmic trading. Test Planning & Case Creation Develop comprehensive test plans and test cases for new and existing algorithms. Work closely with back-testing teams to validate results from historical simulations against live test environments. Document test scenarios covering latency, slippage, market impact and failover behavior. Coordination & Communication Collaborate with developers, quants, strategy writers, and risk managers to ensure proper test coverage. Communicate test results, issues, and recommendations clearly to both technical and business stakeholders. Lead test reviews, defect triage, and sign-off processes for go-live readiness. Key Skills & Experience: Strong understanding of financial markets: equities (cash), futures & options (F&O), order types, and market microstructure. Knowledge of algorithmic trading strategies (e.g., arbitrage, market making, spread trading). Strong ability to identify and document algorithmic risks (e.g., runaway orders, latency races, stale market data). Familiarity with back-testing frameworks and historical market data validation. Excellent communication skills to coordinate between quants, developers, and risk teams. Preferred Qualifications: 1. 2–3 years of experience in trading technology QA/testing, preferably in algorithmic or electronic trading environments. 2. Prior experience in strategy validation, quant research testing, or model verification. 3. Knowledge of regulatory requirements for algo trading (e.g., SEBI). 4. Experience leading a team of testers and managing the QA lifecycle.

You will be responsible for executing High-Frequency Trading (HFT) and Medium-Frequency Trading (MFT) strategies in financial markets across various locations such as London, Singapore, Dubai, and Hong Kong. Your salary package will be flexible and based on your experience and expertise in Algorithmic Trading. To excel in this role, you must possess a strong background in developing and implementing algorithms tailored for fast-paced markets. Proficiency in programming languages such as C++, Python, Java, or similar is essential. You should have a deep understanding of low-latency systems to ensure efficient trade execution. Your knowledge of financial markets and various asset classes including equities, derivatives, FX, and crypto will be crucial. Additionally, you must demonstrate a strong grasp of risk management controls and strategies to navigate volatile market conditions successfully. Having advanced degrees in Quantitative Finance, Computer Science, Mathematics, or related fields will be advantageous. You should also be well-versed in performance optimization techniques, including hardware, network infrastructure, and software optimizations for low-latency environments. Familiarity with exchanges and trading venues, as well as an understanding of financial regulations in different regions, will be essential for your success in this role. If you are a top graduate from IIT with a passion for algorithmic trading and a keen interest in high-frequency and medium-frequency trading, we invite you to apply for this opportunity.,

We are looking for a highly skilled and motivated individual to join our team at RG Enterprises as a "Female Algo Trader." The ideal candidate should possess a strong background in financial modeling, MS-Excel, and stock trading. As an Algo Trader, your main responsibility will be to develop, implement, and manage algorithmic trading strategies to optimize returns for our clients. Your key responsibilities will include conducting detailed financial analysis and research to identify profitable trading opportunities, developing and optimizing algorithmic trading strategies using quantitative methods and mathematical models, monitoring market trends and news to make informed trading decisions, implementing risk management techniques to safeguard the firm's capital, collaborating with the research and development team to improve trading algorithms, generating performance reports, and presenting findings to key stakeholders, and staying updated with industry trends and best practices in algorithmic trading. If you have a passion for finance, a strong analytical mindset, and thrive in a fast-paced environment, we encourage you to apply and be a part of our team at RG Enterprises. Take your career to the next level in the dynamic world of algorithmic trading with us. About Company: RG Enterprises specializes in cutting-edge algorithmic trading solutions, fund management, and high-performance execution strategies tailored for professional traders, hedge funds, and financial institutions. Our expertise lies in quantitative research, custom algorithm development, and data-driven trading strategies to ensure our clients remain competitive in a rapidly evolving financial landscape. Through Custom Algorithm Development, we create personalized trading strategies that aim to enhance efficiency and profitability. These algorithms are crafted using tick-by-tick colocation data for real-time execution with minimal latency, providing our clients with a substantial advantage in the market.,

The Head of Futures & Derivatives Trading & Clearing Product will oversee and lead all aspects of development and implementation of trading platforms including algos & colocation and build a first-class execution & clearing business. This strategic leadership role is responsible for managing a team, working closely with internal and external stakeholders and also demonstrate individual contribution by bringing in new clients. The ideal candidate will have deep expertise in trading across multiple asset classes, market dynamics, and a solid understanding of financial regulations and compliance. Lead, manage, and mentor the team, ensuring high performance and consistent execution of trading strategies. Define and monitor trading goals, KPIs, and performance metrics for the trading team. Collaborate with senior management and other departments (risk, compliance, operations) to align trading strategies with company objectives. Develop and implement risk management frameworks to protect the firm from operational risks. Ensure compliance with all relevant financial regulations, reporting requirements, and internal policies. Stay abreast of new technologies and trading systems, recommending upgrades or new systems as necessary to enhance performance and risk controls. The ideal candidate should have 15+ years of experience in trading, with at least 5 years in a leadership role. Expertise in multi-asset trading (equities, fixed income, derivatives, commodities) is required. Strong knowledge of financial markets, instruments, and trading systems. A proven track record of developing and implementing platforms along with experience in risk management, compliance, and regulatory issues related to trading is essential. Experience in platform sales & solutions is considered an added advantage. The candidate should possess strong leadership and team management abilities. Familiarity with trading platforms, market data feeds, and algorithmic trading is preferred. A track record of building businesses is highly valued. A master's degree is preferred for educational qualifications. Citi is an equal opportunity and affirmative action employer. Citigroup Inc. and its subsidiaries invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, review Accessibility at Citi.,

As a Business Development Head at InvestIT, your primary responsibility will be to build and maintain strong relationships with family offices, ensuring alignment with their investment goals. You will serve as the main point of contact for high-net-worth clients and institutional investors. In terms of strategic development, you will be required to design and implement derivative and algo-trading strategies that are tailored to market trends. Additionally, you will drive innovation in HFT strategies by incorporating AI and machine learning technologies. Your role will also involve market analysis where you will be expected to monitor global financial markets, identify opportunities for derivatives and high-frequency trading, and provide in-depth analysis and insights into market trends and risks. Furthermore, in the realm of business development, you will collaborate with internal teams to develop bespoke investment solutions for clients and assist in fundraising activities by leveraging your strong networks in the investment space. To qualify for this position, you should have at least 7 years of experience in derivatives, algorithmic trading, or high-frequency trading. You must demonstrate expertise in managing relationships with family offices and high-net-worth clients, possess a strong understanding of financial markets, quantitative strategies, and risk management, and have a proven track record of designing and implementing successful trading strategies. Excellent communication, negotiation, and analytical skills are essential for this role. An advanced degree in finance, economics, or a related field is preferred.,

Patronus Research LLP is a quantitative trading firm that is steering financial markets with advanced technologies. We are looking to hire is looking for a Quantitative Trader/ Algo Derivative options trader/arbitrageur. Experience: 1-2 years of trading experience in Options Location- Noida Notice period required- 15 days max. or immediately available Role and Responsibilities: 1. Trading in low risk options strategy using in-house platform. 2. Scaling up / down the strategy based on the prevalent market scenario. 3. Analyze and provide feedback to improve the trading strategy. 4. Working on new trading ideas and strategies. 5. Manage risk and execution across multiple Derivative products 6. Looking for experienced individuals who will trade, develop and implement quantitative and arbitrage strategies in OPTIONS for Indian Derivative market Requirements: 1. Exceptional mathematical aptitude. 2. Basic knowledge of excel 3. Knowledge of Options Strategies and Greeks mandatory. 4. Experience with Vol ratio Strategies 5. Minimum of 1-2 years of Algo Trading experience 6. Deep Knowledge of option market, strategies and risk management 7. Strong Analytical and problem-solving skills Educational Background: Candidate should have a minimum, a bachelor's degree in Engineering or Masters in Finance Exposure to trading is desirable and experience working in an HFT firm is preferable. Perks: In addition to an outstanding and organic work environment with rapid advancement potential, we offer other benefits: Competitive compensation to the right candidates. Annual bonus based on performance to full-time employees. Health Insurance of family Limitless growth and learning opportunities. Fully stocked Pantry. 5 days working.