Company Description Asiatic Stock & Securities Ltd is a member of the National Stock Exchange of India (NSE) and Bombay stock Exchange (BSE) since 1995, specializing in cash, Futures & Currency segments. The company, promoted by Mr. H.k Gupta and Mr. Abhinav Gupta, has a reputation for integrity and excellence in the financial markets. With a focus on providing funding to trading firms, Asiatic Stock & Securities Ltd is committed to building relationships with profitable systematic traders. Role Description This is a full-time on-site role for a Product Manager located in Gurugram. Product Manager - Broking firm Job Description: - We are seeking a dynamic and experienced Product Manager to lead the development and execution of various trading products, services, and tool. - This role is pivotal in driving the product lifecycle from conception to launch, ensuring the integration of advanced technology in our stock broking processes, and ultimately enhancing our clients trading experience. Key Responsibilities: - Product Development & Execution: Spearhead the development, execution, and launch of trading products and services. Ensure these products meet market needs and are delivered with high quality and usability. - Cross-Functional Leadership: Work closely with engineering, marketing, sales, and support teams to ensure successful product rollout and adoption. Act as a bridge between technical and non-technical stakeholders. - Market & Technology Insights: Stay abreast of the latest trends in fintech and trading technologies. Utilize insights to drive innovation and maintain competitive edge. - Vendor Management & Collaboration: Establish and maintain strong relationships with fintech vendors. Leverage these relationships to enhance product offerings and ensure seamless integration of new technologies. - Risk Management: Identify potential risks and develop strategies to mitigate. Ensure all products comply with relevant laws and regulations. - Stakeholder Communication: Keep all stakeholders informed of project progress, challenges, and milestones. Ensure transparency and foster trust through regular updates and reports. Qualifications Product Management, Market Research, and Financial Product Development skills Experience in developing product strategies and launching new products Strong analytical and problem-solving skills Excellent communication and interpersonal abilities Ability to work effectively in a team and cross-functional environments Experience in the financial services industry or stock market trading is a plus Bachelor's degree in Finance, Economics, Business, or related field Show more Show less
Business Development Role at Asiatic Stock & Securities Ltd. Key Responsibilities: Client Acquisition & Relationship Management: Ident ify and onboard new clients, including High Net-Worth Individuals (HNIs), institutional investors, Algo Traders and retail clients.Devel op and maintain strong relationships with existing clients to ensure satisfaction and retention.Sales & Revenue Generation:Promo te and sell the company's range of financial products and services, such as equity trading, derivatives, mutual funds, and margin trading.Achie ve sales targets and contribute to the company's revenue growth.Marke t Research & Strategy:Condu ct market research to identify new business opportunities and understand client needs.Devel op and implement strategies to expand the company's client base and market presence.Colla boration & Coordination:Work closely with other departments, including trading, compliance, and operations, to ensure seamless service delivery.Coord inate with the marketing team to develop promotional materials and campaigns. Desired Skills & Qualifications: Educational Background: A Bac helor's or Master's degree in Business, Finance, Economics, or a related field.Exper ience:A min imum of 3 years of experience in business development, sales, or client acquisition within the financial services industry.Skill s:Stron g interpersonal and communication skills.Profi ciency in Microsoft Office Suite (Word, Excel, PowerPoint).Knowl edge of financial markets and products.Abili ty to work independently and as part of a team. Compensation: Competitive salary with performance-based incentives. How to Apply: Interested candidates can apply online through the company's official website or send their resumes to abhinav@asiaticstock.in www.asiaticstock.in Company Overview: Asiatic Stock & Securities Ltd. is a member of the National Stock Exchange of India (NSE) and a member of the Bombay Stock Exchange (BSE) since 1995. The company is SEBI-registered in Cash, Futures & Commodity Derivative segments of NSE and Cash, Futures segments of BSE. Founded by Mr. H.K. Gupta, a seasoned investor with experience since 1985, and supported by Mr. Abhinav Gupta, the company emphasizes ethical and transparent business practices, customer-centric services, and cutting-edge technology to ensure world-class customer service Show more Show less
About Us Asiatic Stock & Securities Ltd is a SEBI-registered broker and member of NSE and BSE since 1995. With an unblemished track record spanning three decades, we’ve combined our strong regulatory foundation with the agility of a modern trading firm. Over the last 9 years, we’ve actively supported and funded mid-frequency, overnight, and systematic trading strategies , and built our own in-house execution engine — currently integrated with Symphony Fintech's XTS API platform. We are now looking to upgrade our execution infrastructure , enhance its functionality, and make it more resilient, scalable, and intelligent. Role Overview We’re seeking an experienced Quantitative Execution Developer to take ownership of our existing execution engine — upgrading its architecture, extending its capabilities, and addressing real-world trading challenges in live environments. This is a critical role, sitting at the intersection of technology , trading operations , and market microstructure . Key ResponsibilitiesEnhance o ur existing execution engine: Optimize performance, reliability, and error handling. Develop smart execution logic : Integrate TWAP, VWAP, order slicing, price/volume adaptive logic, etc. Improve order routing and reduce slippages : Monitor fills, latency, and execution quality in live environments. Integrate new asset classes and strategy types : Extend support to options, multi-leg, and conditional orders. Handle and troubleshoot execution issues : Detect, log, and mitigate exchange rejections, throttling errors, order mismatches, and connectivity failures. Build real-time monitoring dashboards : Provide visibility into orders, positions, latencies, and system health. Collaborate with quants, traders, and RMS : Ensure seamless hand-off from signal generation to final execution, with tight risk controls. Required Skills Strong programming experience in Python and/or C++ (Rust/Go a bonus). Deep familiarity with Symphony Fintech XTS APIs (or similar broker/exchange APIs). Experience in live trading environments , especially around order management, risk controls, and post-trade reconciliation . Ability to debug and resolve common execution errors: Exchange rejections (price bands, order limits) RMS rejections, margin errors, throttling Partial fills, slippages, mismatched positions Network/connectivity drops, session expiries Understanding of market microstructure : LTP vs. bid-ask, impact costs, auction vs continuous sessions. Strong debugging, logging, and fault-tolerance design mindset. Nice to Have Experience with Kafka, Redis, InfluxDB/Grafana , or similar tech stack for real-time streaming and monitoring. Exposure to co-location / low-latency environments . Familiarity with SEBI compliance norms , exposure rules, and risk handling. Previous work at a quant trading desk, broker RMS, or HFT firm . Why Join Us? Direct exchange access — no black boxes or interm ediaries.Real PnL impact — yo ur work directly drives trading outcomes.Oppor tunity to upgra de existing systems, not start from zero — but with full freedom to re-architect.Work with a close -knit team of traders, quants, and coders solv ing real-world problems together.Compe titive compensation with performance-linked incentives.
About the Role We are seeking a highly skilled Senior Quantitative Researcher to join our medium frequency trading team. This role involves developing and implementing sophisticated trading strategies that operate on timeframes ranging from minutes to several hours, focusing on exploiting market inefficiencies through rigorous quantitative analysis. Key Responsibilities Strategy Development & Research · Design, develop, and enhance medium frequency trading strategies across multiple asset classes · Conduct in depth research on market microstructure, price dynamics, and trading patterns · Perform statistical analysis to identify alpha-generating opportunities · Back test and validate trading models using historical data · Analyze large datasets from multiple market sources · Build predictive models using machine learning and statistical techniques · Develop alternative data integration strategies · Perform feature engineering and signal generation Required Qualifications Education & Experience · Degree in Quantitative Finance, Mathematics, Statistics, Physics, Computer Science, or related field · 3+ years of experience in quantitative research within trading, asset management, or financial services · Proven track record of developing profitable trading strategies Technical Skills · Expert proficiency in Python, R, or C++ · Strong knowledge of statistical modeling, time series analysis, and machine learning · Experience with back testing frameworks and strategy validation Skills We Value · Strong analytical and problem solving capabilities · Attention to detail and rigorous approach to research validation · Ability to work independently and manage multiple projects · Excellent communication skills for presenting research findings · Intellectual curiosity and passion for financial markets · Team collaboration and knowledge sharing Application Process Please submit your application including: · Current resume/CV highlighting quantitative research experience · Cover letter describing your interest in medium frequency trading · Examples of previous research work or trading strategies (where permissible)
Company: Asiatic Stock and Securities Location: Gurgaon, Haryana Job Summary: We are looking for a detail-oriented and experienced DP Executive to join our team at Asiatic. The role requires Deep Knowledge of Depository Operations. Sharp Knowledge of Local DPM, e-DPM, DMS and i-Assist and CDAS system. Document knowledge: Demat, Remat, MF redemption, Account opening (Individual and Non-Individual) DIS Execution, Scan process. Account Closure, Transmission, Closure-Cum-Transfer. DIS issuance.. Key Responsibilities: Handle depository operations including demat, remat, pledge, unpledge, and off market transactions. Process and verify DIS (Delivery Instruction Slips) and other client instructions accurately. • Reconcile daily DP reports and maintain updated client records. Coordinate with NSDL/CDSL and clearing members for operational activities. Monitor and ensure timely settlement of trades and securities movement. Prepare and maintain MIS and compliance reports as per SEBI and depository regulations. • Address and resolve client queries related to demat accounts and DP transactions. Assist in audit and inspection processes conducted by regulators and depositories. Key Skills & Competencies: In-depth knowledge of Depository Operations (NSDL/CDSL). Familiarity with DP software and back-office systems. Strong attention to detail and ability to work under pressure. Proficiency in MS Excel and reporting tools. Good communication and coordination skills. Qualifications & Experience: Graduate in Commerce / Finance / Economics or equivalent 2 – 5 years of experience in DP operations with a stock broking firm. NISM-Series VI (Depository Operations Certification) is mandatory.
About the Role We are seeking a highly skilled Senior Quantitative Researcher to join our medium frequency trading team. This role involves developing and implementing sophisticated trading strategies that operate on timeframes ranging from minutes to several hours, focusing on exploiting market inefficiencies through rigorous quantitative analysis. Key Responsibilities Strategy Development & Research Design, develop, and enhance medium frequency trading strategies across multiple asset classes Conduct in depth research on market microstructure, price dynamics, and trading patterns Perform statistical analysis to identify alpha-generating opportunities Back test and validate trading models using historical data Analyze large datasets from multiple market sources Build predictive models using machine learning and statistical techniques Develop alternative data integration strategies Perform feature engineering and signal generation Required Qualifications Education & Experience Degree in Quantitative Finance, Mathematics, Statistics, Physics, Computer Science, or related field 3+ years of experience in quantitative research within trading, asset management, or financial services Proven track record of developing profitable trading strategies Technical Skills Expert proficiency in Python, R, or C++ Strong knowledge of statistical modeling, time series analysis, and machine learning Experience with back testing frameworks and strategy validation Skills We Value Strong analytical and problem solving capabilities Attention to detail and rigorous approach to research validation Ability to work independently and manage multiple projects Excellent communication skills for presenting research findings Intellectual curiosity and passion for financial markets Team collaboration and knowledge sharing Application Process Please submit your application including: Current resume/CV highlighting quantitative research experience Cover letter describing your interest in medium frequency trading Examples of previous research work or trading strategies (where permissible) Show more Show less
Are you the algorithmic trading mastermind our team is seeking We have over 15 years of experience in medium frequency trading, and we are now looking to expand our algorithmic trading capabilities. We require a visionary leader to head our strategy development team. As the Team Lead for algorithmic strategy development, you will be responsible for designing Medium Frequency Trading (MFT) strategies for intraday and overnight trading in FnO markets. You will use your expertise in Python and C++ to lead the development process and optimize hardware utilization for optimal trading performance. Additionally, you will mentor and guide a team of high-performing professionals in the field of algorithmic trading. To be successful in this role, you should have at least 5 years of experience in algorithmic trading strategy development, with expert-level skills in Python and C++ programming. You should possess a deep understanding of FnO segment in Indian market indices and have a solid background in financial markets applications. Hands-on experience in MFT strategy development and expertise in stock options trading strategies are also essential requirements. Joining our team will allow you to lead innovative algorithm development in India's fastest-growing fintech sector. You will have the opportunity to work with cutting-edge trading infrastructure and be rewarded with a competitive compensation package along with performance incentives. Moreover, you will be part of a collaborative culture surrounded by brilliant minds. If you are ready to take on this challenging and rewarding role, we look forward to receiving your application.,