Financial Market Analyst (Position ##1005_MA) Location : Jaipur, India Position Summary Futures First offers a unique opportunity in India to work in the worlds most stimulating, liquid, and well-developed derivatives markets. This is an exciting challenge and an excellent opportunity for bright, analytical, highly motivated graduates to join a vibrant business and participate directly in todays dynamic world markets. At Futures First, we are committed to providing our employees with the best in technology, training, and continuing education which includes training on financial markets and products, risk management, soft skills development, and one-on-one mentoring to develop the requisite psychological and endurance skills. Job Profile The job involves dealing in the most exotic financial derivatives & futures markets and would be trained to acquire a strong understanding of market structure for various Asset classes. It would require Identification, Research, and Development of new strategies and ideas. It would involve analyzing and assimilation of market news/information/data to determine market sentiments, using technical and fundamental analysis in making decisions. Requirements Education Qualifications Strong Academics, Degree Educated or Equivalent. Preferable educational streams: Commerce, Finance, Economics, Mathematics, Statistics, and Engineering. Work Experience Not required. In case of experienced candidates, a good understanding and experience in futures markets and proven track record is essential. Skill Set Numerate, great at math Quick thinker, especially under high pressure Competitive Sharp, with deep intelligence Hardworking Passionate and driven to succeed Perform even better under pressure, and retain capacity for dispassionate learning in real-time Demonstrated strength of character: integrity, initiative, judgment, commitment, emotional stability, persistence, resilience THIS RECRUITMENT DRIVE IS ONLY FOR CANDIDATES WHO HAVE PASSED/PASSING OUT IN JUNE 2025 OR BEFORE. DATE OF JOINING : JULY 2025 CANDIDATES WHO HAVE TAKEN OUR RECRUITMENT PROCESS WITHIN THE LAST 1 YEAR ARE NOT ELIGIBLE TO APPLY. Show more Show less

Intern Financial Market Analyst (Quantitative Mathematics) (Position ##1005_INT) Location: Jaipur, India Position Summary: Strategy Ideation & Prototyping Formulate quantitative trading hypotheses based on mathematical constructs such as time-series patterns, stochastic processes, statistical arbitrage, and volatility-based signals. Utilize basic tools from probability theory, linear algebra, calculus, or signal processing to design rule-based models that respond to market conditions. Explore ideas inspired by physical systems such as mean-reverting dynamics (harmonic oscillators), momentum (inertia), and diffusion, and adapt them into simplified trading signals. Convert mathematical logic into parameterized models with testable conditions (e.g., thresholds, spreads, slopes, moving averages). Evaluate preliminary strategies using historical data and simplified backtesting tools provided within the internal trading platform. Job Profile: Collaborative Model Development Work with internal developers to translate logic and conditions into code-compatible formats. Learn how trading rules are implemented using SDK-based infrastructure and Lua-based scripting. Real-Time Strategy Testing Deploy your ideas in a test environment and observe their performance using live data. Use feedback and outcomes to iterate and improve strategy quality and robustness. Understand practical trading constraints like risk management, execution delays, and edge preservation. Who Should Apply? This program is ideal for final year students or recent graduates with a strong foundation in logic and analytical thinking, and an eagerness to apply theoretical knowledge in real-world financial markets. Requirements Education Qualifications Final year students or recent graduates in Mathematics, Physics, Engineering, or any quantitative discipline. Work Experience Skill Set Strong interest in numbers, logic, and patterns. Basic understanding of algebra, probability, or statistics. Exposure to coding (e.g., Python, C , or Excel macros) is a bonus but not necessary. Curiosity about markets or decision-making under uncertainty. Self-driven, eager to experiment, and open to feedback. What We Offer Direct Market Exposure: Work with live market data and see your ideas tested in real-time. Hands-On Learning: Learn practical aspects of trading and model development in a structured environment. Mentorship: Collaborate with experienced traders and developers who guide your journey. Merit-Based Growth: Top performers may get capital allocation and transition into trading roles. Freedom to Explore: Work on ideas that excite you and refine them with our support. DATE OF JOINING: JULY, 2025 CANDIDATES WHO HAVE TAKEN OUR RECRUITMENT PROCESS WITHIN THE LAST 1 YEAR ARE NOT ELIGIBLE TO APPLY. Show more Show less

The job involves dealing in the most exotic financial derivatives & futures markets and would be trained to acquire the strong understanding of market structure for various Asset classes. It would require Identification, Research and Development of new strategies and ideas. It would involve analyzing and assimilation of market news/information/data to determine market sentiments, using technical and fundamental analysis in making decisions. Requirements Education Qualifications Strong Academics, Degree Educated or Equivalent. Preferable educational streams: Commerce, Finance, Economics, Mathematics, Statistics and Engineering. Work Experience Not required. In case of experienced candidates, good understanding and experience in futures markets and proven track record is essential. Skill Set Numerate, great at math Quick thinker, especially under high pressure Competitive Sharp, with deep intelligence Hardworking Passionate and driven to succeed Perform even better under pressure, and retain capacity for dispassionate learning in real-time Demonstrated strength of character: integrity, initiative, judgment, commitment, emotional stability, persistence, resilience

Trainee International Markets (Position ###1002) Location: Kolkata, India Position Summary Futures First offers a unique opportunity in India to work in the worlds most stimulating, liquid, and well-developed derivatives markets. This is an exciting challenge and an excellent opportunity for bright, analytical, highly motivated graduates to join a vibrant business and participate directly in todays dynamic world markets. At Futures First we are committed to provide our employees with the best in technology, training, and continuing education which includes training on financial markets and products, risk management, soft skills development and one-on-one mentoring to develop the requisite psychological and endurance skills. Job Profile The job involves dealing in the most exotic financial derivatives & futures markets and would be trained to acquire the strong understanding of market structure for various Asset classes. It would require Identification, Research and Development of new strategies and ideas. It would involve analyzing and assimilation of market news/information/data to determine market sentiments, using technical and fundamental analysis in making decisions. Requirements Education Qualifications Strong Academics, Degree Educated or Equivalent. Preferable educational streams: Commerce, Finance, Economics, Mathematics, Statistics and Engineering. Work Experience Not required. In case of experienced candidates, good understanding and experience in futures markets and proven track record is essential. Skill Set Numerate, great at math Quick thinker, especially under high pressure Competitive Sharp, with deep intelligence Hardworking Passionate and driven to succeed Perform even better under pressure, and retain capacity for dispassionate learning in real-time Demonstrated strength of character: integrity, initiative, judgment, commitment, emotional stability, persistence, resilience Additional Information THIS RECRUITMENT DRIVE IS ONLY FOR CANDIDATES WHO HAVE PASSED/PASSING OUT IN 2025 OR BEFORE. DATE OF JOINING: September, 2025 CANDIDATES WHO HAVE TAKEN OUR RECRUITMENT PROCESS WITHIN THE LAST 1 YEAR ARE NOT ELIGIBLE TO APPLY. Show more Show less

Location Jaipur, India Share Position Summary Futures First offers a unique opportunity in India to work in the world’s most stimulating, liquid, and well-developed derivatives markets. This is an exciting challenge and an excellent opportunity for bright, analytical, highly motivated graduates to join a vibrant business and participate directly in today’s dynamic world markets. At Futures First we are committed to provide our employees with the best in technology, training, and continuing education which includes training on financial markets and products, risk management, soft skills development and one-on-one mentoring to develop the requisite psychological and endurance skills. Job Profile The job involves dealing in the most exotic financial derivatives & futures markets and would be trained to acquire the strong understanding of market structure for various Asset classes. It would require Identification, Research and Development of new strategies and ideas. It would involve analyzing and assimilation of market news/information/data to determine market sentiments, using technical and fundamental analysis in making decisions. Requirements Education Qualifications Strong Academics, Degree Educated or Equivalent. Preferable educational streams: Commerce, Finance, Economics, Mathematics, Statistics and Engineering. Work Experience Not required. In case of experienced candidates, good understanding and experience in futures markets and proven track record is essential. Skill Set Numerate, great at math Quick thinker, especially under high pressure Competitive Sharp, with deep intelligence Hardworking Passionate and driven to succeed Perform even better under pressure, and retain capacity for dispassionate learning in real-time Demonstrated strength of character: integrity, initiative, judgment, commitment, emotional stability, persistence, resilience THIS RECRUITMENT DRIVE IS ONLY FOR CANDIDATES WHO HAVE PASSED/PASSING OUT IN JUNE 2025 OR BEFORE. DATE OF JOINING: JULY,2025 Location: Jaipur, Rajasthan CANDIDATES WHO HAVE TAKEN OUR RECRUITMENT PROCESS WITHIN THE LAST 1 YEAR ARE NOT ELIGIBLE TO APPLY.

Location Jaipur, India Share Position Summary Strategy Ideation & Prototyping Formulate quantitative trading hypotheses based on mathematical constructs such as time-series patterns, stochastic processes, statistical arbitrage, and volatility-based signals. Utilize basic tools from probability theory, linear algebra, calculus, or signal processing to design rule-based models that respond to market conditions. Explore ideas inspired by physical systems such as mean-reverting dynamics (harmonic oscillators), momentum (inertia), and diffusion and adapt them into simplified trading signals. Convert mathematical logic into parameterized models with testable conditions (e.g., thresholds, spreads, slopes, moving averages). Evaluate preliminary strategies using historical data and simplified backtesting tools provided within the internal trading platform. Job Profile Collaborative Model Development Work with internal developers to translate logic and conditions into code-compatible formats. Learn how trading rules are implemented using SDK-based infrastructure and Lua-based scripting. Real-Time Strategy Testing Deploy your ideas in a test environment and observe their performance using live data. Use feedback and outcomes to iterate and improve strategy quality and robustness. Understand practical trading constraints like risk management, execution delays, and edge preservation. Who Should Apply? This program is ideal for final year students or recent graduates with a strong foundation in logic and analytical thinking, and an eagerness to apply theoretical knowledge in real-world financial markets. Requirements Education Qualifications Final year students or recent graduates in Mathematics, Physics, Engineering, or any quantitative discipline. Work Experience Skill Set Strong interest in numbers, logic, and patterns. Basic understanding of algebra, probability, or statistics. Exposure to coding (e.g., Python, C++, or Excel macros) is a bonus but not necessary. Curiosity about markets or decision-making under uncertainty. Self-driven, eager to experiment, and open to feedback. What We Offer Direct Market Exposure: Work with live market data and see your ideas tested in real-time. Hands-On Learning: Learn practical aspects of trading and model development in a structured environment. Mentorship: Collaborate with experienced traders and developers who guide your journey. Merit-Based Growth: Top performers may get capital allocation and transition into trading roles. Freedom to Explore: Work on ideas that excite you and refine them with our support. DATE OF JOINING: JULY,2025 Location: Jaipur, Rajasthan CANDIDATES WHO HAVE TAKEN OUR RECRUITMENT PROCESS WITHIN THE LAST 1 YEAR ARE NOT ELIGIBLE TO APPLY.

Location Gurugram, India Share Position Summary Do you have strong analytical instincts and a deep interest in global financial markets. Are you excited by the challenge of interpreting volatility, pricing dynamics, and real-time market behavior. If so, We are seeking a Quantitative Developer to join our dynamic team and collaborate with market analysts to innovate and create actionable strategies in a fast-paced, high-stakes environment. If you’re passionate about coding, problem-solving, and the exciting world of finance, this is the opportunity to make an impact (and reap the rewards). Job Profile Develop and Optimize Systems based strategy : Build and refine low/medium-latency strategies in C++ and .net framework to maintain a competitive edge in the markets. Collaborate with Market Analysts: Work closely with market analysts and developers to translate complex market data into profitable strategies. Enhance and becktest Algorithmic Strategies: Contribute to the design, development, and optimization of algorithmic trading strategies with a focus on performance and scalability. Requirements Education Qualifications Educational Background: Degree in Engineering, Mathematics, Finance, or a related field. Work Experience Minimum 1+ years of relevant experience, preferably in finance or a related industry. Skill Set Proficiency in C# (preferred) or .net, Python, C++. Advanced Excel skills and experience with statistics. Familiarity with low-latency trading systems and performance optimization techniques. Location: Gurgaon, Haryana Job Type: Full-Time Date of Joining: Immediate How to Apply: Ready to take your next career step? Apply now by filling out the application form and join the Futures First team! For any questions, feel free to reach out. We’re looking forward to welcoming you to our innovative and rewarding environment!

Location Gurugram, India Share Position Summary Do you have strong analytical instincts and a deep interest in global financial markets. Are you excited by the challenge of interpreting volatility, pricing dynamics, and real-time market behavior. If so, We are seeking a Quantitative Developer to join our dynamic team and collaborate with market analysts to innovate and create actionable strategies in a fast-paced, high-stakes environment. If you’re passionate about coding, problem-solving, and the exciting world of finance, this is the opportunity to make an impact (and reap the rewards). Job Profile Develop and Optimize Systems based strategy : Build and refine low/medium-latency strategies in C++ and .net framework to maintain a competitive edge in the markets. Collaborate with Market Analysts: Work closely with market analysts and developers to translate complex market data into profitable strategies. Enhance and becktest Algorithmic Strategies: Contribute to the design, development, and optimization of algorithmic trading strategies with a focus on performance and scalability. Requirements Education Qualifications Educational Background: Degree in Engineering, Mathematics, Finance, or a related field. Work Experience Minimum 1+ years of relevant experience, preferably in finance or a related industry. Skill Set Proficiency in C# (preferred) or .net, Python, C++. Advanced Excel skills and experience with statistics. Familiarity with low-latency trading systems and performance optimization techniques. Location: Gurgaon, Haryana Job Type: Full-Time Date of Joining: Immediate How to Apply: Ready to take your next career step? Apply now by filling out the application form and join the Futures First team! For any questions, feel free to reach out. We’re looking forward to welcoming you to our innovative and rewarding environment!

Data Analyst (Position # #5001_DA_Finance ) Location Gurugram, India Share Position Summary Futures First is a part of the Hertshten Group, its holding company which has raised the benchmarks for excellence in the international derivatives industry. Futures First benefits from the significant experience of the Hertshten Group in derivatives markets across global financial exchanges. This is an exciting challenge and an excellent opportunity for bright, analytical, highly motivated professionals to join a vibrant and global organization. At Futures First, we are dedicated to empowering our team with cutting edge technology, comprehensive training, dependable infrastructure, and ongoing learning opportunities enabling everyone to produce high caliber work while advancing both professionally and personally. Job Profile We are seeking a detail-oriented and analytical Data Analyst to join our team. The ideal candidate will have a strong background in data analysis, MIS reporting, and proficiency in Excel, VBA Macros, SQL, Python, and Power BI/Qlik Sense. This role involves transforming data into actionable insights to support business decisions. Key Responsibilities: Develop, maintain, and automate MIS reports and dashboards to support various business functions. Utilize advanced Excel functions including VBA Macros, for data analysis, reporting and automation. Write complex SQL queries to extract, manipulate, and analyze data from relational databases. Employ Python for data cleaning, analysis, and visualization tasks. Design and implement interactive dashboards and reports using Power BI/Qlik Sense to visualize key performance indicators and trends. Collaborate with cross-functional teams to understand data requirements and deliver insights. Ensure data accuracy and integrity across all reporting platforms. Requirements Education Qualifications Bachelors or Master s in any discipline Work Experience Minimum of 3 years of experience in data analysis or a similar role Skill Set Any certification in data analysis would be an added advantage Good analytical, logical and communication skills Proficiency in Microsoft Excel, including advanced functions and VBA Macros. Strong knowledge of SQL and Python for data querying and manipulation. Good to have hands on experience on one of the self-serviced BI tools like Power BI or Qlik Sense. Location: Gurgaon, Haryana Experience: 3+ Years Employment Type: Full-time

Quant Developer (Position # #3001_QA_FI ) Location Gurugram, India Share Position Summary Do you have strong analytical instincts and a deep interest in global financial markets. Are you excited by the challenge of interpreting volatility, pricing dynamics, and real-time market behavior. If so, We are seeking a Quantitative Developer to join our dynamic team and collaborate with market analysts to innovate and create actionable strategies in a fast-paced, high-stakes environment. If you re passionate about coding, problem-solving, and the exciting world of finance, this is the opportunity to make an impact (and reap the rewards). Job Profile Develop and Optimize Systems based strategy : Build and refine low/medium-latency strategies in C++ and .net framework to maintain a competitive edge in the markets. Collaborate with Market Analysts: Work closely with market analysts and developers to translate complex market data into profitable strategies. Enhance and becktest Algorithmic Strategies: Contribute to the design, development, and optimization of algorithmic trading strategies with a focus on performance and scalability. Requirements Education Qualifications Educational Background: Degree in Engineering, Mathematics, Finance, or a related field. Work Experience Minimum 1+ years of relevant experience, preferably in finance or a related industry. Skill Set Proficiency in C# (preferred) or .net, Python, C++. Advanced Excel skills and experience with statistics. Familiarity with low-latency trading systems and performance optimization techniques. Location: Gurgaon, Haryana Job Type: Full-Time Date of Joining: Immediate How to Apply: Ready to take your next career stepApply now by filling out the application form and join the Futures First team! For any questions, feel free to reach out. We re looking forward to welcoming you to our innovative and rewarding environment!

Location Gurugram, India Share Position Summary Futures First is a part of the Hertshten Group, its holding company which has raised the benchmarks for excellence in the international derivatives industry. Futures First benefits from the significant experience of the Hertshten Group in derivatives markets across global financial exchanges. This is an exciting challenge and an excellent opportunity for bright, analytical, highly motivated professionals to join a vibrant and global organization. At Futures First, we are dedicated to empowering our team with cutting‑edge technology, comprehensive training, dependable infrastructure, and ongoing learning opportunities—enabling everyone to produce high‑caliber work while advancing both professionally and personally. Job Profile We are seeking a detail-oriented and analytical Data Analyst to join our team. The ideal candidate will have a strong background in data analysis, MIS reporting, and proficiency in Excel, VBA Macros, SQL, Python, and Power BI/Qlik Sense. This role involves transforming data into actionable insights to support business decisions. Key Responsibilities: Develop, maintain, and automate MIS reports and dashboards to support various business functions. Utilize advanced Excel functions including VBA Macros, for data analysis, reporting and automation. Write complex SQL queries to extract, manipulate, and analyze data from relational databases. Employ Python for data cleaning, analysis, and visualization tasks. Design and implement interactive dashboards and reports using Power BI/Qlik Sense to visualize key performance indicators and trends. Collaborate with cross-functional teams to understand data requirements and deliver insights. Ensure data accuracy and integrity across all reporting platforms. Requirements Education Qualifications Bachelor's or Master’s in any discipline Work Experience Minimum of 3 years of experience in data analysis or a similar role Skill Set Any certification in data analysis would be an added advantage Good analytical, logical and communication skills Proficiency in Microsoft Excel, including advanced functions and VBA Macros. Strong knowledge of SQL and Python for data querying and manipulation. Good to have hands on experience on one of the self-serviced BI tools like Power BI or Qlik Sense. Location: Gurgaon, Haryana Experience: 3+ Years Employment Type: Full-time

Location Gurugram, India Share Position Summary Futures First is a part of the Hertshten Group, its holding company which has raised the benchmarks for excellence in the international derivatives industry. Futures First benefits from the significant experience of the Hertshten Group in derivatives markets across global financial exchanges. This is an exciting challenge and an excellent opportunity for bright, analytical, highly motivated professionals to join a vibrant and global organization. At Futures First, we are dedicated to empowering our team with cutting‑edge technology, comprehensive training, dependable infrastructure, and ongoing learning opportunities—enabling everyone to produce high‑caliber work while advancing both professionally and personally. Job Profile We are seeking a detail-oriented and analytical Data Analyst to join our team. The ideal candidate will have a strong background in data analysis, MIS reporting, and proficiency in Excel, VBA Macros, SQL, Python, and Power BI/Qlik Sense. This role involves transforming data into actionable insights to support business decisions. Key Responsibilities: Develop, maintain, and automate MIS reports and dashboards to support various business functions. Utilize advanced Excel functions including VBA Macros, for data analysis, reporting and automation. Write complex SQL queries to extract, manipulate, and analyze data from relational databases. Employ Python for data cleaning, analysis, and visualization tasks. Design and implement interactive dashboards and reports using Power BI/Qlik Sense to visualize key performance indicators and trends. Collaborate with cross-functional teams to understand data requirements and deliver insights. Ensure data accuracy and integrity across all reporting platforms. Requirements Education Qualifications Bachelor's or Master’s in any discipline Work Experience Minimum of 3 years of experience in data analysis or a similar role Skill Set Any certification in data analysis would be an added advantage Good analytical, logical and communication skills Proficiency in Microsoft Excel, including advanced functions and VBA Macros. Strong knowledge of SQL and Python for data querying and manipulation. Good to have hands on experience on one of the self-serviced BI tools like Power BI or Qlik Sense. Location: Gurgaon, Haryana Experience: 3+ Years Employment Type: Full-time

Position Summary Futures First is a part of the Hertshten Group, its holding company which has raised the benchmarks for excellence in the international derivatives industry. Futures First benefits from the significant experience of the Hertshten Group in derivatives markets across global financial exchanges. This is an exciting challenge and an excellent opportunity for bright, analytical, highly motivated professionals to join a vibrant and global organization. At Futures First, we are dedicated to empowering our team with cutting‑edge technology, comprehensive training, dependable infrastructure, and ongoing learning opportunities—enabling everyone to produce high‑caliber work while advancing both professionally and personally. Job Profile We are seeking a detail-oriented and analytical Data Analyst to join our team. The ideal candidate will have a strong background in data analysis, MIS reporting, and proficiency in Excel, VBA Macros, SQL, Python, and Power BI/Qlik Sense. This role involves transforming data into actionable insights to support business decisions. Key Responsibilities: Develop, maintain, and automate MIS reports and dashboards to support various business functions. Utilize advanced Excel functions including VBA Macros, for data analysis, reporting and automation. Write complex SQL queries to extract, manipulate, and analyze data from relational databases. Employ Python for data cleaning, analysis, and visualization tasks. Design and implement interactive dashboards and reports using Power BI/Qlik Sense to visualize key performance indicators and trends. Collaborate with cross-functional teams to understand data requirements and deliver insights. Ensure data accuracy and integrity across all reporting platforms. Requirements Education Qualifications Bachelor's or Master’s in any discipline Work Experience Minimum of 3 years of experience in data analysis or a similar role Skill Set Any certification in data analysis would be an added advantage Good analytical, logical and communication skills Proficiency in Microsoft Excel, including advanced functions and VBA Macros. Strong knowledge of SQL and Python for data querying and manipulation. Good to have hands on experience on one of the self-serviced BI tools like Power BI or Qlik Sense. Location: Gurgaon, Haryana Experience: 3+ Years Employment Type: Full-time Show more Show less

Position Summary Do you have strong analytical instincts and a deep interest in global financial markets. Are you excited by the challenge of interpreting volatility, pricing dynamics, and real-time market behavior. If so, We are seeking a Quantitative Developer to join our dynamic team and collaborate with market analysts to innovate and create actionable strategies in a fast-paced, high-stakes environment. If you’re passionate about coding, problem-solving, and the exciting world of finance, this is the opportunity to make an impact (and reap the rewards). Job Profile Develop and Optimize Systems based strategy : Build and refine low/medium-latency strategies in C++ and .net framework to maintain a competitive edge in the markets. Collaborate with Market Analysts: Work closely with market analysts and developers to translate complex market data into profitable strategies. Enhance and becktest Algorithmic Strategies: Contribute to the design, development, and optimization of algorithmic trading strategies with a focus on performance and scalability. Requirements Education Qualifications Educational Background: Degree in Engineering, Mathematics, Finance, or a related field. Work Experience Minimum 1+ years of relevant experience, preferably in finance or a related industry. Skill Set Proficiency in C# (preferred) or .net, Python, C++. Advanced Excel skills and experience with statistics. Familiarity with low-latency trading systems and performance optimization techniques. Location: Gurgaon, Haryana Job Type: Full-Time Date of Joining: Immediate How to Apply: Ready to take your next career step? Apply now by filling out the application form and join the Futures First team! For any questions, feel free to reach out. We’re looking forward to welcoming you to our innovative and rewarding environment! Show more Show less

Quant Analyst (Position # #3001_QA_FI_APAC ) Location Gurugram, India Share Position Summary We are seeking a highly motivated and analytical Quant Analyst to join Futures First. The role involves supporting development and execution of quantitative strategies across financial markets. Job Profile Statistical Arbitrage & Strategy Development Design and implement pairs, mean-reversion, and relative value strategies in fixed income (govvies, corporate bonds, IRS). Apply cointegration tests (Engle-Granger, Johansen), Kalman filters, and machine learning techniques for signal generation. Optimize execution using transaction cost analysis (TCA). Correlation & Volatility Analysis Model dynamic correlations between bonds, rates, and macro variables using PCA, copulas, and rolling regressions. Forecast yield curve volatility using GARCH, stochastic volatility models, and implied-vol surfaces for swaptions. Identify regime shifts (e.g., monetary policy impacts) and adjust strategies accordingly. Seasonality & Pattern Recognition Analyse calendar effects (quarter-end rebalancing, liquidity patterns) in sovereign bond futures and repo markets. Develop time-series models (SARIMA, Fourier transforms) to detect cyclical trends. Back testing & Automation Build Python-based back testing frameworks (Backtrader, Qlib) to validate strategies. Automate Excel-based reporting (VBA, xlwings) for P&L attribution and risk dashboards. Integrate Bloomberg/Refinitiv APIs for real-time data feeds. Requirements Education Qualifications B.Tech Work Experience 0-3 years Skill Set Must have: Strong grasp of probability theory, stochastic calculus (Ito s Lemma, SDEs), and time-series econometrics (ARIMA, VAR, GARCH). Must have: Expertise in linear algebra (PCA, eigenvalue decomposition), numerical methods (Monte Carlo, PDE solvers), and optimization techniques. Preferred: Knowledge of Bayesian statistics, Markov Chain Monte Carlo (MCMC), and machine learning (supervised/unsupervised learning) Libraries: NumPy, Pandas, statsmodels, scikit-learn, arch (GARCH models). Back testing: Backtrader, Zipline, or custom event-driven frameworks. Data handling: SQL, Dask (for large datasets). Power Query, pivot tables, Bloomberg Excel functions (BDP, BDH). VBA scripting for various tools and automation. Experience with C++/Java (low-latency systems), QuantLib (fixed income pricing), or R (statistical l). Yield curve modelling (Nelson-Siegel, Svensson), duration/convexity, OIS pricing. Credit spreads, CDS pricing, and bond-CDS basis arbitrage. Familiarity with VaR, CVaR, stress testing, and liquidity risk metrics. Understanding of CCIL, NDS-OM (Indian market infrastructure). Ability to translate intuition and patterns into quant models. Strong problem-solving and communication skills (must explain complex models to non-quants). Comfortable working in a fast-paced work environment. Location: Gurugram, Work hours will be aligned to APAC Markets.

Location Gurugram, India Share Position Summary We are seeking a highly motivated and analytical Quant Analyst to join Futures First. The role involves supporting development and execution of quantitative strategies across financial markets. Job Profile Statistical Arbitrage & Strategy Development Design and implement pairs, mean-reversion, and relative value strategies in fixed income (govvies, corporate bonds, IRS). Apply cointegration tests (Engle-Granger, Johansen), Kalman filters, and machine learning techniques for signal generation. Optimize execution using transaction cost analysis (TCA). Correlation & Volatility Analysis Model dynamic correlations between bonds, rates, and macro variables using PCA, copulas, and rolling regressions. Forecast yield curve volatility using GARCH, stochastic volatility models, and implied-vol surfaces for swaptions. Identify regime shifts (e.g., monetary policy impacts) and adjust strategies accordingly. Seasonality & Pattern Recognition Analyse calendar effects (quarter-end rebalancing, liquidity patterns) in sovereign bond futures and repo markets. Develop time-series models (SARIMA, Fourier transforms) to detect cyclical trends. Back testing & Automation Build Python-based back testing frameworks (Backtrader, Qlib) to validate strategies. Automate Excel-based reporting (VBA, xlwings) for P&L attribution and risk dashboards. Integrate Bloomberg/Refinitiv APIs for real-time data feeds. Requirements Education Qualifications B.Tech Work Experience 0-3 years Skill Set Must have: Strong grasp of probability theory, stochastic calculus (Ito’s Lemma, SDEs), and time-series econometrics (ARIMA, VAR, GARCH). Must have: Expertise in linear algebra (PCA, eigenvalue decomposition), numerical methods (Monte Carlo, PDE solvers), and optimization techniques. Preferred: Knowledge of Bayesian statistics, Markov Chain Monte Carlo (MCMC), and machine learning (supervised/unsupervised learning) Libraries: NumPy, Pandas, statsmodels, scikit-learn, arch (GARCH models). Back testing: Backtrader, Zipline, or custom event-driven frameworks. Data handling: SQL, Dask (for large datasets). Power Query, pivot tables, Bloomberg Excel functions (BDP, BDH). VBA scripting for various tools and automation. Experience with C++/Java (low-latency systems), QuantLib (fixed income pricing), or R (statistical l). Yield curve modelling (Nelson-Siegel, Svensson), duration/convexity, OIS pricing. Credit spreads, CDS pricing, and bond-CDS basis arbitrage. Familiarity with VaR, CVaR, stress testing, and liquidity risk metrics. Understanding of CCIL, NDS-OM (Indian market infrastructure). Ability to translate intuition and patterns into quant models. Strong problem-solving and communication skills (must explain complex models to non-quants). Comfortable working in a fast-paced work environment. Location: Gurugram, Work hours will be aligned to APAC Markets.

Position Summary We are seeking a highly motivated and analytical Quant Analyst to join Futures First. The role involves supporting development and execution of quantitative strategies across financial markets. Job Profile Statistical Arbitrage & Strategy Development Design and implement pairs, mean-reversion, and relative value strategies in fixed income (govvies, corporate bonds, IRS). Apply cointegration tests (Engle-Granger, Johansen), Kalman filters, and machine learning techniques for signal generation. Optimize execution using transaction cost analysis (TCA). Correlation & Volatility Analysis Model dynamic correlations between bonds, rates, and macro variables using PCA, copulas, and rolling regressions. Forecast yield curve volatility using GARCH, stochastic volatility models, and implied-vol surfaces for swaptions. Identify regime shifts (e.g., monetary policy impacts) and adjust strategies accordingly. Seasonality & Pattern Recognition Analyse calendar effects (quarter-end rebalancing, liquidity patterns) in sovereign bond futures and repo markets. Develop time-series models (SARIMA, Fourier transforms) to detect cyclical trends. Back testing & Automation Build Python-based back testing frameworks (Backtrader, Qlib) to validate strategies. Automate Excel-based reporting (VBA, xlwings) for P&L attribution and risk dashboards. Integrate Bloomberg/Refinitiv APIs for real-time data feeds. Requirements Education Qualifications B.Tech Work Experience 0-3 years Skill Set Must have: Strong grasp of probability theory, stochastic calculus (Ito’s Lemma, SDEs), and time-series econometrics (ARIMA, VAR, GARCH). Must have: Expertise in linear algebra (PCA, eigenvalue decomposition), numerical methods (Monte Carlo, PDE solvers), and optimization techniques. Preferred: Knowledge of Bayesian statistics, Markov Chain Monte Carlo (MCMC), and machine learning (supervised/unsupervised learning) Libraries: NumPy, Pandas, statsmodels, scikit-learn, arch (GARCH models). Back testing: Backtrader, Zipline, or custom event-driven frameworks. Data handling: SQL, Dask (for large datasets). Power Query, pivot tables, Bloomberg Excel functions (BDP, BDH). VBA scripting for various tools and automation. Experience with C++/Java (low-latency systems), QuantLib (fixed income pricing), or R (statistical l). Yield curve modelling (Nelson-Siegel, Svensson), duration/convexity, OIS pricing. Credit spreads, CDS pricing, and bond-CDS basis arbitrage. Familiarity with VaR, CVaR, stress testing, and liquidity risk metrics. Understanding of CCIL, NDS-OM (Indian market infrastructure). Ability to translate intuition and patterns into quant models. Strong problem-solving and communication skills (must explain complex models to non-quants). Comfortable working in a fast-paced work environment. Location: Gurugram, Work hours will be aligned to APAC Markets.

Location: Gurugram, India Position Summary Futures First is a part of the Hertshten Group, its holding company which has raised the benchmarks for excellence in the international derivatives industry. Futures First benefits from the significant experience of the Hertshten Group in derivatives markets across global financial exchanges. This is an exciting challenge and an excellent opportunity for bright, analytical, highly motivated professionals to join a vibrant and global organization. At Futures First, we are dedicated to empowering our team with cuttingedge technology, comprehensive training, dependable infrastructure, and ongoing learning opportunitiesenabling everyone to produce highcaliber work while advancing both professionally and personally. Job Profile We are seeking a detail-oriented and analytical Data Analyst to join our team. The ideal candidate will have a strong background in data analysis, MIS reporting, and proficiency in Excel, VBA Macros, SQL, Python, and Power BI/Qlik Sense. This role involves transforming data into actionable insights to support business decisions. Key Responsibilities Develop, maintain, and automate MIS reports and dashboards to support various business functions. Utilize advanced Excel functions including VBA Macros, for data analysis, reporting, and automation. Write complex SQL queries to extract, manipulate, and analyze data from relational databases. Employ Python for data cleaning, analysis, and visualization tasks. Design and implement interactive dashboards and reports using Power BI/Qlik Sense to visualize key performance indicators and trends. Collaborate with cross-functional teams to understand data requirements and deliver insights. Ensure data accuracy and integrity across all reporting platforms. Requirements Education Qualifications Bachelor's or Masters in any discipline Work Experience Minimum of 3 years of experience in data analysis or a similar role Skill Set Any certification in data analysis would be an added advantage Good analytical, logical, and communication skills Proficiency in Microsoft Excel, including advanced functions and VBA Macros. Strong knowledge of SQL and Python for data querying and manipulation. Good to have hands-on experience on one of the self-serviced BI tools like Power BI or Qlik Sense. Additional Information Experience: 3 Years Employment Type: Full-time

Location: Gurugram, India Position Summary We are seeking a highly motivated and analytical Quant Analyst to join Futures First. The role involves supporting development and execution of quantitative strategies across financial markets. Job Profile Statistical Arbitrage & Strategy Development Design and implement pairs, mean-reversion, and relative value strategies in fixed income (govvies, corporate bonds, IRS). Apply cointegration tests (Engle-Granger, Johansen), Kalman filters, and machine learning techniques for signal generation. Optimize execution using transaction cost analysis (TCA). Correlation & Volatility Analysis Model dynamic correlations between bonds, rates, and macro variables using PCA, copulas, and rolling regressions. Forecast yield curve volatility using GARCH, stochastic volatility models, and implied-vol surfaces for swaptions. Identify regime shifts (e.g., monetary policy impacts) and adjust strategies accordingly. Seasonality & Pattern Recognition Analyse calendar effects (quarter-end rebalancing, liquidity patterns) in sovereign bond futures and repo markets. Develop time-series models (SARIMA, Fourier transforms) to detect cyclical trends. Back Testing & Automation Build Python-based back testing frameworks (Backtrader, Qlib) to validate strategies. Automate Excel-based reporting (VBA, xlwings) for P&L attribution and risk dashboards. Integrate Bloomberg/Refinitiv APIs for real-time data feeds. Requirements Education Qualifications B.Tech Work Experience 0-3 years Skill Set Must have: Strong grasp of probability theory, stochastic calculus (Itos Lemma, SDEs), and time-series econometrics (ARIMA, VAR, GARCH). Must have: Expertise in linear algebra (PCA, eigenvalue decomposition), numerical methods (Monte Carlo, PDE solvers), and optimization techniques. Preferred: Knowledge of Bayesian statistics, Markov Chain Monte Carlo (MCMC), and machine learning (supervised/unsupervised learning). Libraries: NumPy, Pandas, statsmodels, scikit-learn, arch (GARCH models). Back testing: Backtrader, Zipline, or custom event-driven frameworks. Data handling: SQL, Dask (for large datasets). Power Query, pivot tables, Bloomberg Excel functions (BDP, BDH). VBA scripting for various tools and automation. Experience with C /Java (low-latency systems), QuantLib (fixed income pricing), or R (statistical). Yield curve modelling (Nelson-Siegel, Svensson), duration/convexity, OIS pricing. Credit spreads, CDS pricing, and bond-CDS basis arbitrage. Familiarity with VaR, CVaR, stress testing, and liquidity risk metrics. Understanding of CCIL, NDS-OM (Indian market infrastructure). Ability to translate intuition and patterns into quant models. Strong problem-solving and communication skills (must explain complex models to non-quants). Comfortable working in a fast-paced work environment. Work hours will be aligned to APAC Markets.

: Quant Developer (Position ##3001_QA_FI) Location: Gurugram, India Position Summary Do you have strong analytical instincts and a deep interest in global financial markets? Are you excited by the challenge of interpreting volatility, pricing dynamics, and real-time market behavior? If so, we are seeking a Quantitative Developer to join our dynamic team and collaborate with market analysts to innovate and create actionable strategies in a fast-paced, high-stakes environment. If youre passionate about coding, problem-solving, and the exciting world of finance, this is the opportunity to make an impact (and reap the rewards). Job Profile Develop and Optimize Systems based strategy: Build and refine low/medium-latency strategies in C and .NET framework to maintain a competitive edge in the markets. Collaborate with Market Analysts: Work closely with market analysts and developers to translate complex market data into profitable strategies. Enhance and backtest Algorithmic Strategies: Contribute to the design, development, and optimization of algorithmic trading strategies with a focus on performance and scalability. Requirements Education Qualifications Educational Background: Degree in Engineering, Mathematics, Finance, or a related field. Work Experience Minimum 1 years of relevant experience, preferably in finance or a related industry. Skill Set Proficiency in C# (preferred) or .NET, Python, C . Advanced Excel skills and experience with statistics. Familiarity with low-latency trading systems and performance optimization techniques. Job Type Full-Time Date of Joining Immediate How to Apply Ready to take your next career step? Apply now by filling out the application form and join the Futures First team! For any questions, feel free to reach out. Were looking forward to welcoming you to our innovative and rewarding environment!