Quantitative Trader (Algo Focus)

Quantitative Trader (Algo Focus)

The Role:

Quantitative Trader (Algo Focus)

The ideal candidate should have a strong understanding of market microstructure, a passion for solving complex problems, and a proven track record of generating profitable, scalable trading strategies.

What You’ll Do:

• Research & Build:
• Design, backtest, and productionize

  2+ distinct strategies per quarter

  .
• Develop hypotheses, curate data, and validate strategies out-of-sample to ensure robustness.
• Lead strategy ideation, ensuring each is grounded in sound quantitative principles.

• Optimize Continuously:

• Monitor live

  PnL

  ,

  slippage

  , borrow/fees, and capacity.
• Iterate models, parameters, and execution methods to consistently improve alpha generation and edge.
• Leverage feedback loops from live performance to refine and enhance strategies.

• Portfolio Management:

• Manage strategy portfolios by evaluating capital efficiency, correlation, and market regime suitability.
• Add or prune strategies based on evolving performance metrics.
• Implement

  kill-switches

  and

  guardrails

  to ensure adherence to risk limits.

• Execution Excellence:

• Architect and optimize execution logic, including venue selection, order types, and microstructure-aware routing.
• Minimize market impact and transaction costs while ensuring high fill quality.
• Strive for low slippage and optimize execution speed.

• Risk Management:

• Define and implement trading limits—gross/net exposure,

  max drawdown

  ,

  VaR

  (Value-at-Risk), etc.
• Design stress scenarios and develop disaster-recovery playbooks to protect the portfolio.
• Ensure that all trading strategies are auditable and reproducible for compliance.

• Market Adaptability:

• Stay ahead of shifts in Indian market microstructure (expiry cycles, margin norms, liquidity changes).
• Adapt strategies to changing market conditions while minimizing risk exposure.

• Collaboration:

• Collaborate with infrastructure and engineering teams to build efficient data pipelines, low-latency components, and monitoring systems.
• Maintain clear documentation for all strategy components, models, and processes.

Must Have:

• A

  portfolio of proven MFT/LFT strategies

  ready for immediate deployment upon joining.
• Deep expertise in Indian equity derivatives (F&O) market structure and dynamics.
• Strong quantitative and programming skills with the ability to quickly implement and test new strategies.
• Solid experience in

  algorithmic trading

  ,

  risk management

  , and

  execution optimization

  .

Success Metrics (Your Scorecard):

• Alpha & Stability:

• Sharpe/Sortino ratios, hit-rate, turnover-adjusted returns, and capacity utilization.

• Risk Discipline:

• Max drawdown, tail-risk containment, adherence to risk limits, and breach-free performance.

• Execution Quality:

• Realized vs. model slippage, fill quality, rejection/error rates, and downtime.

• Throughput:

• Number of strategies launched per quarter that pass post-live validation.

Compensation:

• Highly competitive base salary

  and a

  top-tier profit share

  structure aligned with strategy PnL and risk-adjusted performance.

• Clear, formula-driven rewards

  with no bureaucracy, directly tied to performance.

How to apply:

https://form.jotform.com/251665319238462

Please click the above link - fill out the complete form and we can have a video chat after that!