Quantitative Trader

About Open Futures Group:

Open Futures is one of India’s leading High-Frequency Trading (HFT) and quantitative research firms, specializing in ultra-low-latency trading across Futures, Options, Equities, Commodities, and FX markets. Headquartered in New Delhi, the firm was among the first to adopt NSE co-location infrastructure and continues to invest heavily in advanced research, cutting-edge systems, and high-performance computing to minimize latency and maximize execution efficiency.

As an active market maker, Open Futures enhances liquidity and market depth by continuously providing competitive quotes and capturing microstructure-driven opportunities. The firm relies on rigorous quantitative research, data science, and real-time analytics to design profitable strategies and maintain superior execution performance in rapidly evolving market conditions.

Role Description - Quantitative Trader :

Location:

This role blends quantitative research, strategy development, and live trading. As a Quantitative Trader, you will:

• Research, design, and develop high-performance systematic trading strategies backed by robust statistical and mathematical frameworks.

• Conduct deep analysis of market microstructure, order book behavior, and execution patterns to extract alpha and enhance strategy performance.

• Optimize trading models with a focus on latency reduction, signal quality, and execution efficiency.

• Monitor and manage live trading systems, making real-time decisions based on model output and market dynamics.

• Collaborate closely with quant researchers, developers, and infrastructure engineers to improve strategy architecture, simulation environments, and production pipelines.

• Leverage large datasets to uncover new trading signals, validate hypotheses, and evaluate parameter sensitivities under different market regimes.

This position demands strong analytical rigor, an innovative mindset, and the ability to operate under high-speed, high-stakes trading environments.

Qualifications:

• Proven experience in market making, quantitative trading, or strategy research.

• Strong understanding of market microstructure, trading signals, and alpha generation in low- or mid-frequency environments.

• Expertise in quantitative analytics, statistical modeling, probability, and optimization techniques.

• Hands-on experience in systematic trading strategy development, backtesting, and performance evaluation.

• Strong programming skills—preferably C++/Python; familiarity with R, Rust, or other analytical languages is a plus.

• Ability to work in a highly dynamic, high-pressure environment, making data-driven decisions with precision.

• Excellent problem-solving and critical-thinking abilities.

• Bachelor’s in Mathematics, Computer Science, Statistics, Electrical Engineering or other quantitative disciplines.