Location: Noida /New Delhi/ Gurugram
Experience: 6+ Years

Role Overview

We are looking for an experienced Portfolio Manager (Research & Trading) to lead the end-to- end lifecycle of a High/Mid Frequency Trading desk. This role is designed for professionals who have consistently generated profitable systematic trading strategies and are eager to build, scale, and own an independent trading desk.

The ideal candidate combines strong quantitative research capabilities with live trading experience, technical understanding, and leadership skills. You will have the autonomy to establish your own research framework, build a high-performing team, develop trading infrastructure, and manage the complete strategy lifecycle from idea generation to production deployment and portfolio management.

This is an entrepreneurial role offering significant ownership, resources, and long-term growth opportunities.

Key Responsibilities

  • Build and lead a High/Mid Frequency Trading desk from the ground up.
  • Design, research, develop, and deploy systematic trading strategies across multiple asset classes.
  • Generate alpha through quantitative research, statistical modeling, machine learning, or market microstructure analysis.
  • Own the complete research lifecycle including hypothesis generation, data analysis, signal creation, backtesting, optimization, deployment, and performance monitoring.
  • Manage live trading portfolios with a strong focus on risk-adjusted returns and capital efficiency.
  • Build and lead a team of Quantitative Researchers, Traders, and Engineers.
  • Collaborate closely with technology teams to build scalable research and execution infrastructure.
  • Improve execution quality, latency, transaction cost analysis, and overall trading efficiency.
  • Design robust risk management frameworks and portfolio controls.
  • Drive innovation by exploring new markets, instruments, datasets, and modeling techniques.

Required Qualifications

  • Bachelor’s, Master’s, or Ph.D. in Computer Science, Mathematics, Statistics, Physics, Electrical Engineering, or related quantitative disciplines.
  • Graduates from premier institutes such as IITs, IISc, IIITs, ISI, BITS Pilani, top international universities, or other leading quantitative programs are strongly preferred.
  • 5+ years of experience in High Frequency Trading, Mid Frequency Trading, Quantitative Research, or Systematic Trading.
  • Proven experience managing live systematic trading strategies with demonstrable profitability.
  • Strong understanding of market microstructure, exchange behavior, and execution dynamics.
  • Excellent programming skills in C++, Python, or similar languages.
  • Experience working with large-scale market data and quantitative research frameworks.
  • Strong statistical, mathematical, and analytical problem-solving abilities.
  • Experience leading and mentoring quantitative research or trading teams.

Preferred Experience

Candidates should have demonstrated experience in most of the following:

  • Successfully built and managed profitable systematic trading strategies.
  • Verifiable live trading track record with consistent performance.
  • Strong historical backtested PnL supported by robust validation methodologies.
  • Experience managing meaningful trading capital.
  • Building research platforms, trading infrastructure, and execution systems.
  • Hiring, mentoring, and scaling quantitative research and trading teams.
  • Portfolio construction and multi-strategy management.
  • Strategy capacity analysis, execution optimization, and transaction cost modeling.
  • Experience across Futures, Options, Equities, Commodities, or Global Markets.
  • Are passionate about building new research initiatives from scratch.
  • Thrive in fast-paced, highly competitive market environments.
  • Continuously innovate and adapt to evolving market conditions.

Why Join Open Futures?

  • Opportunity to build and own your own trading desk.
  • Access to institutional-grade low-latency trading infrastructure and access to global markets.
  • Collaborative environment with experienced researchers, engineers, and traders.
  • Competitive compensation with highly attractive performance-linked incentives.
  • Direct impact on the firm’s research direction and trading performance.

If you’re passionate about quantitative research, systematic trading, and building world-class trading businesses, we’d love to hear from you do apply or share your resume at hiring@openfutures.co.in