Location: Noida / New Delhi / Gurugram
Experience: 4+ Years

Role Overview

We are looking for an experienced Senior Quantitative Trader to join our High/Mid Frequency Trading team. This role is ideal for professionals with a strong track record of developing and managing profitable systematic trading strategies while working in a collaborative research environment.

Reporting to the Portfolio Manager – Research & Trading, you will be responsible for researching, developing, deploying, and managing alpha-generating strategies. You will take end-to- end ownership of your research pipeline and live trading strategies while collaborating closely with Quantitative Researchers, Engineers, and fellow Traders to continuously improve portfolio performance.

This role offers the opportunity to work on challenging quantitative problems, contribute directly to portfolio, and grow into future leadership and Portfolio Manager responsibilities.

Key Responsibilities

  • Research, design, develop, and deploy systematic High/Mid Frequency trading strategies across multiple asset classes.
  • Generate alpha through quantitative research, statistical modeling, machine learning, and market microstructure analysis.
  • Own the complete research lifecycle including hypothesis generation, data analysis, signal development, backtesting, optimization, deployment, and live performance monitoring.
  • Manage live trading strategies with a strong focus on profitability, scalability, and risk- adjusted returns.
  • Continuously monitor, evaluate, and improve existing strategies to maximize portfolio
    performance.
  • Collaborate with the Portfolio Manager to identify new market opportunities and research directions.
  • Work closely with Quantitative Researchers and Engineers to enhance research frameworks, execution systems, and trading infrastructure.
  • Improve execution quality, latency, transaction cost analysis, and overall trading efficiency.
  • Mentor junior Quantitative Traders and Researchers, contributing to the team’s technical and research capabilities.
  • Stay up to date with evolving market dynamics, quantitative techniques, and emerging technologies.

Required Qualifications

  • Bachelor’s, Master’s, or Ph.D. in Computer Science, Mathematics, Statistics, Physics, Electrical Engineering, Finance, or a related quantitative discipline.
  • 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 developing and managing live systematic trading strategies with demonstrable profitability.
  • Strong understanding of market microstructure, exchange behavior, execution dynamics, and electronic trading systems.
  • Excellent programming skills in C++, Python, or similar languages.
  • Experience working with large-scale market data, quantitative research frameworks, and strategy development.
  • Strong statistical, mathematical, and analytical problem-solving abilities.
  • Ability to work independently while collaborating effectively within a high-performance research and trading team.

Preferred Experience

Candidates should have demonstrated experience in most of the following:

  • Successfully developing and deploying profitable systematic trading strategies.
  • A verifiable live trading track record with consistent performance.
  • Strong historical backtested PnL supported by robust validation methodologies.
  • Managing live production strategies across multiple market conditions.
  • Building research tools, execution systems, and quantitative trading infrastructure.
  • Portfolio optimization, execution optimization, and transaction cost analysis.
  • Mentoring junior traders or researchers and contributing to team success.
  • Experience trading Futures, Options, Equities, Commodities, or Global Markets.

What We’re Looking For

We’re looking for individuals who:

  • Are passionate about quantitative research and systematic trading.
  • Have a strong ownership mindset and take responsibility for the performance of their trading strategies.
  • Thrive in fast-paced, highly competitive market environments.
  • Continuously innovate, experiment, and refine trading ideas.
  • Enjoy collaborating with researchers, engineers, and traders to solve complex market problems.
  • Aspire to grow into leadership and Portfolio Manager responsibilities over time.

Why Join Open Futures?

  • Work alongside some of the industry’s best researchers, engineers, and traders.
  • Access institutional-grade low-latency trading infrastructure and global markets.
  • Take ownership of your own alpha generation and live trading strategies.
  • Collaborate in a highly research-driven and technology-focused environment.
  • Competitive compensation with attractive performance-linked incentives.
  • Clear career progression toward Portfolio Manager and Trading Desk leadership.

If you’re passionate about quantitative research, systematic trading, and generating sustainable alpha in competitive markets, we’d love to hear from you.

Apply now or share your resume at: hiring@openfutures.co.in