Core Engineer

Open Futures is a proprietary algorithmic trading firm looking for candidates to take on the role of Core Engineer with a Trading team in Delhi NCR. We are very well backed and have a presence across multiple cities in India. We trade across multiple asset classes across exchanges. The successful candidate will be part of our trading team that is responsible for developing low latency real-time Software / Strategies for High-Frequency Trading. 

Shoutout to people passionate about coding and problem solving:

As a Core Engineer, your responsibilities will include:

Open Futures is a proprietary algorithmic trading firm looking for Senior Algorithmic/Quant Traders to take on the role of Algorithmic Trader. We are very well backed and have a presence across multiple markets. We trade across multiple asset classes across exchanges. The successful candidate will be part of our trading teams at Open Futures. 

As a Algorithmic Trader, your responsibilities will include:

• Develop and trade various automated trading strategies
• Analyse market micro-structure and develop signals and trading strategies
• Ability to research, develop and implement profitable trading strategies and proven track record of excellent PnL and high ROC.
• Generate revenue on the capital allocated
• Rigorously back-test strategies on in-house research infrastructure and implement various profit-making strategies
• Develop and manage computer models to assess trading risks and to control the risk coming out of HFT trading
• To trade on the strategies in Domestic as well as international markets

What will bring you to the team:

• A degree in Computer Science, Electrical Engineering, Mathematics, Physics or a related discipline.
• A rich professional work experience with a prior HFT Trading firm.
• Hard working, Self-Motivated and willingness to see a task through to the end are some of the attributes that we are looking for.
• Thinking out of the box is highly encouraged and an open environment to work / experiment is provided to those who are out there to learn and grow.

Open Futures is a proprietary algorithmic trading firm looking for candidates to take on the role of a Quantitative Researcher in the Trading teams. We are very well backed and have a presence across multiple cities in India. We trade across multiple asset classes and multiple exchanges. The successful candidate will be part of our trading team that is responsible for researching and developing trading strategies for High-Frequency Trading. 

As a Quantitative Researcher, your responsibilities will include:

• Develop new or improve existing trading strategies using in-house platforms
• Use advanced mathematical techniques and model and predict market movements.
• Design, model and deploy high- frequency trading strategies on different asset classes and manage execution of strategies through an in- house algorithmic trading platform and manage risk management and performance analysis.
• Analyse large financial datasets to identify trading opportunities.
• Provide real-time analytical support to experienced traders.

What will bring you to the team:

• Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science, Electrical from Top Institutes.
• Excellent analytical abilities with strong understanding of mathematics, probability, statistics, econometrics, derivatives and machine learning tools.
• Good understanding of Equities, Futures & Options and other asset classes, electronic/automated trading systems and prior experience in the HFT industry preferred.
• A rich professional work experience (1-5 years) using C/C++ and Python in a UNIX / LINUX environment.

Open Futures is a proprietary algorithmic trading firm looking for candidates to take on the role of a Quantitative developer in the trading team. We are very well backed and have a presence across multiple cities in India. We trade across multiple asset classes across exchanges. The successful candidate will be part of our trading team that is responsible for developing low latency real-time software/trading strategies for High- Frequency Trading. 

As a Quantitative Developer, your responsibilities will include:

• To work along-side Quantitative Researchers and Senior Traders to code and develop trading strategies and low latency trading systems.
• Design, development, and testing of high-performance algorithmic trading software using mathematical and Computer Science.
• Real-time trade management and risk analysis platforms & Low-level systems optimizations for data processing.
• Collaborate with experienced teammates to learn and implement bespoke solutions that balance speed, features, and cost to improve our technology stack.
• A strong understanding of object-oriented design, data structures, and
  algorithms.
• Management and modification of existing software for optimal results and working with large data sets.

What will bring you to the team:

• A degree in Computer Science, Electrical Engineering, Mathematics, Physics or, a related discipline.
• A rich professional work experience (2-6 years) using C/C++ and Python in  a UNIX / LINUX environment.
• Knowledge of network, parallel/distributed, multithreaded programming would be very helpful, as would knowledge of Linux kernel programming.
• Good knowledge of, FIX protocol, network programming (TCP/IP), multi‐threaded applications, computational intelligence, real‐time programming or, GUI programming.
• Hard-working, Self-Motivated, and willingness to see a task through to the end are some of the attributes that we are looking for.
• The ability to manage multiple tasks in a fast-paced environment
• Thinking out of the box is highly encouraged and an open environment to work/experiment is provided to those who are out there to learn and grow.

Low Latency Software Developer

Open Futures is a proprietary algorithmic trading firm looking for candidates to take on the role of a Low Latency Software Developer in the Infrastructure team. We are very well backed and have a presence across multiple cities in India. We trade across multiple asset classes across exchanges. The successful candidate will be part of our trading team that is responsible for developing low latency real-time Software / Strategies for High-Frequency Trading. 

As a Low Latency Software Developer, your responsibilities will include:

• Design, development, and testing of high-performance algorithmic trading software.
• Work along-side with Senior Traders to develop Low Latency Trading Systems.
• Real-time trade management and risk analysis platforms & Low-level systems optimizations for data processing.
• Collaborate with experienced teammates to learn and implement bespoke solutions that balance speed, features, and cost to improve our technology stack.

What will bring you to the team:

• A degree in Computer Science, Electrical Engineering, Mathematics, Physics or a related discipline.
• A rich professional work experience (1-5 years) using C/C++ and Python in a UNIX / LINUX environment.
• Good knowledge of, FIX protocol, network programming (TCP/IP), multi‐threaded applications, computational intelligence, real‐time programming or, GUI programming.
• Prior experience in the HFT industry is preferred.
• Good knowledge of exchange connectivity, FIX protocol, market data handlers etc.
• Hard working, Self-Motivated and willingness to see a task through to the end are some of the attributes that we are looking for.
• Thinking out of the box is highly encouraged and an open environment to work / experiment is provided to those who are out there to learn and grow.

We are looking to hire System Engineers to develop, maintain and troubleshoot our rapidly expanding infrastructure. Someone who will manage trading network infrastructure. These systems will be used by the firm to execute its own strategies. You will be working with other exceptional software and quantitative professionals and solve some of the most challenging network and system engineering problems.

As a System Engineer, your responsibilities will include:

• Experience in reducing the latencies in areas such as OS, kernel, networking stack, kernel bypass, low latency system tuning, CPU architecture, robust and scalable algorithms, cache efficient data structures.
• Experience in Identifying and removing network/system level bottlenecks.
• Developing and deploying performance (CPU/network/memory) monitoring tools and algorithm.
• Liaise with internal trading and technology teams and other IT personnel for problem resolution.

What will bring you to the team:

• Bachelor’s degree in Computer Science, Electric Engineering or related field from Premium Institutes.
• Strong background in data structures, algorithms, and object-oriented programming, preferably in C++.
• Solid networking knowledge (OSI Network Layers, Network Stack, TCP/IP, Routing, Switching, Network Cards, Packet Loss, Ethernet Protocol)
• Good understanding of Systems Level Architecture, Linux Internals, Device Driver, Operating Systems.

A rich professional work experience (2-5 years) using C/C++ and Python in a UNIX / LINUX environment.

Open Futures is a proprietary algorithmic trading firm looking for candidates to take on the role of a Trade Execution Analyst in the Trading teams. We are very well backed and have a presence across multiple cities in India. We trade across multiple asset classes and multiple exchanges. The successful candidate will be part of our trading team that is responsible for executing the live strategies in the market.

As a Trade Execution Analyst, your responsibilities will include:

• Keep an eye on the performance of existing trading strategies and implement changes as required by the exchange / trader.
• Play a key role in the implementation of new strategies or existing strategies in new assets / markets.
• Innovate on ways to improve performance of strategies in place.
• Ensure that risk parameters are always met and compliance & technical issues are resolved immediately.
• Work along-side Quantitative analysts, developers and traders to ensure a smooth trading environment.

What will bring you to the team:

• A rich and professional (1-5 Years) of trading experience in different asset classes.
• Bachelor’s degree in Computer Science, Electric Engineering or related field.
• Good understanding of Equities, Futures & Options and other asset classes, electronic / automated trading systems and prior experience in the HFT industry preferred.
• Hard working, Self-Motivated and willingness to see a task through to the end are some of the attributes that we are looking for.

Thinking out of the box is highly encouraged and an open environment to work / experiment is provided to those who are out there to learn and grow.