Location: Noida
Experience: 2+ Years

Role Overview:

We are looking for a Quantitative Developer (Python & C++) to join our Core Engineering – Tools & Development team. This role is designed for engineers from High Frequency Trading or electronic trading environments who are passionate about building robust quantitative infrastructure and high-performance software that supports research, simulation, and live trading.

You will work closely with Portfolio Managers, Senior Quantitative Traders, Researchers, and Core Engineering teams to build scalable research platforms, trading utilities, and performance-critical software using both Python and C++.

Key Responsibilities

  • Develop high-performance quantitative applications using Python and Modern C++.
  • Build and maintain research frameworks, simulation engines, and quantitative libraries.
  • Design software supporting alpha research, strategy development, and backtesting.
  • Collaborate with Portfolio Managers and Researchers to implement quantitative models.
  • Build reusable software components and internal development tools.
  • Optimize applications for performance, scalability, and maintainability.
  • Integrate research systems with production trading infrastructure.
  • Work closely with Low-Latency Software Developers and Core Engineers on engineering initiatives.
  • Maintain high software quality through testing, profiling, code reviews, and automation.

Required Qualifications

  • Bachelor’s, Integrated Bachelor’s-Master’s, Master’s, or Dual Degree in Computer Science & Engineering (CSE), Electrical & Electronics Engineering (EEE), or Mathematics & Computing (M&C).
  • Candidates from IITs and other premier universities are strongly preferred.
  • 2+ years of experience in High Frequency Trading, Electronic Trading, FinTech, or similar performance-driven engineering environments.
  • Strong programming skills in Modern C++ and Python.
  • Excellent understanding of Object-Oriented Programming, Data Structures, and Algorithms.
  • Experience developing production-grade software in Linux environments.
  • Strong understanding of software architecture, multithreading, and systems programming fundamentals.
  • Excellent analytical and problem-solving abilities.

Preferred Experience

  • High Frequency Trading or Mid Frequency Trading platforms.
  • Quantitative Research infrastructure.
  • Research platforms and backtesting frameworks.
  • Performance optimization and concurrent programming.
  • STL, multithreading, and modern C++ standards.
  • Python scientific computing ecosystem.
  • Git, CI/CD, and modern software engineering practices.

What We’re Looking For

We’re looking for engineers who:

  • Have strong expertise in both Python and Modern C++.
  • Enjoy building software for quantitative research and systematic trading.
  • Collaborate effectively with Traders, Researchers, and Engineers.
  • Write clean, maintainable, and high-performance code.
  • Thrive in fast-paced engineering environments.

Why Join Open Futures?

  • Build engineering platforms that directly power systematic trading.
  • Work alongside world-class Portfolio Managers, Researchers, and Engineers.
  • Solve challenging software engineering problems in quantitative finance.
  • Access cutting-edge technology and institutional-grade infrastructure.
  • Competitive compensation with attractive performance-linked incentives.
  • Clear career progression into Senior Quantitative Engineering and Core Engineering
    leadership roles.

If you’re passionate about engineering, quantitative systems, and building software for next- generation trading platforms, we’d love to hear from you.

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