Location: Gurugram
Experience: 2+ Years

Role Overview:

We are looking for a Quantitative Developer (Python) to join our Core Engineering – Tools & Development team. This role focuses on building research platforms, data pipelines, analytical tools, and quantitative frameworks that enable our Researchers, Traders, and Portfolio Managers to efficiently develop, validate, and optimize systematic trading strategies.

Working closely with Quantitative Researchers, Portfolio Managers, and Core Engineering teams, you will build scalable Python-based infrastructure for data processing, backtesting, feature engineering, and quantitative analytics. This is an engineering-focused role that bridges software development and quantitative research.

Key Responsibilities:

  • Develop and maintain quantitative research tools and Python libraries.
  • Build scalable data processing pipelines for large-scale financial datasets.
  • Design and optimize research frameworks used for alpha discovery and strategy validation.
  • Develop reusable libraries for feature engineering, statistical analysis, and data visualization.
  • Collaborate with Quantitative Researchers to translate research ideas into production-ready tools.
  • Build and optimize backtesting utilities and research automation frameworks.
  • Improve performance of Python applications through profiling and optimization.
  • Integrate Python applications with existing C++ trading infrastructure where required.

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 Python software development.
  • Strong expertise in Python, NumPy, Pandas, and scientific computing.
  • Experience working with large structured datasets.
  • Good understanding of probability, statistics, and quantitative analysis.
  • Exposure to C++ for integrating or supporting production systems.
  • Strong understanding of object-oriented programming, data structures, and algorithms.
  • Experience with SQL and Linux development environments.

Preferred Experience:

  • Quantitative Research or High Frequency Trading environments.
  • Data Science and Machine Learning workflows.
  • Time-series data analysis.
  • Backtesting frameworks.
  • Feature engineering and statistical modeling.
  • Python performance optimization.
  • Git, CI/CD, and modern software engineering practices.

What We’re Looking For:

We’re looking for engineers who:

  • Enjoy solving quantitative and data-intensive problems.
  • Build clean, scalable, and reusable software.
  • Collaborate effectively with Researchers and Traders.
  • Have strong analytical thinking and software engineering fundamentals.
  • Are passionate about building tools that improve research productivity.

Why Join Open Futures?

  • Build the research infrastructure powering systematic trading strategies.
  • Work directly with Portfolio Managers, Researchers, and Traders.
  • Access large-scale market datasets and cutting-edge research platforms.
  • Competitive compensation with performance-linked incentives.
  • Clear career progression into Senior Quantitative Development and Quantitative
    Engineering roles.

If you’re passionate about Python, quantitative research, and building tools that accelerate systematic trading, we’d love to hear from you.

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