8 Proprietary Trading Jobs nearby Bangalore

As a Junior Trade Monitoring Analyst, you will play a crucial role in supporting overnight trading activities. Your primary responsibilities will include: - Monitoring and reviewing trade flow and executions across multiple asset classes during night hours, such as equities, derivatives, FX, and crypto. - Ensuring trades are executed accurately and promptly escalating any trade breaks, mismatches, or anomalies to senior traders or researchers. - Performing real-time surveillance of trading activity to identify potential market abuse or policy violations. - Generating and validating reports related to trade volumes, exposure, risk, and performance. - Collaborating with internal teams, including traders, researchers, and technology, to address operational issues. - Maintaining accurate incident logs, alerts, and resolutions to adhere to audit and compliance protocols. - Conducting end-of-day checks and reconciliations to verify proper trade capture and reporting. - Assisting with regulatory and internal reporting requirements as needed. Qualifications & Skills: - Bachelor's degree in Finance, Mathematics, Computer Science, or a related field. - 02 years of experience in trade operations, trade support, or surveillance. - Willingness and ability to work permanent night shifts. - Strong analytical and problem-solving skills with a keen attention to detail. - Excellent communication and documentation abilities. - Familiarity with trading platforms like Bloomberg, MetaTrader, or proprietary platforms is advantageous. - Proficiency in MS Excel; familiarity with SQL, Python, or VBA is a plus. - Understanding of global markets, financial instruments, and the regulatory environment is preferred.,

Role Overview: As a Capital Market Analyst Intern at PipRaisers, you will assist in macro and micro-level investment research, multi-asset portfolio development, and sector-wise allocation strategies. You'll gain real-time exposure to market data interpretation, trade analytics, and investment decision-making, while working with mentors experienced in institutional-style trading and analysis. Key Responsibilities: - Track and analyze global equity, bond, and derivative market trends - Study macroeconomic indicators, central bank policies, and rate cycles - Support creation and review of diversified investment portfolios - Conduct industry and company-specific research for portfolio inclusion - Prepare investment rationales, backtesting models, and risk dashboards - Collaborate with senior analysts to draft market outlook reports - Assist in constructing model portfolios and tracking key performance metrics Qualifications Required: - Students or graduates in Finance, Economics, Quant, or Commerce domains - Passionate about stock markets, research-driven investing, and capital allocation - Solid understanding of ratios, financial modeling, and macro trends - Familiar with tools like Screener, NSE/BSE, TradingView, Investing.com, Excel - Strong analytical skills and willingness to learn dynamic portfolio strategies - Bonus: Experience in mock investing, equity research competitions, or market journaling About PipRaisers: PipRaisers is a research-led proprietary trading and portfolio mentorship firm focused on training the next generation of high-performance capital market professionals. We specialize in cross-asset research, portfolio construction, and execution-level decision-making across global equities, fixed income, and derivative markets. Application Deadline: 30th of the Month Start Date: Immediate,

As an Arbitrage Trader at our proprietary desk in Bangalore, Karnataka, India, you will play a crucial role in leveraging data, technology, and statistical methods to identify and execute high-probability arbitrage opportunities across markets. You will be part of a high-performing team that encourages innovation, ownership of trading strategies, and operates in a performance-driven environment supported by cutting-edge infrastructure and capital. Key Responsibilities: - Design, develop, and manage quantitative arbitrage strategies across different asset classes. - Identify and exploit market inefficiencies and pricing anomalies through automated and semi-automated strategies. - Continuously improve strategy performance through statistical analysis, back-testing, and real-time monitoring. - Manage risks effectively by monitoring position sizing, exposure, and performance attribution. - Keep abreast of market structure changes, regulatory developments, and technological shifts affecting trading efficiency. Skills & Requirements: - Proven track record in quantitative arbitrage trading at a proprietary desk, hedge fund, or HFT setup. - Strong understanding of quantitative models, market micro-structure, and statistical methods. - Proficiency in Python (preferred), R, C++, or similar languages for strategy development and automation. - Ability to analyze large datasets, derive actionable insights, and construct logic-driven trading frameworks. - Sound knowledge of risk control methodologies and real-time risk monitoring. - Capable of making rational decisions swiftly in high-pressure market scenarios. - Maintain composure during volatile market conditions. - Willingness to adapt, learn, and refine strategies in alignment with market dynamics. - Familiarity with trading platforms, APIs, market data systems, and low-latency environments. - Comfortable collaborating in cross-functional teams with developers, researchers, and risk professionals. - Bachelor's or Master's degree in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or related field. - Advanced qualifications such as CFQ, FRM, CMT are considered advantageous.,

Role Overview: You will be joining as an Arbitrage Trader with expertise in quantitative trading to work on identifying and executing high-probability arbitrage opportunities across markets by leveraging data, technology, and statistical methods. As part of the team, you will have the freedom to innovate, develop trading strategies, and work in a performance-driven environment with advanced infrastructure and capital support. Key Responsibilities: - Design, develop, and manage quantitative arbitrage strategies for various asset classes. - Identify and exploit market inefficiencies and pricing anomalies using automated and semi-automated strategies. - Enhance strategy performance through statistical analysis, back-testing, and real-time monitoring. - Manage risks by overseeing position sizing, exposure monitoring, and performance attribution. - Keep abreast of market structure changes, regulatory updates, and technological advancements affecting trading efficiency. Qualifications Required: - Proven experience in quantitative arbitrage trading at a proprietary desk, hedge fund, or HFT setup. - Proficiency in quantitative models, market micro-structure, and statistical methods. - Hands-on experience with Python (preferred), R, C++, or similar languages for strategy development and automation. - Ability to analyze large datasets, derive actionable insights, and construct logic-driven trading frameworks. - Understanding of risk control techniques and real-time risk monitoring. - Capable of making rational decisions swiftly in high-stakes market scenarios. - Ability to maintain composure during volatile market conditions. - Willingness to learn, adapt, and refine strategies according to market dynamics. - Familiarity with trading platforms, APIs, market data systems, and low-latency environments. - Comfortable collaborating in cross-functional teams with developers, researchers, and risk professionals. - Bachelor's or Master's degree in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or related field. - Advanced qualifications such as CFQ, FRM, CMT are a plus.,

As a Senior/Lead Product Manager at FYERS, your role will involve leading the development of institutional product offerings and solutions for the Indian capital markets. You will be responsible for defining and executing the product roadmap, understanding institutional workflows, creating requirements for market making and proprietary trading firms, leveraging AI for customer solutions, and engaging with institutional clients to gather feedback for product improvements. Additionally, you will work collaboratively with engineering, compliance, and business teams to deliver scalable, compliant, and high-performance product solutions while staying updated on Exchange & SEBI regulations to adjust product offerings accordingly. Key Responsibilities: - Define and execute the product roadmap for institutional offerings. - Understand institutional workflows, challenges, and regulatory needs for domestic institutional investment firms. - Create requirements for market making across segments and solve challenges for proprietary trading firms. - Identify opportunities to leverage AI for addressing pain points of institutional customers. - Engage with institutional clients to gather feedback and convert insights into product improvements. - Collaborate with cross-functional teams to deliver scalable, compliant, and high-performance product solutions. - Track performance metrics and iterate based on data and user impact. - Stay informed about Exchange & SEBI regulations and make necessary adjustments to product offerings. Qualifications Required: - 5+ years of experience in product management or institutional roles within brokerage, exchange, or trading technology firms. - Strong understanding of institutional trading workflows including market making, DMA, and execution algos. - Experience working with buy side or sell side research teams. - Solid grasp of Indian equity and derivatives markets along with regulatory frameworks. - Proven track record of driving complex, multi-stakeholder projects. - Strong analytical, problem-solving, and communication skills. Bonus Points: - Experience working with prop trading firms, asset management firms. - Exposure to low-latency systems, FIX APIs, or algo trading platforms. - Relevant certifications such as NISM, NCFM, CFA, or CMT. - Background in quantitative finance or market microstructure. In addition to the exciting and challenging responsibilities, joining FYERS will offer you the opportunity to be part of a dynamic and fast-growing Product Management team. You will contribute to shaping the future of digital finance by working on groundbreaking projects, collaborating with a diverse team of experts and visionaries, and enhancing your career through continuous learning and growth opportunities.,

Your Role Overview: You will be a Senior Quant Engineer in the Research (Portfolio Implementation) team at AQR Capital Management. In this role, you will be responsible for designing and implementing proprietary systems and tools that drive the quantitative strategy research and systematic investing that powers AQR. You will collaborate closely with researchers and portfolio analysts to tackle mission-critical challenges and make investment ideas a reality. Key Responsibilities: - Build or extend Portfolio Implementation systems by leveraging research output, performing optimization with constraints, and generating Orders - Develop microservices using cloud computing to enable scalability - Create a high-performance historical simulation/backtesting engine for testing various portfolio constraints - Design bespoke technology solutions tailored to specific asset classes and research needs - Partner with a global team of research engineers to ensure successful product delivery Qualifications Required: - BE/BTech in Computer Science, Computational Finance, Data Science, or related discipline - 7+ years of programming experience with expertise in Python, Java, or C++ - Work experience as a Java programmer with knowledge of Python is highly desirable - Ability to design elegant solutions and translate them into high-quality code - Strong analytical and problem-solving skills - Effective communication skills - Interest in quantitative finance (finance/trading experience not required) - Experience with cloud technologies (AWS/Azure/GCP) is a plus - Demonstrated contributions to open-source software is a plus - Aptitude for mathematics, finance, and econometrics is desired Additional Company Details: AQR Capital Management is a global investment management firm known for its systematic, research-driven approach. The firm focuses on delivering superior, long-term results for its clients by filtering out market noise and developing ideas that stand up to rigorous testing. AQR's commitment to excellence in technology powers its insights and analysis, making it a leader in alternative and traditional strategies since 1998.,

Role Overview You will be joining the Finance team at AlphaGrep as a qualified Chartered Accountant. Your responsibilities will include overseeing financial consolidation, reconciliation, and audit coordination across AlphaGrep's domestic and international entities. To excel in this role, you should possess strong technical accounting expertise, familiarity with financial markets, and a proactive approach to managing complex reporting structures in a fast-paced trading environment. Key Responsibilities - Prepare and review consolidated financial statements across AlphaGrep group entities (India, Singapore, and other jurisdictions). - Ensure accurate elimination of intercompany transactions, equity holdings, and balances. - Manage consolidation adjustments, currency translations, and minority interests. - Work closely with entity-level finance teams and external advisors to ensure timely month-end and year-end closure. - Liaise with statutory, internal, and group auditors for timely audit completion. - Prepare audit deliverables, schedules, and support for notes to accounts. - Ensure compliance with Ind AS, and Companies Act regulations as applicable. - Support consolidation disclosures and related-party transaction documentation. - Support the finance leadership in preparing management review packs, variance analysis, and financial dashboards. - Contribute to process improvement and automation initiatives across reporting and reconciliation areas. - Assist with tax and transfer pricing documentation in coordination with consultants. Qualifications & Experience - Chartered Accountant (CA) - Mandatory. - 3-6 years of post-qualification experience in accounting, consolidation, and audit. - Prior exposure to financial services / proprietary trading / fintech / crypto preferred. - Strong knowledge of Ind AS / IFRS and consolidation principles. - Working experience with audit firms (Big 4 or equivalent) is desirable. - Proficiency in Excel and accounting ERPs (Oracle Netsuite). Key Skills - Strong analytical and problem-solving mindset. - Excellent attention to detail and accuracy in reporting. - Good understanding of financial instruments and market operations. - Ability to manage multiple entities, tight timelines, and cross-border coordination. - Clear communication and stakeholder management across teams and geographies. - Interest in digital assets, quantitative finance, and emerging accounting domains.,

Role Overview: Goldman Sachs Strats business unit is a global leader in developing quantitative models and technologies to address complex business challenges within trading, sales, banking, and asset management divisions. As an Associate / Analyst in the Investment Banking M&A Quant Advisory team in Bengaluru, your role involves leveraging large and intricate financial datasets to solve business problems and collaborate with Investment Bankers across various industries and regions. Your responsibilities include creating innovative client analytics for M&A deals, using machine learning and big data analysis tools to develop proprietary targeting solutions, and acting as a local liaison with the global team to deliver key products efficiently. You are expected to possess strong quantitative reasoning, technical programming skills, and a keen interest in finance and investment banking. Key Responsibilities: - Develop advanced quantitative and analytical methods for identifying new transaction opportunities. - Provide innovative ideas and solutions for internal and external clients, covering deal performance analysis, competitor analysis, and deal execution strategy. - Design new tools to enhance data accessibility for internal users. - Utilize programming languages like Python for machine learning and statistical methods. - Curate datasets from multiple raw data sources to serve analytical purposes effectively. - Generate reports, analyses, and alerts for internal management, business monitoring, risk management, and opportunity targeting. Qualification Required: - Bachelor's or advanced degree in a quantitative/ STEM discipline (e.g., Mathematics, Computer Science, Engineering, Statistics, etc.) - Minimum 2 years of experience in quantitative modeling and development. - Proficiency in quantitative and analytic reasoning with problem-solving skills. - Strong technical and computer programming skills in languages like Python. - Sound data management abilities in SQL and MongoDB. - Excellent oral and written communication skills. - Strong interpersonal skills with a collaborative mindset. - Enthusiasm for finance, investment banking, and the capital markets. - Results-oriented work ethic driven by responsibility, enthusiasm, and pride in work. Note: No additional details about the company were provided in the job description.,

a) Design, develop, and implement low-latency algorithmic trading strategies using languages like c and C++. b) Continuously analyse and optimize the performance, efficiency, and execution speed of existing algorithms and trading systems c) Work with quantitative analysts, traders, and other software engineers to build new features and improve trading models. d) Contribute to the development and maintenance of our proprietary trading platform, including order and execution management systems. e) Manage the deployment pipeline, monitor live trading system performance, and troubleshoot production issues in real-time.  a) Education: Bachelor's in Computer Science or related Streams. b) Programming expertise : 1) C++: For high-frequency, performance-critical applications. 2) C# : For Front End development. 3) Python : Basic Understanding of Python c) A solid understanding of data structures, algorithms, and object-oriented programming d) Problem-solving abilities: Exceptional analytical and problem-solving skills with a focus on delivering practical, high-quality solutions. e) A rigorous and detail-oriented approach to code development and performance analysis.  3. Nice to have a) Experience with high-frequency trading (HFT) platforms. b) Familiarity with financial messaging protocols like FIX.

As a Junior Options Trading Analyst, you will be responsible for analyzing market trends, tracking implied volatility, and identifying high-probability setups across equities and index options. You should be comfortable working in fast-paced, high-intensity trading environments and have exposure to both directional and non-directional options strategies like credit spreads, iron condors, covered positions, and volatility crush plays. Your core competencies will include options strategy modeling (credit/debit spreads, straddles, strangles, covered strategies), volatility and Greek analysis (Delta/Gamma/Vega/Theta interpretation), pre- and post-earnings trade preparation, real-time trade execution, journaling discipline, market scanning, and sector rotation tracking. You should also be proficient in Excel/Python-based trade performance analytics. The ideal candidate for this role would have at least 2 years of trading or market research exposure, preferably in Finance, Economics, or STEM fields. Familiarity with tools like Thinkorswim, TradingView, or other options analytics tools is a plus. You should have a strong interest in systematic or volatility-based trading, be calm under pressure, a quick learner, and thrive in data-rich environments. This position is contractual/temporary with a contract length of 6 months. The work location is in person. If you are passionate about derivatives, volatility, and market microstructure, and eager to develop proprietary trading insights within a collaborative desk environment, this role could be a great fit for you.,

As an Options Trader at FundedVix, your role will involve executing options strategies, market making, proprietary trading, and hedging activities on a daily basis. You will have the flexibility of working part-time from our Pune office and some work from home. Your main responsibility will be to optimize trading strategies, ensure profitability, and manage risks effectively by closely collaborating with the team. Key Responsibilities: - Execute options strategies - Perform market making activities - Engage in proprietary trading - Implement hedging techniques - Collaborate with the team to optimize trading strategies Qualifications Required: - Proven skills in Options Strategies and Market Making - Experience in Trading and Proprietary Trading - Proficiency in Hedging techniques - Strong analytical and quantitative skills - Ability to work independently and in a collaborative environment - Preferably, experience in the financial markets, particularly the options market - A bachelor's degree in any field is a plus Join FundedVix, a premier proprietary trading firm dedicated to empowering skilled traders like you to achieve your financial goals in a risk-free trading environment. We support our traders in realizing their financial aspirations through collaboration and resourcefulness.,

Role Overview: You will be responsible for monitoring market trends, analyzing data, managing risk through stop-loss orders, and engaging in proprietary and client stock trading. Additionally, you will be working with Nifty and Bank Nifty derivatives, reading research reports and news daily, and providing daily reporting using MS Office. Key Responsibilities: - Monitor market trends and analyze data - Manage risk through stop-loss orders - Engage in proprietary and client stock trading - Work with Nifty and Bank Nifty derivatives - Read research reports and news daily - Provide daily reporting using MS Office Qualifications Required: - Proficiency in monitoring market trends and analyzing data - Experience in managing risk through stop-loss orders - Knowledge of proprietary and client stock trading - Familiarity with Nifty and Bank Nifty derivatives - Strong ability to read research reports and news daily - Proficient in MS Office for daily reporting Please let us know your current CTC and where you reside. The work location is in Kandivali, Mumbai, Maharashtra, and you should be able to reliably commute or plan to relocate before starting work.,

As India's leading financial services and Broking Company with over 900 investment centers across the country, Arihant Capital shapes its actions based on the values of Integrity, Client Commitment, Respect, Excellence, and Innovation. **Key Responsibilities:** - **Strategy Development:** - Research, design, and develop proprietary algorithmic trading strategies across various asset classes. - Utilize quantitative methods and statistical models to identify profitable trading opportunities. - **Algorithm Implementation:** - Code, test, and implement algorithmic trading strategies using programming languages such as Python, C++, or Java. - Ensure the efficient execution of algorithms by collaborating with technology and infrastructure teams. - **Risk Management:** - Monitor and manage the risk associated with algorithmic trading strategies. - Implement risk controls and conduct ongoing performance analysis to optimize trading algorithms. - **Market Research:** - Stay abreast of market trends, economic indicators, and global events that may impact financial markets. - Conduct in-depth research to identify new trading opportunities and refine existing strategies. - **Collaboration:** - Work closely with other members of the trading team, as well as technology, compliance, and operations teams. - Collaborate with quantitative analysts and researchers to enhance trading models and algorithms. - **Compliance and Regulation:** - Ensure that all trading activities comply with relevant financial regulations and internal compliance policies. - Stay informed about changes in regulatory requirements and adjust strategies accordingly. - **Performance Monitoring:** - Monitor and evaluate the performance of trading algorithms in real-time. - Implement improvements and adjustments based on ongoing analysis. **Qualifications and Skills:** - Bachelor's or advanced degree in finance, mathematics, computer science, or a related field. - Proven experience as an algorithmic trader in a financial institution or proprietary trading firm. - Strong programming skills in languages such as Python, C++, or Java. - Deep understanding of financial markets, trading strategies, and risk management. - Excellent analytical and quantitative skills. - Ability to work in a fast-paced and dynamic trading environment. - Strong communication and teamwork skills. (Note: No additional details of the company were provided in the job description.),

You are proficient in executing trades using Bloomberg, Neat Plus, Odin, or similar systems. Your expertise lies in executing directional proprietary trades efficiently and you have experience with NEAT Plus and Odin. You are familiar with dealing in Cash and FNO Equity Segment and trading on behalf of proprietors. Additionally, you are skilled in Excel and proprietary trading. Certification: - NISM Series VIII Equity Derivatives Certification - NISM Series VII Security Operations & Risk Management Certification Educational Qualification: - Masters/Bachelor of Commerce and/or Finance The company, ULJK Group, is located at BSE Tower, 11th Floor, 1119 Dalal Street, Fort, Mumbai 01. You can contact them at 022 66510110 or 022 66510111. To know more about the company, visit their website at www.uljk.in. You should have a minimum of 3 years of experience in the mentioned field. The salary will be as per your experience level. If you meet the qualifications and are interested in this position, please apply to [email protected],

As a potential candidate for this role, you will be responsible for trade equity derivatives (F&O) using proprietary strategies. You will need to monitor market trends, price movements, and economic data to identify trading opportunities. It is essential to maintain discipline in trade execution and risk management to ensure successful trading outcomes. Key Responsibilities: - Trade equity derivatives (F&O) using proprietary strategies. - Monitor market trends, price movements, and economic data. - Analyze data to identify trading opportunities. - Maintain discipline in trade execution and risk management. Qualifications Required: - Mandatory: NISM Series VIII (Equity Derivatives) Certification. - Strong analytical and quantitative aptitude. - Good understanding of financial markets and trading instruments. - Ability to make quick and informed trading decisions. - Proficiency in MS Excel and trading platforms. - Freshers with NISM VIII certification are welcome to apply. Please note that this is a full-time position with the work location being in person.,

As a Prop Trader at our firm, your role will involve a combination of professional trading responsibilities and marketing activities to enhance brand awareness and community engagement. **Role Overview:** You will be responsible for trading firm capital profitably across various asset classes such as Forex, Indices, Commodities, Stocks, and Crypto. Your role will also include developing and executing trading strategies, maintaining trade records, managing risks effectively, and continuously improving trading strategies through research and analysis. **Key Responsibilities:** - Trade firm capital within defined risk limits across multiple asset classes. - Develop and implement trading strategies based on market analysis, price action, and data insights. - Maintain detailed records of trades and performance metrics. - Manage risks effectively and adhere to trading rules and drawdown limits. - Continuously enhance trading strategies through research, testing, and performance analysis. **Brand Awareness & Outreach:** - Represent the firm on social media platforms, trading communities, and events. - Create engaging trading-related content such as videos, posts, webinars, and market insights. - Educate aspiring traders about proprietary trading and the firm's programs. - Collaborate with the marketing team to enhance the firm's online presence and credibility. - Participate in workshops, trading sessions, and online AMAs to increase awareness about the firm. **Qualifications Required:** - Prior experience in proprietary trading or professional trading roles. - Strong understanding of various asset classes like Forex, Indices, Commodities, Stocks, and Crypto. - Excellent analytical skills with the ability to develop and execute trading strategies effectively. - Good communication skills to engage with trading communities and represent the firm effectively. - Ability to manage risks, adhere to trading rules, and continuously improve trading performance. Join us in this exciting role where you can combine your trading expertise with marketing skills to drive profitability and brand awareness for our firm.,

As a Derivatives Sales Trader specializing in arbitrage strategies, you will play a crucial role in establishing and expanding our client's arbitrage trading desk. Your primary focus will be on leveraging your existing client relationships to drive revenue generation through various arbitrage strategies across cash and derivative markets. You will be responsible for business development, client relationship management, technology optimization, team building, risk management, and market analysis to deliver superior trading opportunities to clients. - Expand and leverage a strong network of relationships with local Mutual Fund arbitrage desks and foreign Proprietary Trading firms and Hedge Funds to drive revenue for the derivatives arbitrage desk. - Identify and execute various arbitrage strategies such as daily arbitrage churn, rollover level analysis, dividend arbitrage, and special situation arbitrage. - Evaluate and enhance the technology infrastructure to optimize for ultra-low latency and best-in-class pricing, collaborating with technology teams for business continuity. - Recruit, train, and mentor a high-performing team to build out the derivatives arbitrage desk, fostering a culture of excellence and continuous learning. - Adhere to all regulatory requirements and internal risk management policies to ensure ethical trading activities within established guidelines. - Stay updated on market trends, regulatory changes, and technological advancements to identify new arbitrage opportunities and provide valuable insights to clients. - Minimum of 5 years of experience as an Arbitrage Sales Trader within a reputable financial institution. - Proven track record of establishing and maintaining strong client relationships, particularly with local Mutual Fund arbitrage desks. - Demonstrable experience in executing daily arbitrage churn strategies, rollover levels analysis, dividend arbitrage trades, and special situation arbitrage opportunities. - Familiarity with trading platforms, order management systems, and implementing trading solutions with technology teams. - Bachelor's or Master's degree in Finance, Economics, or a related quantitative field from a recognized institution. Relevant certifications will be advantageous. - Deep understanding of derivatives markets, arbitrage strategies, analytical and quantitative skills, market microstructure, technical proficiency, communication skills, problem-solving abilities, risk management principles, and regulatory awareness in derivatives trading.,

Role Overview: If you are a self-motivated and exceptional Trader with a strong foundation in quantitative trading, then this opportunity to join our Quant Trading desk in Noida is perfect for you. You will be able to utilize data, technology, and statistical methods to identify and execute high-probability trading opportunities across various markets. As a part of our high-performing team, you will have the freedom to innovate, take ownership of your trading strategies, and thrive in a performance-driven environment supported by cutting-edge infrastructure and capital resources. Key Responsibilities: - Design, develop, and manage quantitative strategies across different asset classes. - Identify and leverage market inefficiencies and pricing anomalies through automated and semi-automated strategies. - Continuously improve strategy performance by conducting statistical analysis, back-testing, and real-time monitoring. - Implement risk management practices, including position sizing, exposure monitoring, and performance attribution. - Stay abreast of market structure changes, regulatory developments, and technological shifts that influence trading efficiency. Qualifications Required: - Demonstrated interest and learning in Quant Trading with a focus on developing trading mindsets and strategies. - Ability to independently conduct research and create new trading strategies without requiring constant supervision. - Previous experience in quantitative trading at a proprietary desk, hedge fund, or HFT setup is desirable. - Profound understanding of quantitative models, market micro-structure, and statistical methods. - Proficiency in processing large datasets, extracting actionable insights, and constructing logic-driven trading frameworks. - Strong grasp of risk control methodologies and real-time risk monitoring. - Capability to make prompt and rational decisions in high-stakes market scenarios. - Consistent composure during volatile market conditions. - Willingness to learn, adapt, and refine strategies in alignment with market dynamics. - Familiarity with trading platforms, APIs, market data systems, and low-latency environments. - Comfortable collaborating in cross-functional teams with developers, researchers, and risk professionals. - Bachelor's or Master's degree in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or related fields. Additional Details: This is a full-time position based in Noida. Paid time off is among the benefits offered. (Note: Work Location is In person),

Role Overview: As a member of the team, your primary focus will be to design, implement, and analyze algorithms based on mathematical or statistical models to facilitate decision-making in the financial markets. You will play a crucial role in identifying, developing, and implementing algorithmic trading strategies based on sophisticated mathematical models. Additionally, you will be involved in managing future & options portfolios with a consistently high Sharpe Ratio and designing and implementing trading algorithms using real-time data. Key Responsibilities: - Identify, develop, and implement algorithmic trading strategies based on sophisticated mathematical models. - Get involved in directional high-frequency trading (HFT), optional spread trading, volatility trading, and option market making on the National Stock Exchange (NSE). - Manage future & options portfolios with a consistently high Sharpe Ratio. - Design and implement trading algorithms using real-time data, analyze market structure, and conduct risk analysis. - Monitor trading strategies and performance metrics, making necessary adjustments to optimize profitability. Qualifications Required: - Proven experience of successfully running strategies in a live trading environment. - Strong coding skills in both C++ and Python with the ability to build robust, low-latency, and scalable systems. - Deep understanding of market microstructure and order book in HFT setup. - Keen interest and in-depth knowledge of financial markets and derivatives theory. - Ability to create, test, monitor, and troubleshoot proprietary trading models, as well as customize existing models to align with specific requirements. - Familiarity with machine learning and AI in financial modeling. - 4-5 years of hands-on experience in a live High-Frequency Trading (HFT) environment. - Degree in Computer Science or Mathematics from a renowned institute. Additional Details: The company offers competitive compensation and excellent bonus programs, comprehensive health insurance coverage for employees and their families, and an annual Extravaganza event. (Note: The reference to the company's website is omitted as no specific details were provided in the job description),

Role Overview: Are you a pioneer in quantitative finance in Mumbai, ready to shape the future of high-frequency trading Join a dynamic team that values market mastery and innovation in India's evolving landscape. We are seeking leaders who can leverage market volatility to generate scalable, regulatory-compliant alpha. Key Responsibilities: - Design and deploy proprietary, low-latency arbitrage strategies in Indian equity and commodity derivatives markets - Deliver market-leading alpha by adapting to India's market microstructure and changing SEBI regulations - Lead optimization of ultra-low latency trading systems to achieve significant execution time reductions on local exchanges - Establish a successful trading book to demonstrate model scalability and robustness in high-growth, high-volatility market conditions Qualifications Required: - Advanced degree (M.S. or Ph.D.) in a quantitative field (Mathematics, Physics, Computer Science) from a prestigious institution - Possession of relevant regulatory licenses or certifications for trading and market access in the Indian financial ecosystem - Published research in time series analysis, high-frequency finance, or machine learning is highly valued - Demonstrated commitment to continuous learning to stay at the forefront of technological and quantitative advancements in high-frequency trading Additional Company Details: Discreet conversations are welcomed, and interested candidates can apply above or connect directly through the provided email or website. Join a meritocratic, intellectually rigorous team that rewards performance and values collaboration across research, engineering, and trading domains. Embrace new technologies and navigate unique regulatory and logistical market complexities to build enduring success.,