Job Description

Company Description HFT Talent is a premier global staffing firm specializing in recruitment for high-frequency trading (HFT), mid-frequency trading (MFT), and hedge funds. The company leverages deep expertise across all critical roles within these fast-paced and data-driven environments, connecting top professionals with leading trading firms and funds worldwide. With a strong understanding of the unique demands of quantitative and algorithmic trading, HFT Talent tailors its recruitment strategies to match the speed, precision, and rigor of these markets. Its extensive global network and in-depth industry knowledge enable HFT Talent to deliver strong career opportunities for roles such as quantitative researchers, algorithmic traders, quantitative developers, data scientists, and risk professionals.
Role Description The Quantitative Trader role at HFT Talent is a full-time, on-site position based in Gurugram. In this role, the professional will design, implement, and manage quantitative trading strategies across various asset classes, focusing on market microstructure, execution quality, and risk-adjusted returns. Day-to-day responsibilities include analyzing large datasets, developing models for price prediction and risk management, backtesting trading ideas, and optimizing strategies for latency, cost, and robustness. The Quantitative Trader will collaborate with researchers, developers, and risk teams to refine algorithms, monitor trading performance, and respond to changing market conditions in real time. The position involves continuous iteration, performance evaluation, and adherence to risk, compliance, and operational guidelines.
Qualifications

Candidates should possess skills in Trading and Market Making, with experience executing and managing systematic or algorithmic strategies in live markets.
Candidates should possess skills in Trading Strategies and Quantitative Investing, including strategy design, backtesting, portfolio construction, and performance evaluation.
Candidates should possess skills in Quantitative Analytics, such as statistical modeling, time-series analysis, and data-driven decision-making.
Strong proficiency in programming languages commonly used in quantitative finance (e.g., Python, C++, R, or similar) and comfort working with large datasets.
Solid understanding of financial markets, instruments, market microstructure, and electronic trading platforms.
Advanced degree in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, Engineering, or Quantitative Finance, or equivalent practical experience.
Experience in high-frequency or systematic trading environments, with a strong focus on risk management and compliance, is highly beneficial.
Ability to work in a collaborative, high-pressure environment, with strong analytical thinking, attention to detail, and clear communication skills.