Quantitative Trader

Role - Quantitative Trader

Location: Gurgaon (On-site)

About the company

We are a high-performance proprietary trading firm focused on building systematic, data-driven trading strategies across global markets.

Role Overview

We are looking for a Senior Quant Trader with 58 years of experience and a proven track record in developing and deploying systematic trading strategies. The ideal candidate will have strong expertise in alpha generation, statistical modeling, and risk management across asset classes such as equities, derivatives, crypto, or global macro markets.

Key Responsibilities

Develop, back test, and deploy quantitative trading strategies

Generate consistent alpha using statistical and machine learning models

Conduct rigorous data analysis and research on market inefficiencies

Optimize execution strategies and minimize slippage

Build and implement robust risk management frameworks

Collaborate with tech and research teams to enhance trading infrastructure

Monitor live strategies and continuously refine performance

Required Qualifications

58 years of experience in proprietary trading, hedge funds, or quant-driven environments

Strong programming skills in Python, C++, or similar languages

Deep understanding of probability, statistics, time-series analysis, and financial mathematics

Experience with back testing frameworks and trading systems

Strong knowledge of derivatives, market microstructure, and execution strategies

Demonstrated track record of profitable strategies

Preferred Skills

Experience in high-frequency or mid-frequency trading

Familiarity with machine learning techniques

Strong portfolio construction and capital allocation experience

Ability to thrive in a fast-paced, performance-driven environment

What We Offer

Significant capital allocation based on performance

Early member of the company

Competitive PnL-linked compensation structure

Direct exposure to leadership

Opportunity to build and scale strategies with ownership

Apply at [Confidential Information]