Senior Quantitative Researcher, Proprietary Trading (Gurgaon, India) (CLOSED)

We're seeking an accomplished Senior Quantitative Researcher with a strong live trading track record to lead research and deployment of profitable algorithmic strategies across multiple asset classes.

This role is best suited for individuals with experience managing large trading books (₹20Cr+), delivering consistent P&L , and optimizing MFT/HFT models with high Sharpe ratios and minimal drawdowns.

Key Responsibilities:

• Design, test, and deploy proprietary trading strategies (MFT/HFT)
• Analyze market microstructure to uncover inefficiencies and alpha
• Lead research initiatives and collaborate with trading infrastructure teams
• Incorporate academic literature into trading models
• Monitor risk, performance, and continuously optimize trading systems
• Mentor junior researchers and contribute to team development

Key Requirements

• At least 8-15 years of hands-on experience in quantitative trading.
• Expertise in MFT/HFT strategies in Indian equity, F&O, commodities U.S. market exposure is a plus.
• Strong programming skills in Python, C++/C#, and statistical analysis libraries.
• Deep understanding of risk management and portfolio optimization.
• Bachelor's/Master's/PhD in Mathematics, Computer Science, Physics, Financial/Electrical Engineering, or a related quantitative field from top-tier universities (IITs, IISc, ISI, or equivalent)

Interested parties please send your resume to Abhishrut Banerjee at .
Regrettably, only shortlisted candidates will be contacted.