Quantitative Trader

Quantitative Trader – Indian Markets (NSE, BSE, MCX)

About the Role

Our client is looking for an experienced Quantitative Trader to design, execute, and optimise market-making and delta-1 strategies across Indian markets. The ideal candidate will have a proven record of profitability, strong technical and analytical skills, and the ability to work independently while driving impactful research and strategy development.

Key Responsibilities

• Design, develop, and implement market-making and delta-1 trading strategies.
• Optimise trade execution to minimise slippage and maximise profitability.
• Manage risk proactively and adapt models to evolving market conditions.
• Analyse high-frequency market data to identify and capture trading opportunities.

Requirements

• 2–5+ years of hands-on experience in market making or delta-1 trading within Indian markets (NSE, BSE, MCX).
• Strong programming skills in Python and C++ for strategy research and development.
• Proven PnL track record with scalable, profitable strategies.
• Ability to work independently, perform research, and manage end-to-end strategy development.
• Deep understanding of order book dynamics, execution models, and risk management frameworks.
• Ready-to-deploy strategies are a strong advantage.
• Exposure to machine learning is a plus.

What’s on Offer

• Competitive fixed compensation plus PnL share.
• Access to cutting-edge trading infrastructure and tools.
• A high-impact role in a fast-paced, performance-driven environment.