Posted by
Posted in
Banking & Finance
Job Code
1707203

Role Overview :
The Algo Strategist will be responsible for end-to-end development and management of systematic trading strategies across Indian Equity and Derivatives markets. This is a front-office role with direct P&L accountability and a mandate to grow the trading book.
Key Responsibilities :
- Design and implement quantitative trading strategies with a focus on Equity, Index Futures, and Options
- Conduct alpha research using statistical, factor-based, and ML-driven approaches
- Own the full strategy lifecycle - ideation, backtesting, paper trading, live deployment, and monitoring
- Collaborate with risk and execution teams to ensure strategies are deployed within defined parameters
- Analyse execution quality - slippage, fill rates, market impact - and feed improvements back into strategy design
- Stay current on SEBI algo trading regulations, market structure changes, and emerging systematic approaches in Indian markets
Qualifications :
- PG/Graduation in Statistics, Financial Engineering, Quantitative Finance, or related discipline
- 3 - 8 years in a quant research, algo strategy, or derivatives trading role
- Strong grasp of Indian equity market microstructure and F&O segment dynamics
- Proficiency in Python; exposure to C++ or low-latency environments is a plus
- Familiarity with risk frameworks, position sizing, and drawdown management
Preferred :
- Prior experience at a prop trading firm, hedge fund, or systematic desk
- Published research or demonstrable track record in live strategy performance
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Posted by
Posted in
Banking & Finance
Job Code
1707203