Description:
- Open Futures is a proprietary algorithmic trading firm looking for candidates to take on the role of a Quantitative Researcher in the Trading teams.
- We are very well backed and have a presence across multiple cities in India.
- We trade across multiple asset classes and multiple exchanges.
- The successful candidate will be part of our trading team that is responsible for researching and developing trading strategies for High-Frequency Trading.
As a Quantitative Researcher, your responsibilities will include:
- Develop new or improve existing trading strategies using in-house platforms
- Use advanced mathematical techniques and model and predict market movements.
- Design, model and deploy high- frequency trading strategies on different asset classes and manage execution of strategies through an in- house algorithmic trading platform and manage risk management and performance analysis.
- Analyse large financial datasets to identify trading opportunities.
- Provide real-time analytical support to experienced traders.
What will bring you to the team:
- Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science, Electrical from Top Institutes.
- Excellent analytical abilities with strong understanding of mathematics, probability, statistics, econometrics, derivatives and machine learning tools.
- Good understanding of Equities, Futures & Options and other asset classes, electronic/automated trading systems and prior experience in the HFT industry preferred.
- A rich professional work experience (1-5 years) using C/C++ and Python in a UNIX / LINUX environment