Quantitative Trader

Quantitative Trader & Researcher

About Open Futures: Open Futures is a proprietary algorithmic trading firm operating across global markets and multiple asset classes. With strong capital and advanced infrastructure, we specialize in high-frequency and systematic trading, with a strong focus on performance, research, and execution.

The Opportunity: We are hiring Quantitative Traders & Researchers to join our trading teams, working on live strategies across global exchanges. This role is ideal for individuals who enjoy research, mathematical problem-solving, and alpha discovery, and want to contribute to enhancing and scaling real, production-level trading systems.

What You’ll Do:

Research & Alpha Generation:

• Conduct deep quantitative research on market microstructure and price behavior.

• Identify inefficiencies and generate high-quality alpha signals.

• Build, test, and refine indicators to enhance existing strategies.

Develop & Trade:

• Develop, deploy, and actively trade algorithmic strategies across global markets.

Strategy Enhancement:

• Collaborate with trading and tech teams to improve live strategies and enhance execution efficiency and signal quality.

Model Development:

• Build statistically robust models using mathematics and data-driven approaches.

• Convert research insights into production-ready signals and features.

Backtesting & Validation:

• Rigorously backtest strategies using in-house infrastructure.

• Ensure scalability, robustness, and consistency before deployment.

Execution & Monitoring :

• Work on execution logic and latency-sensitive improvements.

• Monitor live performance, analyze deviations, and iterate rapidly.

Risk Awareness:

• Understand and work with risk frameworks covering exposure, slippage, and tail risks.

• Contribute to maintaining discipline and stability in live trading systems.

What We’re Looking For:

Experience:

• 1–4 years of experience in High-Frequency / Mid-Frequency trading firms.

• Exposure to working on live trading strategies.

Core Skills :

• Strong foundation in mathematics, probability, and statistics.

• Deep understanding of market microstructure.

• Experience in alpha research, signal generation, and strategy optimization.

Technical Background:

• Degree in Computer Science, Mathematics, Electrical Engineering, or related fields from top IITs or equivalent institutes.

• Strong programming skills in C++ / Python / R.

What You Get:

• Work alongside high-performing trading teams operating across multi-asset, global markets.

• Access to data, capital, and cutting-edge infrastructure.

• A research-first environment with a strong focus on learning and innovation.

• Direct exposure to live trading systems with real impact on PnL.

Locations: Noida | Delhi | Gurgaon | Chandigarh

Who This Role Is Ideal For:

• Quantitative minds passionate about research, mathematics, and alpha generation.

• Individuals who enjoy solving complex market problems using data and models.

• Candidates looking to work in a high-performance, team-driven trading environment.