Quant Partner / Head of Quantitative Trading (HFT)

Job Description

About Us

We are a 1.5-year-old high-frequency proprietary trading firm

operating on NSE and BSE, built on a strong low-latency infrastructure foundation and

steadily scaling trading operations. We have been operating in stealth mode, focusing on

building robust technology, execution, and research capabilities. The team includes

experienced partners specializing in low-latency systems, execution, and infrastructure. We

are now expanding the leadership team by adding a Quant Partner to drive the next phase

of growth.

Role Overview

You will lead the full lifecycle of quantitative and high-frequency strategy development —

research, modelling, backtesting, deployment, and PnL ownership. You will collaborate

closely with other partners operating a custom ultra-low-latency trading stack.

This is a partner-level role offering significant ownership/equity and long-term upside for a

senior quant/HFT researcher.

Key Responsibilities

Strategy Research & Development

• Design and develop high-frequency and low-latency trading strategies for NSE/BSE
• Identify short-horizon alpha signals, order-book patterns, and market microstructure
  
  

inefficiencies.

• Build robust statistical/machine learning models and execution logic.
• Improve win-rate, Sharpe, and robustness of deployed strategies.
  
  

Backtesting & Simulation

• Build and refine tick-level backtesting models and tools.
• Validate assumptions, latency paths, and slippage with engineering and execution
  
  

teams.

Live Trading & Monitoring

• Own end-to-end PnL for strategies under management.
• Perform post-trade analytics, slippage/impact analysis, and continuous tuning.
• Monitor real-time behaviour, edge decay, and anomalies.
  
  

Team Building & Leadership

• Build and mentor a high-calibre research team as the organisation scales.
• Drive a culture of rigorous research, disciplined experimentation, and transparent
  
  

decision-making.

Required Experience

• 6+ years in HFT / Low-Latency Quantitative Trading at a prop desk, trading firm, or
  
  

hedge fund.

• Strong experience with the Indian market (NSE/BSE).
• Demonstrated track record of profitable or high-quality strategy research.
• Strong quantitative background.
• Proficiency in Python; familiarity with C++ or low-latency systems.
• Ability to independently ideate, validate, and scale strategies.
• Understanding of FPGA-accelerated systems.
  
  

Required Skills

[C++, Python, Low Latency, HFT]

Additional Information

N/A