Quantitative Developer (Python)

Open Futures is hiring a

Quantitative Developer (Python) to build research tools, analyze large-scale market data, and develop data-driven solutions that support high-frequency and systematic trading strategies across multiple NSE instruments. The ideal candidate should have strong Python programming skills with hands-on experience in

NumPy and

Pandas , an analytical mindset, and a passion for solving complex problems using data. You'll work closely with Quantitative Researchers and Senior Traders to process market data, build research pipelines, perform statistical analysis, and contribute to the development and optimization of quantitative trading strategies.

Responsibilities:

• Analyze historical and real-time market data to uncover trading insights.
• Build and maintain research tools, data pipelines, and analytical frameworks using Python.
• Process, clean, and manipulate large datasets using

NumPy and

Pandas .

• Collaborate with Quantitative Researchers to backtest and refine trading strategies.
• Perform exploratory data analysis and statistical modeling on financial data.
• Optimize research workflows for performance, scalability, and reliability.

Requirements:

• 1–4 years of experience in Python development.
• Strong proficiency in

Python, NumPy, and Pandas.

• Good understanding of data structures, algorithms, SQL, and Git.
• Exposure to Data Science, Statistics, Time Series Analysis, or Machine Learning is a plus.
• Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, Engineering, or a related quantitative discipline.
• Strong analytical, problem-solving, and communication skills. If you're excited about working at the intersection of

Python, Data Science, and Quantitative Finance , we'd love to hear from you.

Apply at: hiring@openfutures.co.in