Open Futures Group
Website:
openfutures.in
Job details:
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.
Click on Apply to know more.