Quant Trader

About Us Stokhos Research Capital is a proprietary trading firm. Leveraging our in-house technology and quantitative expertise, we develop cutting-edge algorithms to generate alphas and trade them in financial markets. Role Overview We are seeking a highly skilled and experienced Quant Trader to develop, test, and deploy high-frequency trading (HFT) and mid-frequency trading (MFT) strategies in global markets. The candidate will work with a team of quant researchers and developers to optimize existing strategies and build new profitable trading models. Key Responsibilities - Conduct quantitative research on tick data to develop short-horizon trading models, particularly in Equity Options and Futures. - Design, test, and implement high-frequency trading strategies with ultra-low-latency execution. - Optimize market-making algorithms and execution models for options and futures trading. - Develop statistical arbitrage and market microstructure-based signals to enhance trade profitability. - Automate trading workflows, including volatility-based trading parameters and order book analysis. - Collaborate with team to enhance trading strategies and infrastructure. - Monitor and analyze real-time market data to refine trading strategies dynamically. - Maintain trading risk reports, including P&L, delta risk, and vega risk assessments. Key Qualifications - Bachelor's / Master's degree in a quantitative discipline (Engineering, Mathematics, Computer Science, Finance, etc.). - 3+ years in quantitative trading, preferably in HFT or MFT environments. - Proficiency in C++ (low-latency programming), Python, Shell scripting, SQL, VBA (MS-Excel). - Strong background in options market-making, futures trading, and arbitrage strategies. - Experience with machine learning techniques, Bayesian statistics, regression modeling, and optimization methods. - Knowledge of systematic risk monitoring, margin utilization, and trading P&L evaluation. - Experience in trading across NSE, CME, NASDAQ, or other exchanges. - Certificate of NISM-Series-VIII (Equity Derivatives) or equivalent is a plus. Preferred Skills - Experience in low-latency infrastructure development for HFT strategies. - Expertise in multivariate regression techniques and partial parameter heat-map distributions for strategy optimization. - Strong understanding of market microstructure and order book dynamics. - Proven track record of running a profitable trading desk with strong risk-adjusted returns (Sharpe Ratio > 3).

Stokhos Research Capital is a proprietary trading firm. Leveraging our in-house technology and quantitative expertise, we develop cutting-edge algorithms to generate alphas and trade them in financial markets.