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About the role
You will be part of Thincredblu Securities Pvt. Ltd., a growing SEBI-registered stock brokerage firm based in Mumbai, focusing on leveraging technology and quantitative research for innovative trading strategies. As a Trading Strategist, your role will involve developing, testing, and optimizing rule-based trading strategies for NSE/BSE options markets, momentum-based equity strategies, and intraday and positional systems. You will conduct quantitative market research, build backtesting frameworks, analyze trading systems using risk-adjusted metrics, and collaborate with trading and technology teams for strategy deployment and monitoring. Key Responsibilities: - Develop, test, and optimize rule-based trading strategies for NSE/BSE options markets, momentum-based equity strategies, and intraday and positional systems - Conduct quantitative market research using historical data and statistical analysis - Build and maintain backtesting frameworks for evaluating strategy performance - Analyze and improve trading systems using risk-adjusted metrics such as Sharpe Ratio, Drawdown, Win Rate, CAGR, and Risk-Reward Ratios - Maintain detailed research documentation, trade logs, and post-trade analysis reports - Collaborate with trading and technology teams for strategy deployment and monitoring - Continuously refine systems based on live market observations and performance reviews Key Requirements: - Bachelors or Masters degree in Finance, Engineering, Mathematics, Statistics, Computer Science, or related quantitative fields - Minimum 2 years of practical experience in quantitative trading, algorithmic trading, strategy research, and backtesting systems - Strong practical understanding of NSE/BSE options markets, options strategies, volatility behavior, and momentum and trend-following systems in equities - Hands-on experience with backtesting and trading tools such as Amibroker, Python, TradingView/Pine Script, Backtrader, or similar platforms - Ability to independently research, validate, and improve trading ideas using real market data - Strong analytical, logical, and problem-solving skills - Prior live trading experience or experience working on deployable trading systems preferred What We Are Looking For: - Genuine interest in systematic and quantitative trading - Practical exposure to trading and backtesting - Understanding of market behavior from a traders perspective - Ability to think in terms of probabilities, systems, and risk management - Self-driven and comfortable working in a fast-paced research environment What We Are NOT Looking For: - Candidates interested primarily in fundamental equity research, financial statement analysis, long-term stock investing research, or equity advisory roles Our focus is on quantitative, momentum-driven, and rule-based trading systems. What We Offer: - Opportunity to work on cutting-edge quantitative trading systems - Exposure to live markets and real trading environments - Performance-driven growth opportunities - Collaborative and research-oriented work culture - Direct involvement in strategy development and automation Benefits: - Work from home Experience: - Options Trading: 2 years (Preferred) License/Certification: - NISM Certification (Required) You will be part of Thincredblu Securities Pvt. Ltd., a growing SEBI-registered stock brokerage firm based in Mumbai, focusing on leveraging technology and quantitative research for innovative trading strategies. As a Trading Strategist, your role will involve developing, testing, and optimizing rule-based trading strategies for NSE/BSE options markets, momentum-based equity strategies, and intraday and positional systems. You will conduct quantitative market research, build backtesting frameworks, analyze trading systems using risk-adjusted metrics, and collaborate with trading and technology teams for strategy deployment and monitoring. Key Responsibilities: - Develop, test, and optimize rule-based trading strategies for NSE/BSE options markets, momentum-based equity strategies, and intraday and positional systems - Conduct quantitative market research using historical data and statistical analysis - Build and maintain backtesting frameworks for evaluating strategy performance - Analyze and improve trading systems using risk-adjusted metrics such as Sharpe Ratio, Drawdown, Win Rate, CAGR, and Risk-Reward Ratios - Maintain detailed research documentation, trade logs, and post-trade analysis reports - Collaborate with trading and technology teams for strategy deployment and monitoring - Continuously refine systems based on live market observations and performance reviews Key Requirements: - Bachelors or Masters degree in Finance, Engineering, Mathematics, Statistics, Computer Science, or related quantitative fields - Minimum 2 years of practical experience in quantitative trading, algorithmic trading, strategy research, and backtesting systems - Strong practical understanding of NSE/BSE options markets, op