HFT Trader (Indian Options)

Role Overview: You will be part of a proprietary HFT team focusing on NSE Options, with potential expansion to other instruments in the future. The team's trading core emphasizes competitive wire-to-wire software-only latencies, with upcoming FPGA-based trading scenarios. You are expected to operate in a dynamic environment, contributing to strategy development and platform enhancement alongside the engineering team. Your expertise in the microstructure of the Indian options market and implementation of HFT best practices will be crucial for refining the platform. Key Responsibilities: - Develop, backtest, and deploy HFT strategies on NSE Options initially, with plans for expansion to other markets - Provide feedback and contribute to ongoing development of the HFT module, including calibration, integration, and performance enhancements - Collaborate with the engineering team to optimize latency, order routing, and data feed quality - Build a scalable strategy library to accommodate new instruments as the platform evolves Qualifications: - MUST HAVE experience in strategy development and deployment within the range of milliseconds to seconds - Strong understanding of NSE market microstructure, including options pricing, order book dynamics, and flow toxicity - Proficient in execution best practices, such as order types, queue positioning, and adverse selection - Rigorous approach to drawdown management and position risk - Coding skills in Python, Rust, C++, or similar languages, capable of independent code writing and modification - Energetic, proactive, and a collaborative team player who takes initiative and communicates openly (Note: The additional details of the company were not provided in the job description.) Role Overview: You will be part of a proprietary HFT team focusing on NSE Options, with potential expansion to other instruments in the future. The team's trading core emphasizes competitive wire-to-wire software-only latencies, with upcoming FPGA-based trading scenarios. You are expected to operate in a dynamic environment, contributing to strategy development and platform enhancement alongside the engineering team. Your expertise in the microstructure of the Indian options market and implementation of HFT best practices will be crucial for refining the platform. Key Responsibilities: - Develop, backtest, and deploy HFT strategies on NSE Options initially, with plans for expansion to other markets - Provide feedback and contribute to ongoing development of the HFT module, including calibration, integration, and performance enhancements - Collaborate with the engineering team to optimize latency, order routing, and data feed quality - Build a scalable strategy library to accommodate new instruments as the platform evolves Qualifications: - MUST HAVE experience in strategy development and deployment within the range of milliseconds to seconds - Strong understanding of NSE market microstructure, including options pricing, order book dynamics, and flow toxicity - Proficient in execution best practices, such as order types, queue positioning, and adverse selection - Rigorous approach to drawdown management and position risk - Coding skills in Python, Rust, C++, or similar languages, capable of independent code writing and modification - Energetic, proactive, and a collaborative team player who takes initiative and communicates openly (Note: The additional details of the company were not provided in the job description.)