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About the role
Role Overview: As a Senior Algorithmic Trader at Open Futures, you will be responsible for designing, developing, and deploying high-frequency low-latency trading strategies. You will independently manage the strategy lifecycle from ideation to live trading, with a focus on generating consistent PnL through deep research and analysis of market microstructure. Your role will involve optimizing strategies for better Sharpe, ROC, and drawdown control, leveraging advanced backtesting and execution techniques, and implementing risk management measures to monitor exposure and tail risks. Key Responsibilities: - Design, develop, and deploy high-frequency low-latency trading strategies - Manage strategy lifecycle from ideation, backtesting to production - Generate alpha through deep research and analysis of market microstructure - Take full responsibility for capital allocation and revenue generation - Optimize strategies for better Sharpe, ROC, and drawdown control - Leverage in-house infrastructure for rigorous backtesting and simulation - Continuously refine execution logic and latency-sensitive components - Build and maintain real-time risk controls - Develop models to monitor exposure, slippage, and tail risks - Trade across domestic and international exchanges - Work across asset classes such as equities, derivatives, commodities, etc. Qualifications Required: - Proven track record in an HFT / proprietary trading firm - Hands-on experience with high-frequency strategy development - Strong understanding of market microstructure - Expertise in quantitative research, alpha generation, and execution optimization - Degree in Computer Science, Mathematics, Physics, Electrical Engineering, or related fields - Strong programming skills, preferably in C++ or Python Additional Details: Open Futures is a proprietary algorithmic trading firm specializing in high-frequency and systematic trading strategies across global markets and multiple asset classes. Backed by strong capital and cutting-edge infrastructure, the company offers direct ownership, high shared + performance-linked upside, and access to deep capital and world-class infrastructure. The role provides autonomy to research, build, and scale your own strategies with global market access. Open Futures is open for locations in Noida, Delhi, Gurgaon, Mumbai, Bengaluru, Singapore, London, and Dubai. This role is perfect for Senior Quant Traders looking to scale and build their own trading desk with global market access, better margin, and infrastructure, as well as HFT professionals seeking greater ownership and autonomy. Role Overview: As a Senior Algorithmic Trader at Open Futures, you will be responsible for designing, developing, and deploying high-frequency low-latency trading strategies. You will independently manage the strategy lifecycle from ideation to live trading, with a focus on generating consistent PnL through deep research and analysis of market microstructure. Your role will involve optimizing strategies for better Sharpe, ROC, and drawdown control, leveraging advanced backtesting and execution techniques, and implementing risk management measures to monitor exposure and tail risks. Key Responsibilities: - Design, develop, and deploy high-frequency low-latency trading strategies - Manage strategy lifecycle from ideation, backtesting to production - Generate alpha through deep research and analysis of market microstructure - Take full responsibility for capital allocation and revenue generation - Optimize strategies for better Sharpe, ROC, and drawdown control - Leverage in-house infrastructure for rigorous backtesting and simulation - Continuously refine execution logic and latency-sensitive components - Build and maintain real-time risk controls - Develop models to monitor exposure, slippage, and tail risks - Trade across domestic and international exchanges - Work across asset classes such as equities, derivatives, commodities, etc. Qualifications Required: - Proven track record in an HFT / proprietary trading firm - Hands-on experience with high-frequency strategy development - Strong understanding of market microstructure - Expertise in quantitative research, alpha generation, and execution optimization - Degree in Computer Science, Mathematics, Physics, Electrical Engineering, or related fields - Strong programming skills, preferably in C++ or Python Additional Details: Open Futures is a proprietary algorithmic trading firm specializing in high-frequency and systematic trading strategies across global markets and multiple asset classes. Backed by strong capital and cutting-edge infrastructure, the company offers direct ownership, high shared + performance-linked upside, and access to deep capital and world-class infrastructure. The role provides autonomy to research, build, and scale your own strategies with global market access. Open Futures is open for locations in Noida, Delhi, Gurgaon, Mumbai, Bengaluru, Singapore, London, and Dubai.