Senior Algorithmic Trader (Quantitative Trading & Research)

Senior Algorithmic Trader (Quantitative Trading & Research)

About Open Futures: Open Futures is a proprietary algorithmic trading firm operating across global markets and multiple asset classes. Backed by strong capital and cutting-edge infrastructure, we specialize in high-frequency and systematic trading strategies with a strong focus on performance, innovation, and speed.

What we are looking for:

We are looking for a Senior Quantitative Trader/ Portfolio Manager who can own the strategy lifecycle end-to-end, from research to live trading, with a proven ability to generate consistent PnL. This is a high-impact, significant autonomy, capital allocation, and upside.

• What Youll Do: Design, develop, and deploy high-frequency low-latency trading strategies. Independently manage strategy lifecycle from ideation backtesting production.

• Generate alpha through deep research. Analyze market microstructure and extract high-quality signals. Build statistically robust and scalable trading models.

• PnL ownership: Take full responsibility for capital allocation and revenue generation. Optimize strategies for better Sharpe, ROC, and drawdown control.

• Advanced backtesting & execution: Leverage in-house infrastructure for rigorous backtesting and simulation. Continuously refine execution logic and latency-sensitive components.

• Risk management: Build and maintain real-time risk controls. Develop models to monitor exposure, slippage, and tail risks.

• Global market exposure: Trade across domestic and international exchanges. Work across asset classes (equities, derivatives, commodities, etc.).

Core Exposure Required:

• Experience: Proven track record in an HFT / proprietary trading firm. Demonstrated success in deploying profitable strategies with consistent PnL.

• Core Skills: Hands-on experience with high-frequency strategy development. Strong understanding of market microstructure. Expertise in quantitative research, alpha generation, and execution optimization.

• Technical Background: Degree in Computer Science, Mathematics, Physics, Electrical Engineering, or related fields. Strong programming skills (C++ / Python preferred).

What You Get:

• Direct ownership, high shared + performance-linked upside, and access to deep capital and world-class infrastructure.

• Atonomy to research, build, and scale your own strategies with global market access.

• Open for Locations: Noida, Delhi, Gurgaon, Mumbai, Bengaluru, Singapore, London, Dubai.

Who 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 with more capital

• HFT professionals wanting greater ownership and autonomy