Low Latency Trader – High Frequency Trading Callisto Talent Solutions

The Corporate Institute; Gurugram District; On-site; INR 3,000,000 - 6,000,000; Full time

Job summary

The Corporate Institute in Gurugram, India, is seeking a high-frequency trader/researcher with 3+ years of coding in C++ and a track record of building own strategies for NSE/BSE markets.

You will build strategies with real profitability, analyze volatility and performance, optimize logic, and collaborate with developers to enhance trading and risk systems. This is a full-time on-site role in Gurgaon, requiring a strong engineering background and experience with algorithmic trading.

Qualifications

• Engineering or CS degree from premium institute.
• Experience with quantitative/arbitrage or ML-based strategies preferred.
• Must have prior algorithmic trading experience or familiarity with high-frequency data.

Responsibilities

• Building strategies that are consistently profitable and have a proven track record (not just back-tested results)
• Analysis of market volatility and trading performance and development of new logic to improve trading performance.
• Optimization of the performance of strategies.
• Work closely with developers to manage the development of sophisticated trading/risk systems which includes understanding requirements, developing new functionality, etc.

Skills

C++ programming

Quantitative trading

Machine learning

Education

Engineering degree

Job description

One of our clients is India’s leading prop trading firm based in Gurgaon which focuses in NSE and BSE. They have successfully achieved their revenue numbers last financial year; hence they are planning to expand their high frequency trading desk in Gurgaon.

They are keen to hire solid high frequency trader / researcher with at least 3+ years of experience in coding (C++) and building own strategies to trade in NSE / BSE exchanges.

Key responsibilities:

• Building strategies that are consistently profitable and have a proven track record (not just back-tested results)
• Analysis of market volatility and trading performance and development of new logic to improve trading performance.
• Optimization of the performance of strategies.
• Work closely with developers to manage the development of sophisticated trading/risk systems which includes understanding requirements, developing new functionality, etc.

Key criteria to qualify for this job:

• Qualified engineer or computer science degree from premium institute.
• Experience working on quantitative or statistical arbitrage or machine learning-based strategies will be preferred.
• Prior experience with algorithmic trading or familiarity with high-frequency financial data is a Must.

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.