Nuvama – Quant Strategy & Market Structure Specialist – Client Advisory Nuvama Group

The Corporate Institute; Mumbai; On-site; INR 4,000,000 - 7,000,000; Full time

Job summary

The Corporate Institute seeks a Quant Strategy & Market Structure Specialist for India (Client Advisory) in Mumbai. You will work with global funds, advising on microstructure, derivatives, latency, and execution dynamics, bridging trading and commercial teams.

You have BUY-SIDE experience trading Indian markets systematically, with expertise in HFT/MFT, options, futures, and market making, and you will shape our India franchise and client relationships.

Qualifications

• Strong BUY-SIDE hands-on experience trading Indian markets systematically.
• Experience across HFT and/or MFT strategies and index options.
• Knowledge of NSE/BSE derivatives ecosystem and execution latency.
• Ability to communicate complex concepts to institutional clients.
• Willingness to engage in client advisory and business development activities.

Responsibilities

• Engage with global quantitative hedge funds and systematic buy-side clients evaluating India as a trading destination.
• Advise clients on India market microstructure, futures and options ecosystem, and exchange landscape.
• Explain practical realities of deploying quantitative strategies in India from first-hand trading experience.
• Support onboarding and commercial discussions with brokerage sales and execution teams.
• Act as a bridge between clients and internal execution, technology, and clearing teams.
• Help shape the firm’s India systematic trading franchise and thought leadership.
• Contribute to strategy discussions, market structure analysis, and industry positioning.
• Build long-term relationships with senior portfolio managers and trading heads globally.

Skills

BUY-SIDE experience

HFT trading

Index options

Futures

Single stock derivatives

Market making

Stat arb

Volatility strategies

Short-term systematic strategies

Market microstructure

Latency & execution

Exchange behavior

Job description

Quant Strategy & Market Structure Specialist – India (Client Advisory)

Location: Mumbai – BKC

Role Overview:

We are looking for an experienced India systematic trading professional to join our brokerage and market access business in a client-facing strategic role. This is a unique opportunity for someone currently trading quantitative strategies in India, across HFT and MFT, futures and options, who is interested in transitioning from proprietary trading into a broader commercial and industry-facing role. The incumbent will work closely with global systematic hedge funds, quantitative trading firms, HFTs, and proprietary trading groups that are looking to enter or expand in the Indian markets. The role combines deep market microstructure expertise, strategy understanding, and relationship management.

Key Responsibilities:

• Engage with global quantitative hedge funds, proprietary trading firms, and systematic buy-side clients evaluating India as a trading destination.
• Advise clients on:
  • India market microstructure
  • Futures and options ecosystem
  • Index vs single-stock derivatives
  • Weekly options dynamics
  • Exchange landscape (NSE, BSE, MCX)
  • Latency and execution considerations
  • Capacity constraints and scalability
  • Alpha persistence in Indian markets
  • Regulatory and operational considerations
• Explain practical realities of deploying quantitative strategies in India based on first-hand trading experience.
• Support onboarding and commercial discussions alongside brokerage sales and execution teams.
• Act as a bridge between clients and internal execution, technology, and clearing teams.
• Help shape the firm’s India systematic trading franchise and thought leadership.
• Contribute to strategy discussions, market structure analysis, and industry positioning.
• Build long-term relationships with senior portfolio managers, CIOs, quant researchers, and trading heads globally.

Ideal Candidate:

• Strong BUY-SIDE hands-on experience trading Indian markets systematically.
• This is not a pure-play Origination role. Our team of BD resources will be originating prospects and setting up conversations with you.
• Experience across:
  • HFT and/or MFT strategies
  • Index options (mandatory)
  • Futures
  • Single stock derivatives
  • Market making, stat arb, volatility, or short-term systematic strategies
• Deep understanding of Indian market microstructure and exchange behaviour.
• Familiarity with:
  • NSE and BSE derivatives ecosystem
  • Co-location, low latency trading environment
  • Exchange risk controls and market regulations
  • Order book dynamics and execution behaviour
• Strong commercial communication skills with ability to explain complex trading concepts clearly to institutional clients.

Preferred Experience:

Candidates may currently be:

• Quant traders
• Systematic portfolio managers
• HFT traders
• Options traders
• Execution strategists
• Exchange microstructure specialists
• Senior researchers within quant trading firms

Candidates from leading proprietary trading firms, market makers, quant hedge funds, or systematic desks are especially relevant.