Options Quant researcher

Aquis Search; Gurugram District; On-site; INR 2,500,000 - 4,500,000; Full time

Job summary

Aquis Search is partnering with a well-funded quantitative trading firm building its options market-making business in India. Gurgaon-based opportunity focuses on early-stage research ownership, with significant latitude to develop pricing signals and trading models.

The ideal candidate has 2-4 years in quant research/trading and strong C++/Python skills, with experience in an HFT or systematic environment. Options experience preferred; futures researchers considered.

Qualifications

• 2-4 years of Quant Research / Trading experience
• Experience within an HFT or systematic trading environment
• Strong understanding of options, pricing and market microstructure
• Ability to take strategies from research and backtesting through implementation, execution and scaling

Responsibilities

• Develop differentiated pricing, signals and trading models for options market making
• Own research projects from concept to deployment, with ownership and accountability
• Collaborate with founders to shape the trading business and strategy
• Drive implementation and scaling of strategies across the trading system

Skills

Quant reasoning

Trading intuition

Tools

C++

Python

Job description

I am working with a well-funded quantitative trading firm that is building out its options market-making business in India.

The opportunity is particularly interesting because the team is still at an early stage. The entire trading system has been built in-house, there is significant capital and global backing, and the incoming researcher will have genuine ownership in developing strategies from the ground up.

We are looking for:

• 2-4 years of Quant Research / Trading experience
• Experience within an HFT or systematic trading environment
• Strong understanding of options, pricing and market microstructure
• Ability to take strategies from research and backtesting through implementation, execution and scaling
• Strong C++ and Python
• Options experience is preferred; exceptional futures researchers can also be considered

The focus here is not simply competing on latency. The team is heavily research and alpha driven, with an immediate focus on developing differentiated pricing, signals and trading models.

For someone coming from an established HFT who wants more research ownership, direct access to the founders and the opportunity to influence how a trading business is built, this is worth exploring.

Location: Gurgaon

Strategy: Options Market Making

Experience: 2-4 years

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