Quant Partner Head Of Quantitative Trading HFT

HuntingCube; Gurugram District; On-site; INR 7,500,000 - 12,000,000; Full time

Job summary

HuntingCube in Gurugram, India seeks a senior Quant/HFT leader to own end-to-end strategy development, backtesting, deployment, and PnL responsibility on NSE/BSE.

You will build a high-caliber research team, drive rigorous experimentation, and collaborate with partners to scale a low-latency trading stack.

Qualifications

• 6+ years in HFT / Low-Latency Quantitative Trading at a prop desk, trading firm, or hedge fund.
• Strong experience with the Indian market (NSE/BSE).
• Demonstrated track record of profitable or high-quality strategy research.
• Strong quantitative background.
• Proficiency in Python; familiarity with C++ or low-latency systems.
• Ability to independently ideate, validate, and scale strategies.
• Understanding of FPGA-accelerated systems.

Responsibilities

• Design and develop high-frequency and low-latency trading strategies for NSE/BSE
• Identify short-horizon alpha signals, order-book patterns, and market microstructure inefficiencies.
• Build and refine tick-level backtesting models and tools.
• Validate assumptions, latency paths, and slippage with engineering and execution teams.
• Own end-to-end PnL for strategies under management.
• Perform post-trade analytics, slippage/impact analysis, and continuous tuning.
• Monitor real-time behaviour, edge decay, and anomalies.
• Build and mentor a high-calibre research team as the organisation scales.
• Drive a culture of rigorous research, disciplined experimentation, and transparent decision-making.

Skills

C++

Python

Low Latency

HFT

Job description

Job Description:

About Us

We are a 1.5-year-old high-frequency proprietary trading firm operating on NSE and BSE, built on a strong low-latency infrastructure foundation and steadily scaling trading operations. We have been operating in stealth mode, focusing on building robust technology, execution, and research capabilities. The team includes experienced partners specializing in low-latency systems, execution, and infrastructure. We are now expanding the leadership team by adding a Quant Partner to drive the next phase of growth.

Role Overview

You will lead the full lifecycle of quantitative and high-frequency strategy development — research, modelling, backtesting, deployment, and PnL ownership. You will collaborate closely with other partners operating a custom ultra-low-latency trading stack. This is a partner-level role offering significant ownership/equity and long-term upside for a senior quant/HFT researcher.

Key Responsibilities

Strategy Research & Development

• Design and develop high-frequency and low-latency trading strategies for NSE/BSE
• Identify short-horizon alpha signals, order-book patterns, and market microstructure inefficiencies.

Backtesting & Simulation

• Build and refine tick-level backtesting models and tools.
• Validate assumptions, latency paths, and slippage with engineering and execution teams.

Live Trading & Monitoring

• Own end-to-end PnL for strategies under management.
• Perform post-trade analytics, slippage/impact analysis, and continuous tuning.
• Monitor real-time behaviour, edge decay, and anomalies.

Team Building & Leadership

• Build and mentor a high-calibre research team as the organisation scales.
• Drive a culture of rigorous research, disciplined experimentation, and transparent decision-making.

Required Experience

• 6+ years in HFT / Low-Latency Quantitative Trading at a prop desk, trading firm, or hedge fund.
• Strong experience with the Indian market (NSE/BSE).
• Demonstrated track record of profitable or high-quality strategy research.
• Strong quantitative background.
• Proficiency in Python; familiarity with C++ or low-latency systems.
• Ability to independently ideate, validate, and scale strategies.
• Understanding of FPGA-accelerated systems.

Required Skills

• C++
• Python
• Low Latency
• HFT

Additional Information

N/A