Quant Strategy & Market Structure Specialist

Nuvama Wealth And Investment; Mumbai; On-site; INR 900,000 - 1,800,000; Full time

Job summary

Nuvama Wealth And Investment in Mumbai seeks an experienced India systematic trading professional for a client-facing strategic role within its brokerage and market access business. The role blends hands-on trading experience with advisory credibility to help clients evaluate India as a trading destination.

You will work with global hedge funds and quantitative traders, explaining market microstructure, latency, and the Indian derivatives ecosystem.

Qualifications

• Experience on the buy-side with hands-on trading in Indian markets.
• Strong understanding of India market microstructure and derivatives.
• Ability to explain complex trading concepts to institutional clients.

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, and liquidity.
• Explain practical realities of deploying quantitative strategies in India based on real trading experience.
• Support onboarding and commercial discussions alongside brokerage sales and execution teams.
• Bridge between clients and internal execution/technology/clearing teams.
• 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.

Skills

BUY-SIDE experience

Trading India systematically

HFT/MFT

Index options (mandatory)

Futures

Single stock derivatives

Market making / stat arb

Institutional client communication

Job description

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 successful candidate 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.

Rather than pure sales, this role is fundamentally about credibility and trusted advisory. The candidate should be able to speak from genuine hands-on trading experience about what works in India, where alpha exists, operational realities, market structure nuances, execution challenges, and the evolution of the Indian derivatives ecosystem.

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 / clearing teams
• Help shape the firms 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.