Quantitative Trader - HFT

optimusprimeresearch; Bengaluru; On-site; INR 3,000,000 - 6,000,000; Full time

Job summary

OptimusPrime Securities and Research LLP in Bengaluru invites applications for a Quantitative Trader - HFT. You will develop and execute ultra-low latency strategies across derivatives and cash markets, collaborating with traders, researchers, and developers to push the boundaries of speed and precision.

The role requires 2+ years in high-frequency or ultra-low latency trading, strong quantitative skills, proficiency in C++ or Python, and an ownership mindset with a passion for speed and

Qualifications

• 2+ years in high-frequency or ultra-low latency trading.
• Strong quantitative skills and market microstructure knowledge.
• Proficiency in C++, Python, or similar low-latency languages.
• Calm, focused, and quick decision-making under pressure.
• Ownership mindset with a passion for speed and innovation.

Responsibilities

• Execute high-frequency trading strategies with ultra-low latency.
• Develop and refine algorithms using market microstructure data.
• Monitor and respond to rapid market movements.
• Collaborate on infrastructure and latency optimization.
• Conduct post-trade analysis for continuous improvement.
• Adapt swiftly to changing market conditions.

Skills

Quantitative skills

Market microstructure

C++

Python

Low-latency trading

Job description

OptimusPrime Securities and Research LLP | Full time

Quantitative Trader - HFT

Bangalore South, India | Posted on 07/22/2026

We are a pioneering quantitative trading firm driven by innovation, technology, and a passion for redefining the landscape of financial markets. At the heart of our operations is a commitment to excellence, where advanced algorithms meet the expertise of our exceptional team. Let us take you on a journey through the essence of OptimusPrime Research .

Job Description

Join us as an HFT Trader, where you'll develop and execute ultra-low latency strategies across derivatives and cash markets. Work closely with traders, researchers, and developers to identify fleeting market opportunities, optimize algorithms, and manage risk in real-time.

Key Responsibilities

• Execute high-frequency trading strategies with ultra-low latency.
  
• Develop and refine algorithms using market microstructure data.
  
• Monitor and respond to rapid market movements.
  
• Collaborate on infrastructure and latency optimization.
  
• Conduct post-trade analysis for continuous improvement.
  
• Adapt swiftly to changing market conditions.
  

What We’re Looking For

• 2+ year experience in high-frequency or ultra-low latency trading.
  
• Strong quantitative skills and market microstructure knowledge.
  
• Proficiency in C++, Python, or similar low-latency languages.
  
• Calm, focused, and quick decision-making under pressure.
  
• Ownership mindset with a passion for speed and innovation.