Quantitative Trader - MFT

optimusprimeresearch; Bengaluru Urban; On-site; INR 1,800,000 - 3,200,000; Full time

Job summary

OptimusPrime Securities and Research LLP in Bengaluru is seeking a Quantitative Trader (MFT) for live-market work at the intersection of trading, technology, and quantitative thinking. The role emphasizes speed, ownership, and disciplined decision-making under pressure.

You will collaborate with traders, researchers, and developers to uncover opportunities across derivatives, develop and test strategies, and manage risk in real time with data-driven insights.

Qualifications

• 1+ year of experience in a quantitative trading firm or live markets.
• Strong analytical and quantitative reasoning skills.
• Proficiency in Python or C++, or willingness to build expertise.

Responsibilities

• Trade options, futures, and derivatives across asset classes using a medium-frequency approach.
• Research, develop, and improve trading strategies using market data, statistics, and behavioural signals.
• Identify repeatable sources of edge through pattern recognition, probability, and market microstructure analysis.
• Track live positions, respond to market moves, and manage risk dynamically in real time.
• Collaborate with developers and researchers to enhance execution systems, tools, and trading infrastructure.
• Conduct post-trade analysis to evaluate performance, improve judgment, and strengthen strategy design.
• Adjust quickly to shifts in volatility, liquidity, and market regime.

Skills

Python

C++

Quantitative reasoning

Education

B.Tech/M.Tech in engineering, mathematics, statistics or related quantitative fields

Tools

Backtesting

Execution systems

Live execution environments

Job description

OptimusPrime Securities and Research LLP | Full time

Quantitative Trader - MFT

Bangalore South, India | Posted on 05/29/2026

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

AtOptimus Prime Research, we’re building ahigh-performance team ofMFT Tradersfocused on generatingalpha through systematic research, disciplined execution, and constant strategyevolution. This is a live-markets role at the intersection of trading,technology, and quantitative thinking, where speed, ownership, and judgmentdirectly shape outcomes.

You’ll work closely with traders, researchers, anddevelopers to uncover short- to medium-term opportunities across derivativesmarkets. The role is designed for someone who performs well under pressure,enjoys solving hard problems, and wants to make high-conviction decisions usingdata, probability, and market insight.

Key Responsibilities

• Tradeoptions, futures, and other derivatives across asset classes using amedium-frequency approach.
  
• Research,develop, and improve trading strategies using market data, statistics, andbehavioural signals.
  
• Identifyrepeatable sources of edge through pattern recognition, probability, andmarket microstructure analysis.
  
• Tracklive positions, respond to market moves, and manage risk dynamically inreal time.
  
• Collaboratewith developers and researchers to enhance execution systems, tools, andtrading infrastructure.
  
• Conductpost-trade analysis to evaluate performance, improve judgment, andstrengthen strategy design.
  
• Adjustquickly to shifts in volatility, liquidity, and market regime.
  

What We’re Looking For

• Stronganalytical and quantitative reasoning skills, with aminimum of 1year of experiencein a quantitative trading firm.
  
• Deepcuriosity about markets, trading behaviour, and decision-making underuncertainty.
  
• Comfortoperating in fast-feedback, high-accountability, performance-drivenenvironments.
  
• Proficiencyin Python or C++, or a strong willingness to build expertise in them.
  
• Calm,focused execution in high-pressure market conditions.
  
• Acompetitive mindset, builder mentality, and bias toward action.
  
• Highownership, intellectual agility, and a relentless drive to improve.
  

Preferred Qualifications

• B.Tech/M.Techfrom IITs or other top-tier institutions in engineering, mathematics,statistics, or related quantitative fields.
  
• Priorexperience in trading, quantitative research, or algorithmic strategydevelopment is valued.
  
• Familiaritywith back testing, live execution environments, and performance analyticsis a plus.