Senior Quantitative Trader

Nalanda Intelligence; Bengaluru; On-site; INR 3,000,000 - 9,000,000; Full time

Job summary

Nalanda Intelligence in Bengaluru is seeking an experienced Quantitative Trader to independently develop, validate, and execute trading strategies across Indian derivatives markets. You will identify opportunities, manage risk, and evaluate live strategy performance in collaboration with the quantitative research team.

Strong background in Python and backtesting tools, 5+ years of trading experience, and a deep understanding of risk management are essential for success in this role.

Qualifications

• 5+ years of experience in quantitative trading, hedge funds, or institutional trading.
• Strong knowledge of Nifty, index options, volatility trading, and risk management.
• Proficiency in Python and backtesting tools is preferred.

Responsibilities

• Independently conceptualize, develop, backtest, and execute trading strategies.
• Identify opportunities across Nifty/index options, futures, and derivatives.
• Analyse volatility, liquidity, market microstructure, and market behaviour.
• Evaluate strategy performance, live trading results, and risk-adjusted returns.
• Manage risk, position sizing, trade execution, and capital exposure.
• Assess research ideas for statistical robustness and practical market viability.
• Work closely with quantitative researchers to develop and implement executable strategies.
• Continuously optimize strategies and mentor junior researchers/traders.

Skills

Quantitative trading

Python

Backtesting

Statistical analysis

Risk management

P&L understanding

Education

MBA Finance

CFA

FRM

Tools

Python

Backtesting tools

Job description

We are looking for an experienced Quantitative Trader to independently develop, validate, and execute trading strategies across Indian derivatives markets. The individual will identify trading opportunities, manage risk, evaluate strategy performance, and collaborate with the quantitative research team.

Key Responsibilities

• Independently conceptualize, develop, backtest, and execute trading strategies.
• Identify opportunities across Nifty/index options, futures, and derivatives.
• Analyse volatility, liquidity, market microstructure, and market behaviour.
• Evaluate strategy performance, live trading results, and risk-adjusted returns.
• Manage risk, position sizing, trade execution, and capital exposure.
• Assess research ideas for statistical robustness and practical market viability.
• Work closely with quantitative researchers to develop and implement executable strategies.
• Continuously optimize strategies and mentor junior researchers/traders.

Requirements

• 5+ years of experience in quantitative trading, hedge funds, or institutional trading.

Strong understanding of:

• Nifty & Index Options
• Options Strategies
• Volatility Trading
• Quantitative Strategy Development & Backtesting
• Market Microstructure
• Risk Management
• Position Sizing
• Demonstrated experience in independently developing and executing live trading strategies, with a strong understanding of P&L and risk.
• Strong analytical, statistical, and decision-making abilities.

Preferred

• Proficiency in Python or quantitative backtesting tools.
• Experience with systematic/algorithmic trading strategies.
• MBA Finance, CFA, or FRM.