Senior QR – Indian Options

AAA Global; Singapore; On-site; SGD 180,000 - 300,000; Full time

Job summary

AAA Global is seeking experienced Quantitative Researchers to join its Indian options desk. You will research, develop, and deploy systematic strategies across Indian options markets, focusing on live performance, alpha capture, and risk management.

Strong coding and statistical expertise, including Python or C++, are essential to build and backtest models and tools for execution. You will influence strategy design, work from hypothesis to implementation, and gradually mentor junior researchers

Qualifications

• Existing systematic strategies or a proven research track record in Indian index options, single-stock options, or related derivatives.
• Experience trading Indian markets, including NSE-listed options and futures.
• Experience building quantitative trading systems, research infrastructure, and automated execution strategies.
• Previous responsibility for a trading strategy, live book, or meaningful P&L contribution.
• Strong quantitative skills in statistics, probability, optimization, and time-series analysis.
• Proficiency in Python and/or C++, with experience in quantitative research, backtesting, and production implementation.

Responsibilities

• Research, develop, and deploy systematic trading strategies across Indian options markets.
• Identify and exploit alpha opportunities through quantitative modelling, statistical analysis, and market microstructure research.
• Build strategies from the ground up, taking ownership of the lifecycle from hypothesis generation and backtesting to live trading.
• Develop quantitative models for options pricing, volatility forecasting, Greeks, hedging, and volatility arbitrage.
• Analyze options order books, liquidity, execution costs, and market dynamics to improve strategy performance.
• Monitor live trading performance, conduct P&L attribution, and refine strategies and risk-management frameworks.
• Build and maintain research tools, data pipelines, backtesting systems, and infrastructure for systematic trading.
• Contribute to the development of the Indian options trading desk and mentor junior researchers.

Skills

Quantitative skills

Python

C++

Statistics

Time-series analysis

Optimization

Job description

We are looking for experienced Quantitative Researchers specializing in Indian options to join a growing quantitative trading business. We are seeking researchers with a proven track record in systematic options trading, ideally with existing live strategies or experience contributing to a profitable trading book.

Key Responsibilities

• Research, develop, and deploy systematic trading strategies across Indian options markets.
• Identify and exploit alpha opportunities through quantitative modelling, statistical analysis, and market microstructure research.
• Build strategies from the ground up, taking ownership of the entire lifecycle from hypothesis generation and backtesting to implementation and live trading.
• Develop quantitative models for options pricing, volatility forecasting, Greeks, hedging, relative-value trading, and volatility arbitrage.
• Analyze options order books, liquidity, execution costs, and market dynamics to improve strategy performance.
• Monitor live trading performance, conduct P&L attribution, and continuously refine strategies and risk-management frameworks.
• Build and maintain research tools, data pipelines, backtesting systems, and other infrastructure required to support systematic trading.
• Contribute to the development of the Indian options trading desk and, over time, mentor junior researchers and help expand the team.

Requirements

• Existing systematic strategies or a proven research track record in Indian index options, single-stock options, or related derivatives.
• Experience trading Indian markets, including NSE-listed options and futures.
• Experience building quantitative trading systems, research infrastructure, and automated execution strategies.
• Previous responsibility for a trading strategy, live book, or meaningful P&L contribution.
• Strong quantitative skills in statistics, probability, optimization, and time-series analysis.
• Proficiency in Python and/or C++, with experience in quantitative research, backtesting, and production implementation.