Quantitative Trader

Skills this role screens for

The company

About Us

• Most trading strategies we review die on transaction costs, not on signal.
• We're a systematic trading and research operation, and we're looking for people who've built something and can evidence it.

The work

The Role

You will own strategies end to end: hypothesis, signal construction, backtesting, cost and slippage modelling, out-of-sample validation, forward testing, and live execution. Strategies that clear our audit receive capital allocation.

You will also help build the research and execution infrastructure around deployed strategies - backtesting frameworks, reconciliation, monitoring and audit trails.

Who We Are Looking For

People who have built systematic strategies and can evidence them, across Indian or US equities, derivatives or futures. Experience across market-making, statistical arbitrage, volatility, momentum, mean reversion and execution research is all relevant.

Discretionary traders with a verifiable live track record are equally welcome.

We care about demonstrated work rather than credentials. Some of the strongest submissions we have reviewed came from undergraduates; some of the weakest came from people with a decade of experience.

Evidence Required

Also

For systematic strategies

• Tear sheet covering date range, universe construction and bar frequency
• In-sample and out-of-sample split stated in advance, with Sharpe, maximum drawdown and trade count reported separately for each window
• Explicit transaction cost and slippage assumptions, and the same run at twice those costs
• Turnover and a benchmark comparison

Also

For discretionary records

• Twelve months of broker-generated profit and loss - tax P&L.
• Dated trades, capital deployed, and peak-to-trough drawdown

What you get

What We Offer

• Capital allocation
• Referrals to partner desks hiring quantitative researchers and traders
• A detailed, specific technical review of your work regardless of outcome