We are working with a global, lean, and performance-driven trading firm with access to most of the world’s major

capital markets. With a strong presence in high-frequency and quantitative trading, we operate at the intersection of technology and markets. Our team is small by design—built for speed, autonomy, and impact. We offer a flexible, high-trust environment and compensation structures that significantly outperform industry norms.

What You’ll Do

• Design, deploy, and manage high-frequency trading strategies focused on the Indian

derivatives markets (NSE, BSE F&O).

• Take full ownership of strategy performance, from research and backtesting to live execution.

• Leverage C++ for low-latency systems and Python for modelling, analytics, and tooling.

• Continuously monitor and improve execution quality, latency, and profitability.

• Collaborate with a tight-knit, global team of traders and engineers in a flat, fast-moving setup.

What We’re Looking For

• 2+ years of consistent PnL track record in HFT, specifically within the Indian derivatives

markets.

• Strong grasp of market microstructure, especially in the Indian F&O segment.

• Solid programming expertise in C++ (for real-time systems) and Python (for research and

analysis).

• Experience operating in low-latency trading environments.

• Independent thinker with a strong sense of ownership and the ability to thrive in a non-

bureaucratic, results-first culture.

Why Join Us

• Global platform with access to most major capital markets.

• Top-tier reward structure – Competitive base salary with an excellent performance-based

(PnL-share) compensation.

• Flexible work environment – remote and hybrid options available.

• Fast decision-making and no bureaucracy – we move quickly and reward performance.

• Entrepreneurial team culture – small, focused, and deeply collaborative.