Quantitative Trader

The Role

• 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.
• 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 relevant.
• Discretionary traders with a verifiable live track record are welcome.
• Demonstrated work is valued over credentials.

Evidence Required

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.

For discretionary records:

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