Head of Quant

About the Company

A well-capitalized, pioneering player in Indian algorithmic and high-frequency trading. Live and scaled across the country's major index and options markets, with a philosophy built on quantitative edge and increasingly, AI-native infrastructure — not AI as a slide, but as how the desk actually researches, builds, and ships.

Roles and Responsibilities

• Lead HFT and MFT strategy development across NIFTY, BankNifty, FinNifty, Sensex, Bankex — FnO, intraday and overnight
• Own execution performance end-to-end — queue positioning, latency budget, hardware utilization — the unglamorous edge that separates alpha on paper from alpha in production
• Architect AI/LLM-based trading agents for signal generation, execution logic, and real-time monitoring
• Build agentic backtesting and research pipelines that automate hypothesis generation, data prep, and performance evaluation
• Build AI-driven risk and anomaly detection to catch model drift and strategy degradation before it costs money
• Lead and mentor a team, setting the bar for code and strategy quality
• Ensure integration with NEAT, BOLT, and NNF platforms

Skills and qualifications

• 8+ years building algo strategies, with real production HFT desk experience — you've deployed and run live strategies, not just backtested them well
• Deep understanding of order-book microstructure and the interaction between strategy design and execution speed
• Strong Python and C++; strong applied mathematics
• Proven work in FnO and Indian index-based strategy development, both HFT and MFT
• Fluent with modern AI tooling (Copilot, Cursor, Claude, LangChain/LangGraph or similar) — used as leverage, not novelty
• Top-tier academic pedigree preferred; Master's/PhD a plus

What's On Offer

• A green-field build-out of AI/LLM-native trading infrastructure, rare at this level of seniority in Indian markets
• Leadership of a team you'll shape from the ground up