HFT Trader (Indian Options)

We are building a proprietary HFT trading team focused on Indian markets. Our infrastructure provides direct NSE connectivity with low-latency market data and execution. Backtesting runs on high-quality historical NSE data.

We are looking for an experienced HFT Trader who is comfortable operating in a growing environment and wants to contribute to strategy development while working closely with the engineering team.

What You'll Do

• Develop, backtest, and deploy HFT strategies on NSE Options (primary focus), with a roadmap to expand into additional NSE instruments
• Collaborate with the engineering team on execution quality, latency optimization, and order routing
• Participate in platform calibration and performance improvements as strategies scale
• Build a strategy library that can grow with the platform

• Hands-on experience developing and deploying strategies in the microsecond-to-millisecond range
• Strong understanding of NSE market microstructure – options pricing, order book dynamics, flow toxicity
• Solid grasp of execution best practices: order types, queue positioning, adverse selection management
• Strong programming skills in C++ or Rust are required. You will be expected to independently implement, maintain, and optimize production trading strategies and execution logic
• Comfortable independently developing production trading robots on top of an existing trading platform
• Clear thinking on pre-trade risk: position limits, order rate limits, kill-switch requirements – and the latency cost you're willing to pay for them
• Rigorous approach to backtest validation: you know the first things to check before trusting a result, and you understand the impact of market data timestamp accuracy on strategy performance
• Proactive, communicates openly, thrives in a collaborative environment

All your information will be kept confidential according to EEO guidelines.