The Quantitative Trader will design, develop, and deploy fully automated trading strategies on the Commodity Desk — spanning both medium-frequency (MFT) and high-frequency (HFT) horizons across MCX and selected global commodity venues (energy, metals, agri).
The role requires hands-on involvement in quantitative research, backtesting, execution, and live strategy management, supported by strong in-house data and execution infrastructure. The desk is being built from scratch, so early hires will directly shape its architecture, research stack, and trading style.
Key Responsibilities
Research, design, and implement systematic MFT and HFT strategies on commodity futures and options across Indian and global venues.
Develop alpha-seeking models using quantitative, statistical, and microstructure-driven methods — including order book signals, lead-lag, spread and calendar arbitrage, volatility strategies, and term-structure modelling.
Backtest and validate strategies using large-scale tick-level and order book datasets.
Optimize execution, monitor live trading performance, and manage risk on a continuous basis.
Contribute to the low-latency execution stack — order routing, risk checks, market data handling, and colocation tuning.
Collaborate with research and engineering teams to improve systems and explore new opportunities.
Own P&L on strategies you ship.
Requirements
Minimum 2 years of live trading experience with proven profitability, or equivalent depth from a Tier-1 quant institution (IIT / BITS / ISI / CMI / IIM or comparable).
Proficiency in C, C++, and Python.
Experience with medium-frequency or intraday trading strategies preferred; HFT experience strongly preferred.
Direct experience in commodity markets (MCX, ICE, CME, LME) is a strong plus.
Strong quantitative, analytical, and problem-solving skills — solid fundamentals in probability, statistics, time-series, and stochastic processes.
Comfort with messy, large, real-world tick data — Hive-partitioned parquet, tick-by-tick reconstruction, microstructure data.
Degree in Engineering, Mathematics, Computer Science, Physics, or a related analytical field.
Entrepreneurial, research-driven mindset with attention to detail.
Ability to operate in a high-ownership environment where your work directly impacts capital allocation, trading decisions, and long-term fund performance.
Thrive in a fast-paced, innovation-driven culture that values transparency, experimentation, and continuous learning.
Work Environment & Benefits
Collaborative, innovation-driven culture with a team drawn from BITS, IIT, and other Tier-1 institutes.
Competitive compensation with meaningful performance-linked rewards tied to desk P&L.
Open, flat structure fostering research, experimentation, and ownership.
Why Join Us
Join a pioneering firm that's expanding quantitative investing in India and building scalable, technology-led trading strategies for long-term wealth creation. The Commodity Desk is being built ground-up, which means your early decisions will define how the desk thinks, trades, and scales for years to come. This is a unique opportunity to work with top talent, shape market innovation, and contribute to the evolution of India's growing quant landscape.