Quantitative Trader - MFT

At Optimus Prime Research, we’re building a high-performance team of MFT Traders focused on generating alpha through systematic research, disciplined execution, and constant strategy evolution. This is a live-markets role at the intersection of trading, technology, and quantitative thinking, where speed, ownership, and judgment directly shape outcomes.

You’ll work closely with traders, researchers, and developers to uncover short- to medium-term opportunities across derivatives markets. The role is designed for someone who performs well under pressure, enjoys solving hard problems, and wants to make high-conviction decisions using data, probability, and market insight.

Key Responsibilities

• Trade options, futures, and other derivatives across asset classes using a medium-frequency approach.
  
• Research, develop, and improve trading strategies using market data, statistics, and behavioural signals.
  
• Identify repeatable sources of edge through pattern recognition, probability, and market microstructure analysis.
  
• Track live positions, respond to market moves, and manage risk dynamically in real time.
  
• Collaborate with developers and researchers to enhance execution systems, tools, and trading infrastructure.
  
• Conduct post-trade analysis to evaluate performance, improve judgment, and strengthen strategy design.
  
• Adjust quickly to shifts in volatility, liquidity, and market regime.
  

What We’re Looking For

• Strong analytical and quantitative reasoning skills, with a minimum of 1 year of experience in a quantitative trading firm.
  
• Deep curiosity about markets, trading behaviour, and decision-making under uncertainty.
  
• Comfort operating in fast-feedback, high-accountability, performance-driven environments.
  
• Proficiency in Python or C++, or a strong willingness to build expertise in them.
  
• Calm, focused execution in high-pressure market conditions.
  
• A competitive mindset, builder mentality, and bias toward action.
  
• High ownership, intellectual agility, and a relentless drive to improve.
  

Preferred Qualifications

• B.Tech/M.Tech from IITs or other top-tier institutions in engineering, mathematics, statistics, or related quantitative fields.
  
• Exposure to derivatives, market microstructure, probability, statistics, or game theory.
  
• Prior experience in trading, quantitative research, or algorithmic strategy development is valued.
  
• Familiarity with back testing, live execution environments, and performance analytics is a plus.