Location: Singapore
Quantitative Researcher– Indian Options
Venture Search is working with a high-performance proprietary trading firm with a strong presence in Asia and a growing footprint in Indian markets. The firm is seeking an experienced Quantitative Researchers to spearhead strategy development within Indian options, with a strong focus on MFT and HFT approaches.
This is a key opportunity for someone with deep domain knowledge in options pricing, Indian market structure, and quantitative trading to own the research and execution lifecycle across high-impact strategies.
Role and Responsibilities:
• Research, develop, and deploy quantitative trading strategies in Indian options (Index & Single Stock)
• Work across MFT and HFT models, leveraging deep statistical and microstructure insights
• Build robust models for options pricing, execution optimization, and risk calibration
• Write and maintain production-level code in Python/C++/Java
• Analyze large datasets to extract alpha, optimize performance, and mitigate risk
• Monitor and tune live trading systems, ensuring strategy alignment with real-time market dynamics
• Collaborate closely with developers, traders, and infrastructure teams to improve systems and execution
Experience:
• Advanced degree (MSc / PhD) in Mathematics, Statistics, Physics, Computer Science, or similar
• Demonstrated success trading Indian options, ideally in MFT/HFT environments
• Strong grasp of options pricing models
• Experience applying statistical/machine learning models to large-scale market data
• Proficient in Python, C++, or Java; familiarity with data libraries (NumPy, Pandas, SciPy)
• Solid understanding of Indian market microstructure and regulatory nuances
• Track record of writing clean, scalable code for research and production
• Strong communication skills and a collaborative, ownership-driven mindset