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.