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.