HFT Trader

This role is for one of the Weekday's clients

Salary range: Rs 2000000 - Rs 8000000 (ie INR 20-80 LPA)

Min Experience: 5 years

Location: Mumbai

JobType: full-time

We are seeking an experienced High-Frequency Trading (HFT) Trader to join a high-performance trading team focused on designing, deploying, and optimizing ultra-low latency trading strategies across global financial markets. The ideal candidate will bring deep expertise in quantitative trading, market microstructure, and algorithmic execution, along with the ability to operate in fast-moving environments where milliseconds can determine profitability.

In this role, you will work closely with quantitative researchers, engineers, and infrastructure teams to build and refine automated trading strategies that capitalize on short-term market inefficiencies. You will be responsible for strategy design, performance monitoring, risk management, and continuous optimization of trading systems operating at extremely high speeds.

Requirements:
Key Responsibilities

Design, develop, and deploy high-frequency trading strategies across equities, derivatives, futures, or other electronic markets.

Analyze market microstructure and order book dynamics to identify profitable short-term trading opportunities.

Collaborate with quantitative researchers and engineers to implement trading algorithms optimized for ultra-low latency environments.

Continuously monitor live trading performance, identifying inefficiencies and optimizing strategies to improve profitability and execution quality.

Develop and refine statistical models to analyze tick-level data, market signals, and order flow patterns.

Work with infrastructure teams to improve execution speed, reduce latency, and optimize trading system performance.

Conduct backtesting and simulation of trading strategies using large historical datasets.

Implement robust risk management frameworks, including position limits, exposure monitoring, and real-time risk controls.

Investigate market anomalies, latency arbitrage opportunities, and other high-frequency signals.

Maintain discipline around capital allocation, trading limits, and compliance with regulatory requirements.

Required Skills and Expertise

5–18 years of experience in high-frequency trading, proprietary trading, or algorithmic trading environments.

Strong understanding of market microstructure, electronic exchanges, and order execution mechanics.

Proven track record of designing and running profitable quantitative or algorithmic trading strategies.

Expertise in analyzing high-volume market data and identifying statistically significant trading signals.

Deep knowledge of latency-sensitive trading environments and performance optimization.

Strong programming skills in languages commonly used in trading environments such as Python, C++, or Java.

Experience working with tick data, order book analytics, and real-time trading systems.

Strong quantitative and analytical skills with the ability to evaluate complex datasets and trading outcomes.

Hands-on experience with backtesting frameworks and strategy simulation tools.

Strong understanding of risk management principles in high-frequency trading environments.

Preferred Qualifications

Experience trading across multiple asset classes such as equities, options, futures, or FX.

Background in quantitative finance, mathematics, statistics, computer science, or engineering.

Familiarity with exchange connectivity protocols such as FIX or native exchange APIs.

Experience working in proprietary trading firms, hedge funds, or electronic market-making firms.

Exposure to machine learning techniques applied to trading signal generation.