Stokhos - Quant Trader

About Us

Stokhos Research Capital is a proprietary trading firm. Leveraging our in-house technology and quantitative expertise, we develop cutting-edge algorithms to generate alphas and trade them in financial markets.

Role Overview

We are seeking a highly skilled and experienced Quant Trader to develop, test, and deploy high-frequency trading (HFT) and mid-frequency trading (MFT) strategies in global markets. The candidate will work with a team of quant researchers and developers to optimize existing strategies and build new profitable trading models.

Key Responsibilities

- Conduct quantitative research on tick data to develop short-horizon trading models, particularly in Equity Options and Futures.

- Design, test, and implement high-frequency trading strategies with ultra-low-latency execution.

- Optimize market-making algorithms and execution models for options and futures trading.

- Develop statistical arbitrage and market microstructure-based signals to enhance trade profitability.

- Automate trading workflows, including volatility-based trading parameters and order book analysis.

- Collaborate with team to enhance trading strategies and infrastructure.

- Monitor and analyze real-time market data to refine trading strategies dynamically.

- Maintain trading risk reports, including P&L, delta risk, and vega risk assessments.

Key Qualifications

- Bachelor's/Master's degree in a quantitative discipline (Engineering, Mathematics, Computer Science, Finance, etc.).

- 3+ years in quantitative trading, preferably in HFT or MFT environments.

- Proficiency in C++ (low-latency programming), Python, Shell scripting, SQL, VBA (MS-Excel).

- Strong background in options market-making, futures trading, and arbitrage strategies.

- Experience with machine learning techniques, Bayesian statistics, regression modeling, and optimization methods.

- Knowledge of systematic risk monitoring, margin utilization, and trading P&L evaluation.

- Experience in trading across NSE, CME, NASDAQ, or other exchanges.

- Certificate of NISM-Series-VIII (Equity Derivatives) or equivalent is a plus.

Preferred Skills

- Experience in low-latency infrastructure development for HFT strategies.

- Expertise in multivariate regression techniques and partial parameter heat-map distributions for strategy optimization.

- Strong understanding of market microstructure and order book dynamics.

- Proven track record of running a profitable trading desk with strong risk-adjusted returns (Sharpe Ratio > 3).

Why Join Us?

- World-Class Infrastructure: Ultra-low latency systems with best-in-class exchange connectivity.

- Unlock Your Potential: With our in-house technology and quantitative talent, access to multiple exchanges & capital, scale your trading multifold.

- Collaborative & Meritocratic Culture - Work alongside experts with a decade of experience in systematic trading.

- Transparent, industry-leading revenue-sharing models designed for high performers.