Strategic Trader Position

7 days ago


Gurgaon, Haryana, India PlusWealth Capital Management LLP Full time

Overview

We are PlusWealth Capital Management LLP, a leading proprietary high-frequency trading firm specializing in ultra-low latency trading across global markets.

Our team combines cutting-edge technology, data-driven research, and algorithmic execution to stay ahead of the competition.

Job Description

We seek an experienced Quant Trader with a proven track record of developing, implementing, and managing profitable trading strategies in live markets.

This is a hands-on role for a highly skilled individual who can drive strategy development, risk management, and execution optimization.

Key Responsibilities:

  • Develop and manage proprietary trading strategies in high-frequency or systematic trading.
  • Continuously refine and optimize trading models based on real-time performance.
  • Analyze market microstructure and identify short-term trading opportunities.
  • Work with large, high-frequency datasets to extract statistical signals and patterns.
  • Optimize execution strategies to minimize market impact and slippage.
  • Collaborate with quant researchers and engineers to improve signal generation and trading infrastructure.
  • Ensure real-time monitoring of trading performance and fine-tune risk management parameters.
  • Stay ahead of market trends and regulatory changes affecting trading strategies.

Requirements & Qualifications

  • Bachelor's, Master's, or PhD in Computer Science, Mathematics, Statistics, Physics, Engineering, or related fields.
  • Minimum 2+ years of experience running profitable live trading strategies.

Trading & Strategy Development Skills:

  • Proven track record of developing, implementing, and managing successful trading strategies in live markets.
  • Experience in market-making, stat arb, HFT, options trading, or other systematic strategies.
  • Deep understanding of market microstructure and execution dynamics.
  • Ability to work with tick-level and high-frequency datasets to identify patterns.
  • Strong risk management skills – must have experience optimizing risk-adjusted returns.

Technical Skills:

  • Expertise in C++ or C (for low-latency trading systems).
  • Proficiency in Python (for research, backtesting, and analytics).
  • Experience with machine learning, statistical modeling, and data science techniques is a plus.
  • Familiarity with Linux, shell scripting, and large-scale data processing.
  • Strong experience in latency optimization and execution algorithms.

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