HFT Trader (Indian Options)

Company Description

BHFT is a proprietary algorithmic trading firm. Our team manages the full trading cycle, from software development to creating and coding strategies and algorithms.
Our trading operations cover key exchanges. The firm trades across a broad range of asset classes, including equities, equity derivatives, options, commodity futures, rates futures, etc. We employ a diverse and growing array of algorithmic trading strategies, utilizing both HFT and MFT approaches.
We’ve got a team of 200+ professionals, with a strong emphasis on technology. Our employees are located all around the world, from the United States to Hong Kong. Although we maintain office spaces, we currently operate as a 100% remote organization.

Job Description

We are building a proprietary HFT team focused on NSE Options, with a roadmap expanding to additional instruments. Our trading core offers competitive wire-to-wire software-only latencies, with FPGA-based trading scenarios expected to go live in the near term.

We are looking for an experienced HFT trader who is comfortable operating in a growing environment and is interested in contributing to both strategy development and platform improvement alongside the engineering team.

This role is designed for someone who understands the microstructure of the Indian options market and can apply HFT best practices while working collaboratively with engineers and researchers to refine the platform.

What You'll Do

• Develop, backtest, and deploy HFT strategies on NSE Options (primary focus), with a roadmap to expand into additional markets over time
• Provide feedback and contribute to the ongoing development of the HFT module – including calibration, integration, and performance improvements
• Collaborate with the engineering team on latency optimization, order routing, and data feed quality
• Build a strategy library that can scale to new instruments as the platform matures

Qualifications

• MUST HAVE experience in strategy development and deployment preferably in the range of second to millisecond. 
• Strong understanding of NSE market microstructure – options pricing, order book dynamics, flow toxicity
• Solid grasp of execution best practices: order types, queue positioning, adverse selection
• Rigorous approach to drawdown management and position risk
• Сoding ability – capable of writing and modifying code independently (Python, Rust, C++ or similar)
• Energetic, proactive, and a strong team player – takes initiative, communicates openly, and thrives in a collaborative environment

Additional Information

All your information will be kept confidential according to EEO guidelines.