full-time
Head of Quantitative Research & Algorithmic Engineering
Univest
- Employer
- Univest
- Location
- Gurugram, Haryana, India
- Working pattern
- on-site
About the role
Lead the research, validation, and deployment of systematic strategies for Indian derivatives markets, including options arbitrage, hedging, and statistical strategies. Architect and scale production trading systems, execution and risk-management infrastructure, data pipelines, and strategy monitoring across retail and high-net-worth portfolios. Requires deep expertise in options pricing, volatility modeling, stochastic calculus, statistical arbitrage, and quantitative risk metrics, along with hands-on Python and/or modern C++ production engineering experience. Candidates must have substantial experience with NSE index and stock derivatives and practical knowledge of broker APIs, OMS/EMS, FIX, or low-latency execution.