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Risk Management Intern
Risk · Bengaluru (in-person) · 3 months, full-time
Own the risk behind our company book — track every position's Greeks and make sure the book is never carrying risk we didn't choose.
What you'll do
- Compute and watch the Greeks (delta, gamma, vega) across the whole book using Black–Scholes and a stochastic-vol jump model — and understand why we hedge on a different measure than the one we price on.
- Track every trade: the risk it added, what it cost, and what it's worth now. Nothing on the book should be unaccounted for.
- Build and monitor portfolio-level limits — sector gamma/vega budgets and correlation-adjusted stress — so one bad day can't take out the book.
- Read papers, prototype, and put real risk code into the live system.
What we're looking for
- BSc/MSc in mathematics. The subject that matters most here is stochastic calculus — Itô, SDEs, change of measure (Girsanov), risk-neutral pricing.
- Comfortable with Python and basic numerical methods (root-finding, optimisation, MLE).
- Final-year or recent maths grads. We care about how you think and what you can build, not where you went to school.
Stipend: ₹20,000/month + monthly share of trading P&L
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Market Microstructure & Execution Intern
Execution & Research · Bengaluru (in-person) · 3 months, full-time
Live in our limit order book — figure out how to get in and out of positions without getting picked off, and help sharpen the strategies that decide what we trade.
What you'll do
- Pull NSE tick data and study the limit order book — spreads, depth, queues, and how prices move when people actually trade.
- Build a real model of what our trades cost us (slippage, market impact) and find the windows of the day when liquidity is best.
- Test flow-toxicity ideas — VPIN, order-flow imbalance, trade-sign autocorrelation — and check whether any of them actually predict short-term moves on our names.
- Pitch in on strategy research — volatility selling and the IV-vs-RV signal — and put the ideas into the codebase, not just a slide.
What we're looking for
- BSc/MSc in mathematics. The subjects that matter most here are probability and statistics — stochastic processes (Poisson/Hawkes, queues) and time-series/econometrics.
- Solid with Python; a bit of Rust is a plus. The code has to hold up under millions of events without falling over.
- Final-year or recent maths grads. We care about how you think and what you can build, not where you went to school.
Stipend: ₹20,000/month + monthly share of trading P&L