I need a seasoned quantitative developer who can turn my Iron Condor options strategy into a fully automated trading BOT for Indian markets. The system must trade exclusively in listed options and operate through the NSE NOW interface, handling everything from order placement and modifications to position monitoring and exit. Core workflow • Pull live option chain data, calculate real-time Greeks, and identify entry prices that satisfy my Iron Condor rules (delta-neutral, predefined distance between strikes, and minimum credit per leg). • Submit simultaneous multi-leg orders via NSE NOW, confirming fills and retrying intelligently if partials occur. • Track open positions tick-by-tick, updating P/L and Greeks so risk controls—max loss, max profit, time-based exits—fire without delay. • Generate end-of-day reports (CSV + simple dashboard) summarizing trades, margin used, and strategy metrics. Acceptance criteria • End-to-end back-test on at least six months of historical options data shows slippage-adjusted results consistent with manual Iron Condor benchmarks. • Live paper-trading session for one full trading day on NSE NOW executes, adjusts, and exits orders without manual intervention. • Clean, well-commented source code plus a config file so strikes, lot sizes, risk caps, and timings can be tweaked easily. Preferred stack Python with Pandas, NumPy, and a proven NSE NOW API wrapper suits me best, but I’m open to other robust solutions if they interface reliably with NSE NOW and meet exchange compliance. If you have prior experience building Indian options engines and can demonstrate exchange-grade reliability, let’s talk schedules and milestones so we can deploy quickly.