Quantitative Research Analyst & Algorithmic Trading Platform Developer
Budget / SalaryHourly project
TypeFreelance project
LocationRemote
Posted1 hour ago
I manage a fast-moving quantitative fund and I’m expanding the team on two fronts: deep fundamental research and purpose-built trading technology.
RESEARCH ANALYSIS
Your core mission is digging into papers and reports—academic studies, sell-side notes, 10-Ks, industry white papers—and pulling out the insights that move markets. I lean heavily on options and futures, so I’ll look to you to translate those findings into structured spread ideas, monitor relevant news flows, and keep a tight watch on sector-level fundamentals. Speed matters, but rigor matters more. This role requires daily updates and reports.
SOFTWARE ENGINEERING
In parallel, I need an algorithmic trading stack that can ingest live market data, run ML-driven models, execute orders, and log performance in real time. Think Python, pandas, NumPy, scikit-learn or TensorFlow on the analytics side, married with low-latency execution and solid database design for historical tracking. If you already have a modular framework, show me how we can adapt it; otherwise outline your proposed architecture from data capture to risk reporting. This platform will be built entirely from scratch.
DELIVERABLES
• Research analyst: daily brief highlighting key findings, quantified trade theses, and risk metrics.
• Engineer: MVP of an algorithmic trading engine with data pipelines, strategy sandbox, and execution module tested against historical tick data.
ACCEPTANCE CRITERIA
– Research notes must cite all sources and include a back-tested performance hypothesis.
– Trading platform must execute paper trades end-to-end under realistic latency, with P&L and position reconciliation.
WHEN YOU APPLY
Attach one detailed project proposal. Demonstrate domain experience—either a sample research deep dive or a link to a live (or sandboxed) trading system. General résumés are fine, but the proposal is what will get my attention.
RESEARCH ANALYSIS
Your core mission is digging into papers and reports—academic studies, sell-side notes, 10-Ks, industry white papers—and pulling out the insights that move markets. I lean heavily on options and futures, so I’ll look to you to translate those findings into structured spread ideas, monitor relevant news flows, and keep a tight watch on sector-level fundamentals. Speed matters, but rigor matters more. This role requires daily updates and reports.
SOFTWARE ENGINEERING
In parallel, I need an algorithmic trading stack that can ingest live market data, run ML-driven models, execute orders, and log performance in real time. Think Python, pandas, NumPy, scikit-learn or TensorFlow on the analytics side, married with low-latency execution and solid database design for historical tracking. If you already have a modular framework, show me how we can adapt it; otherwise outline your proposed architecture from data capture to risk reporting. This platform will be built entirely from scratch.
DELIVERABLES
• Research analyst: daily brief highlighting key findings, quantified trade theses, and risk metrics.
• Engineer: MVP of an algorithmic trading engine with data pipelines, strategy sandbox, and execution module tested against historical tick data.
ACCEPTANCE CRITERIA
– Research notes must cite all sources and include a back-tested performance hypothesis.
– Trading platform must execute paper trades end-to-end under realistic latency, with P&L and position reconciliation.
WHEN YOU APPLY
Attach one detailed project proposal. Demonstrate domain experience—either a sample research deep dive or a link to a live (or sandboxed) trading system. General résumés are fine, but the proposal is what will get my attention.
Apply on Freelancer →
Project sourced from Freelancer.com. Applications happen directly on the original platform — we never collect your data.