Quant – Algo Trader – Futures – Hedge Fund – Contract to Hire

Level Up Enterprises is seeking a highly skilled Algorithmic Trader / Quantitative Trader with deep experience in the U.S. futures markets—specifically Nasdaq (NQ), S&P 500 (ES), and Crude Oil (CL). You will work directly with our capital management and quant teams to design, build, and deploy high-performance algorithmic trading strategies that align with institutional-grade concepts. This role requires someone who not only understands profitable institutional trading models but can also translate those models into production-ready code and take strategies from research → backtest → optimization → live deployment with real capital.

Responsibilities

• Research, design, and develop algorithmic trading strategies for NQ, ES, and CL.
• Implement institutional trading concepts (market structure, liquidity, order blocks, FVGs, order flow, etc.) into systematic logic.
• Conduct robust backtesting using high-quality datasets (e.g., Databento).
• Optimize execution, risk management, and position sizing for low-latency futures environments.
• Deploy algorithms into live markets and monitor performance, PnL, and risk metrics.
• Identify market inefficiencies and quantitative opportunities to improve win-rate, R:R, and stability.
• Collaborate with our developers and interns to build scalable trading systems and tooling.

Requirements

• Proven experience trading or building algos for futures (NQ, ES, CL).
• Strong understanding of institutional trading concepts and price delivery.
• Ability to code strategies end-to-end (Python preferred; C++/JS/Pinescript is a plus).
• Hands-on experience deploying live automated strategies on real accounts.
• Experience with backtesting engines, tick data, and exchange-level microstructure.
• Strong knowledge of risk management and trade orchestration.
• Comfortable iterating quickly, testing hypotheses, and optimizing performance.
• Self-driven, detail-oriented, and capable of independent research.

Preferred Qualifications

• Experience with Databento or similar high-quality market data providers.
• Experience building order block, FVG, market structure, or volume-based models.
• Familiarity with NinjaTrader, Rithmic, Tradovate, or CQG connectivity.
• Experience with ML-based pattern identification (optional).
• Track record of profitable strategies or automation results. Apply tot his job Apply tot his job Apply tot his job

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