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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