Quantitative Strategy Developer

Role Overview

Join Vincere Trading as a Quantitative Strategy Developer to work on developing and validating systematic trading strategies. This role offers the flexibility to work remotely from anywhere, with a focus on strategy validation rather than fixed working hours. You'll be part of a team that builds and licenses trading strategies to retail clients using platforms like NinjaTrader and Charles Schwab.

Responsibilities

• Port a defined trading strategy to NinjaScript, ensuring the backtest matches a Python reference implementation.
• Develop a Python-based walk-forward validation framework to assess strategy performance, including in-sample vs. out-of-sample results and parameter sensitivity.
• Document the validation framework for usability by other team members.
• Engage in ongoing strategy development, contributing to the refinement and expansion of trading strategies across futures and equities.
• Maintain clear communication and documentation to support asynchronous collaboration across time zones.

Required Skills

• Proven experience in building and testing systematic trading strategies, particularly in futures or equities.
• Proficiency in NinjaScript/C# for NinjaTrader 8 and Python for research, with familiarity in libraries such as pandas and vectorbt.
• Strong understanding of avoiding overfitting through walk-forward analysis and proper out-of-sample testing.
• Ability to model transaction costs accurately and discuss strategy capacity constraints and potential failures.
• Excellent written English communication skills.

Nice to Have

• Experience with REST APIs for broker connectivity on the equities side.
• Background in discussing and managing regime dependence in trading strategies.