Lead Quantitative Strategy Developer — Systematic Trading

Platinum & Partners is exclusively retained to find a Lead Quantitative Strategy Developer for a US-based systematic trading firm that develops and licenses algorithmic trading strategies to retail and professional investors. Their production stack runs 12 proprietary strategies live on NinjaTrader across futures — spanning lower-risk/retail, mid-risk, and higher-risk/higher-return profiles — with plans to expand into equities and options.

Contract-to-Permanent | Fully Remote, Worldwide | Confidential Search

The Role

You'll own strategy research and development end to end: reviewing, testing, and refining the existing suite of 12 live strategies to confirm they hold up for continued distribution to retail and professional clients, and building new strategies across futures, equities, and options. This is a senior, largely autonomous position — you'll be setting the research standard the business holds itself to, not joining an established research team.

Starts as an 8-week contract engagement, with a formal review assessing a path to a full-time, long-term position.

Who This Is For

You've worked as a quant researcher, quant developer, or systematic PM at a hedge fund, prop trading firm, CTA, or asset manager, and you've personally taken strategies from research to live capital — including watching some of them stop working.

Who This Isn't For

This is not a data science, ML engineering, or AI role. A background in RAG pipelines, NLP, LLM applications, computer vision, or enterprise AI infrastructure is not a match, regardless of how strong the profile is otherwise.

What You'll Need

• 5+ years building systematic trading strategies at a fund, prop firm, or trading company
• Strong Python for research — pandas, numpy, vectorized backtesting, and the ability to build a custom engine when off-the-shelf tools fall short
• C# (NinjaScript experience not required — learnable quickly if you know C#)
• Genuine rigor on overfitting: walk-forward analysis, out-of-sample discipline, multiple-testing correction, parameter-sensitivity testing
• Realistic transaction cost, slippage, and fill modelling
• The ability to speak clearly to capacity constraints and regime dependence for anything you build
• Strong written English — the team works fully async

Nice to have: options strategy experience (vol surface, greeks-aware sizing), REST API experience for broker connectivity, and tick-level/intraday execution modelling.

If you own deployable systematic strategies as your own IP, that's of real interest — provided it's genuinely yours, free of any employer claim, and viable under retail constraints (no colocation, no prime broker, standard data feeds, retail commissions).

Compensation & Structure

$150–200 per hour USD depending on experience, 20 hours per week, for an initial 8-week engagement, fully remote and worldwide with async, flexible hours. A strong outcome at the 8-week review leads to a permanent offer — salary and/or equity, structured around what fits both sides.

How to Apply

Apply confidentially through Platinum & Partners. In your first message, answer these three questions — generic answers won't move forward:

1. Describe a strategy you took live that later stopped working. What was the decay mechanism, how did you detect it, and what did you do about it?
2. You're backtesting an intraday breakout on index futures. Walk through your slippage and fill assumptions specifically — including how you handle a stop order in a fast market.
3. You run walk-forward on 8 years of data with 6-month in-sample/2-month out-of-sample windows, testing 200 parameter combinations. How do you decide whether the surviving configuration is real rather than an artifact of the search?