We are seeking a highly skilled Quantitative Developer / Python Trader with a deep understanding of institutional trading concepts to help design, forward test, and optimize futures strategies. This role is focused on building and refining strategies specifically for: • NQ (Nasdaq Futures) • ES (S&P Futures) • CL (Crude Oil) • GC (Gold Futures) We are not looking for retail indicator builders. We are building structured, institutional-grade systems. ⸻ What We’re Looking For We need someone who: • Understands institutional liquidity concepts • Has experience coding strategies in Python • Can forward test and validate live market behavior • Understands prop firm risk parameters • Can operate in a fast-paced, performance-driven environment ⸻ Required Knowledge (Very Important) You must understand concepts such as: • Liquidity sweeps (PDH/PDL, session highs/lows) • Fair Value Gaps (FVG) • Inversion Fair Value Gaps (IFVG) • Order Blocks • Breaker Blocks • Market Structure Shift (MSS) • Change in State of Delivery • Premium/Discount arrays • Session-based models (London / NY Killzone) • Displacement + imbalance logic If you do not understand these concepts deeply, this role is not a fit. ⸻ Responsibilities • Build systematic trading logic in Python • Develop robust backtesting and forward testing frameworks • Optimize strategies while preventing overfitting • Implement risk management aligned with prop firm rules: • Daily drawdown limits • Trailing thresholds • Max loss parameters • Conduct statistical validation (win rate, RR distribution, expectancy) • Improve existing models through structured iteration ⸻ Ideal Candidate • 3+ years trading experience (futures preferred) • Experience passing or designing strategies for prop firms • Strong Python proficiency • Experience with: • Backtesting engines • Market data APIs • Multi-timeframe logic • Strategy optimization frameworks • Understands market microstructure and volatility regimes • Has real trading experience (not just theoretical coding) Bonus: • Experience with Databento or similar data providers • Experience building execution bots • Familiar with NinjaTrader / Tradovate / TradingView integrations ⸻ Work Style • Fast-paced • High accountability • Direct communication • Performance-based environment • Long-term opportunity for the right candidate ⸻ To Apply Please include: 1. Description of strategies you have built 2. Experience with institutional concepts (explain in your own words) 3. Backtesting framework experience 4. Any forward testing / live results 5. GitHub (if available) We are building something serious. Only apply if you are confident in your ability to perform at a high level.