Responsibilities

• Manage and optimize an algorithmic, delta-neutral strategies portfolio


• Manage backtest schedules and allocate capital to existing strategies


• Automate processes to ensure efficiency and reliability


• Structure workflows from data cleaning to production-ready pipelines

Requirements

• Proven live-trading experience with a documented strategy performance record


• Experience with Spot, Perpetual Swaps, and Dated Futures


• Demonstrated Sharpe Ratio of 3.0+


• Demonstrated Daily Capital Turnover of 3.0+


• Experience with ML pipelines and MLOps tools


• Familiarity with Kedro, Optuna, and orchestration systems


• Ability to work with clusters for training and deploying models


• Strong technical understanding of market microstructure and execution optimization