Job Description
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.
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