Algorithmic Trader

Role OverviewSeeking an experienced Algorithmic Trading Engineer with deep expertise in futures tradingand algorithmic trading systems to operate, maintain, and enhance a proprietary Renkobasedtrading platform for US index futures (ES, NQ, MES, MNQ). This role combineshands-on coding with real-market execution responsibility.Location: Remote (India)Experience: 3–7 yearsType: ContractAbout the Trading SystemThe Trading System is a production-grade algorithmic trading platform that:Trades ES, NQ, MES, MNQ futures via automated strategiesUses Renko chart-based logic with dynamic brick sizingIntegrates with Interactive Brokers (IB) for market data and executionManages trades via a state machine–driven engine (multiple position states)Incorporates volatility analysis using VIX/VXNIncludes a full back testing framework against historical tick dataUses a queue-based execution layer for robust order handlingKey Responsibilities1. Live System Execution & OperationsDeploy, configure, and run the trading system in paper and live environmentsSet up and maintain MySQL schemas, connections, and performanceConfigure and monitor IB TWS/Gateway sessionsOversee live strategy execution during US market hours (9:30 AM–4:00 PM ET)Monitor system health and ensure near-continuous uptime during tradingDiagnose and resolve issues with connectivity, data feeds, and order execution2. Strategy Maintenance & EnhancementsUnderstand and maintain the V221GLi strategy and related versions (V3, V4, V221, etc.)Adjust parameters based on backtests and changing market conditionsImplement new strategy versions within the existing modular architectureDebug and fix issues in entry/exit logic, state transitions, and trade managementOptimize Renko brick logic, ATR sizing, and indicator computations3. Backtesting & Performance AnalysisRun comprehensive backtests using historical data (e.g., historical_ticks)Analyze results, generate P&L and performance reports, and validate changesCompare strategy variants and recommend improvements based on dataProduce day-by-day and trade-by-trade analytics and summaries4. Data Management & QualityImport and manage historical market data (CSV, Excel, database imports)Ensure data integrity, handle missing/dirty data, and implement recovery workflowsMaintain real-time data feeds from IB and monitor tick_temp / index_temp tablesAddress data synchronization and latency issues5. Risk Management & MonitoringImplement and monitor stop-loss, profit target, and position sizing rulesTrack unrealized P&L, drawdowns, and risk metrics in real timeConfigure alerts (e.g., Slack) for critical events and risk breachesEnforce risk limits, including after-hours and Friday-close logic6. Codebase Maintenance & New FeaturesRefactor and optimize Python code for robustness and performanceFix bugs and edge cases in data handling and trading logicAdd new indicators, strategy modules, or asset coverage as neededMaintain documentation and version control hygieneWrite unit tests for core trading and risk functionsRequired Technical SkillsCore TechnologiesPython 3.9+ (expert)OOP and modular designState machine implementationsAsync/concurrent programming for real-time systemsSQL/MySQL (advanced)Schema design and optimizationComplex queries/joins, indexing, and performance tuningTransaction and connection managementTrading & Analytics StackInteractive Brokers API (ibapi) – hands-on experience requiredMarket data subscriptionsOrder routing and executionContract and account managementTA-Lib and technical indicatorsATR, EMA, and custom indicatorsPandas / NumPyTime-series manipulation and analysisEdicient numeric computationsSystem & Integration SkillsMySQL setup, tuning, and maintenanceWorking with REST APIs and WebSocketsData formats: CSV, Excel (e.g., xlwings), JSONLogging, error handling, and runtime monitoringRequired Domain KnowledgeFutures Trading (Must Have)Strong knowledge of ES, NQ, MES, MNQ futuresContract specs, tick sizes, multipliers, rollover mechanicsPractical experience (paper or live) with futures executionUS session structure: regular hours, pre-/post-market nuancesAlgorithmic Trading ConceptsRenko charts and brick-based strategiesState machine–driven trade lifecycle managementTechnical indicators: EMA, ATR, MCO, etc.Volatility analysis with VIX/VXNVolume/flow-based conditions and filtersRisk management: stops, targets, position sizingBacktesting and walk-forward evaluation

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