Algorithmic Trading Strategist

The work

Evaluate algorithmic trading logic embedded in AI systems, identifying execution risks, weak assumptions, and edge cases. This remote hourly contract offers flexible task based work for experienced systematic or algorithmic trading professionals.

Responsibilities

• Trace trading logic and assess the paths used to execute a strategy.
• Examine order selection, routing, and assumptions about market microstructure.
• Identify risk, inefficiency, exceptional cases, and limits on strategy performance.
• Explain performance across scenarios, market regimes, and investment horizons.
• Check whether strategies respect practical execution constraints and liquidity conditions.
• Deliver structured assessments during recurring strategy review cycles.

Background and skills

Applicants need direct experience in systematic or algorithmic trading at a proprietary firm, institution, or independently. A strong understanding of order types, execution timing, slippage, and market microstructure is required.

You should be able to follow a sequence of trading decisions, challenge the reasoning, and explain your conclusions precisely in writing. A methodical analytical approach to strategy quality is essential. Previous AI experience is unnecessary.

Additional strengths

Experience with backtesting or execution simulation is helpful, as is building, reviewing, or stressing quantitative strategies. Quantitative finance, financial engineering, or a related technical background is also welcome.

Working arrangements

This is a remote hourly contract with flexible task based hours. Work is organized around independent assignments and a flexible schedule. Reviews can be completed independently and asynchronously.

Further projects may support continued work or extensions.