Quant-Leaning Software Engineer – Event-Driven Market Scanner (Phase 1 - no trading) - Contract to Hire

I’m building an event-driven market scanner as part of a phased automated trading system.

This posting is strictly for Phase 1 and does not involve any trading or execution logic.

Scope (Phase 1 only)

Design and implement a Python-based, event-driven system that:

• Ingests real-time or near-real-time market data

• Applies rule-based filters (e.g. price band, relative volume, gap detection)

• Incorporates news ingestion with keyword-based inclusion/exclusion

• Outputs qualified signals with transparent logging explaining why a symbol qualified

The focus is on data correctness, architecture, and extensibility, not profitability.

Non-Goals (important)

• No order placement

• No paper or live trading

• No indicator optimization (RSI, MACD, etc.)

• No machine learning

• No strategy ideation

Technical Expectations

• Python (clean, modular code)

• Event-driven / real-time system design

• Clear separation between data ingestion, signal logic, and output

• Code structured to allow later expansion into execution and risk management phases

Who this is for

This role is best suited for a quant-leaning software engineer or systems-oriented developer with experience handling real-time data.

The ability to reason about data quality, edge cases, and architectural trade-offs is more important than trading performance.

Engagement Model

• Phase-1, milestone-based engagement

• Expected duration: 1–3 months

• Strong potential to extend into later phases with adjusted scope and compensation

To apply

Please briefly describe:

1. Your experience with event-driven or real-time systems

2. Any exposure to market data or trading frameworks (if applicable)

3. How you would approach Phase 1 architecturally

Note: hourly rate is indicative and may be adjusted based on experience and fit.

Apply Now

Apply Now