Paid Research Engagement — Systematic Trading
Summary
Paid remote quantitative research engagement for a systematic trading firm (FX, futures, options; $40M AUM, no crypto/HFT). The researcher independently generates and tests trading hypotheses, designs strategy logic including position management and hedging, and delivers robust backtesting in Python or MATLAB, with a possible path to a full research team role.
🌍 Remote · Full-time / Part-time
🚀 Launched in 2022, we now manage $40M AUM. A systematic trading team with real results and a proven live-trading track record — see 🌐 tradingfactory.pro
Markets: FX · Futures · Options.
No crypto, no HFT.
Paid trading-research assignments for external researchers — alongside your current job, with a possible path to joining the team.
👉 Looking for a researcher, not a developer who implements a ready formula — someone who can take a partially defined trading problem, generate and prioritize hypotheses, design systematic logic (including position management and hedging), test it robustly, and tell a genuine trading effect from an optimization artefact.
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🔬 The Research
- A real, self-contained quantitative research task — not an unpaid test and not routine production work.
- End-to-end: from hypothesis generation to robust backtesting and validation (statistical, mathematical or ML-based).
- Includes position-management and hedging logic, exposure and risk, with real execution in mind (Bid/Ask, costs, slippage).
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💎 How It Works
- Your time is paid regardless of the outcome — a well-supported negative result is a valid research outcome.
- An additional bonus for reaching the predefined target criteria.
- Scope ≈ up to 40 hours, at your own pace — we know you have a primary commitment.
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🎓 What We Expect
- Independent generation and testing of trading hypotheses; strategy / signal research.
- Backtesting, walk-forward thinking, protection against overfitting / look-ahead bias.
- Position sizing, exposure and risk management; PnL and drawdown awareness.
- Statistics / time-series analysis; ability to run research independently.
- Python or MATLAB (or a comparable language by prior agreement). The final backtest code must be reproducible without dependence on any third-party trading platform.
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🌟 Strong Signals (preferred, not mandatory)
- Personally originated trading ideas, or a material contribution to a strategy — able to distinguish your work from the team’s.
- Strategies / signals that reached live trading with real capital.
- FX / futures, tick data and Bid/Ask execution.
- Position-management or hedging design.
- Investigated live degradation or live-vs-backtest divergence.
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🤝 Where It Can Lead
Strong work and mutual interest can open the path to an ongoing role in the research team — with transparent PnL sharing (your alpha, your share; team-built strategies shared equally).
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🚫 Who We’re NOT Looking For
- Theorists with no real market experience or proven idea / contribution.
- Manual / discretionary traders.
- Infrastructure / execution / data-only profiles without research contribution.
We understand NDAs; no need to disclose proprietary details, just describe your research experience at a level you’re comfortable with.
Hiring entity: ООО «Рестадвайзер» · Project: Trading Factory Pro