QuantConnect Algo Development & Backtesting
Budget: $50 – $0 USD
QuantConnect / LEAN Python Algo Trading Developer (IBKR)
We are looking for an experienced algorithmic trading developer to build and optimize trading strategies for US stocks and ETFs using QuantConnect (LEAN) and Interactive Brokers (IBKR API).
This is a hands-on development role focused on implementing and deploying systematic trading strategies.
Scope of work
Develop algorithmic trading strategies in Python (QuantConnect / LEAN)
Backtesting and performance optimization
Integrate strategies with Interactive Brokers (IBKR)
Implement risk management and position sizing logic
Work with historical and live market data
Deploy and maintain strategies in live trading environment
Analyze performance (PnL, Sharpe, drawdown)
Requirements
Proven experience in algorithmic trading / quant development
Strong Python programming
Experience with QuantConnect or LEAN Engine
Experience with IBKR API integration
Understanding of US equities / ETFs markets
Experience with backtesting frameworks
Knowledge of trading risk management
Nice to have
Intraday or HFT strategies
pandas / numpy / scipy
Walk-forward optimization
Experience in prop trading / hedge fund
C# (LEAN)
Project details
Market: US stocks & ETFs
Broker: Interactive Brokers
Platform: QuantConnect / LEAN
Strategy type: systematic / algorithmic
Engagement: long-term collaboration possible
To apply
Please include:
Relevant algo trading projects
QuantConnect / LEAN experience
IBKR integration experience
Strategy types you implemented
GitHub or code samples (if available)
We are looking for an experienced algorithmic trading developer to build and optimize trading strategies for US stocks and ETFs using QuantConnect (LEAN) and Interactive Brokers (IBKR API).
This is a hands-on development role focused on implementing and deploying systematic trading strategies.
Scope of work
Develop algorithmic trading strategies in Python (QuantConnect / LEAN)
Backtesting and performance optimization
Integrate strategies with Interactive Brokers (IBKR)
Implement risk management and position sizing logic
Work with historical and live market data
Deploy and maintain strategies in live trading environment
Analyze performance (PnL, Sharpe, drawdown)
Requirements
Proven experience in algorithmic trading / quant development
Strong Python programming
Experience with QuantConnect or LEAN Engine
Experience with IBKR API integration
Understanding of US equities / ETFs markets
Experience with backtesting frameworks
Knowledge of trading risk management
Nice to have
Intraday or HFT strategies
pandas / numpy / scipy
Walk-forward optimization
Experience in prop trading / hedge fund
C# (LEAN)
Project details
Market: US stocks & ETFs
Broker: Interactive Brokers
Platform: QuantConnect / LEAN
Strategy type: systematic / algorithmic
Engagement: long-term collaboration possible
To apply
Please include:
Relevant algo trading projects
QuantConnect / LEAN experience
IBKR integration experience
Strategy types you implemented
GitHub or code samples (if available)
Related categories:
Python
Software Architecture
C++ Programming
R Programming Language
Risk Management
NumPy
Backtesting
Pandas