Quantitative Developer (RL \+ LLM Trading Systems) – Remote, Part\-TimeAbout Us
We are building a next\-generation AI\-driven hedge fund platform that combines Reinforcement Learning (RL), Large Language Models (LLMs), and quantitative finance to create advanced portfolio management and risk management systems.
Our mission is to leverage cutting\-edge machine learning, alternative data, and quantitative research to generate superior risk\-adjusted returns in dynamic market environments.
The Role
We are seeking a Quantitative Developer with a passion for machine learning, financial markets, and systematic trading. You will play a key role in designing, developing, and deploying our proprietary RL \+ LLM investment framework.
This position offers the opportunity to work on one of the most exciting challenges in modern finance: integrating AI\-driven alpha generation with adaptive portfolio optimization and risk management.
Responsibilities
- Design and implement reinforcement learning models for portfolio optimization, allocation, and risk management.
- Develop and test actor\-critic architectures such as PPO, DDPG, TD3, and SAC.
- Build LLM\-powered signal generation systems using financial documents, earnings calls, news, social sentiment, and alternative datasets.
- Architect scalable pipelines that combine AI\-generated alpha signals with portfolio construction and execution systems.
- Develop robust walk\-forward and event\-driven backtesting frameworks with realistic transaction cost and slippage modeling.
- Create advanced evaluation frameworks using metrics such as Sharpe Ratio, Sortino Ratio, Maximum Drawdown, Calmar Ratio, CVaR, and portfolio concentration measures.
- Collaborate with researchers and portfolio managers to convert quantitative research into production\-ready trading systems.
- Optimize training and inference workflows for GPU\-based environments and large\-scale datasets.
- Ensure data integrity by implementing point\-in\-time data processing and eliminating look\-ahead bias.
RequirementsRequired Qualifications
- 1\+ years of experience in quantitative development, algorithmic trading, machine learning, or financial research.
- Strong proficiency in Python, including NumPy, Pandas, and PyTorch.
- Hands\-on experience with reinforcement learning frameworks and portfolio management applications.
- Solid understanding of financial markets, portfolio theory, and risk management principles.
- Experience working with SQL or NoSQL databases.
- Familiarity with LLMs and AI platforms such as OpenAI, Claude, Gemini, or similar technologies.
- Strong analytical, problem\-solving, and communication skills.
Preferred Qualifications
- Experience developing algorithmic trading or systematic investment strategies.
- Knowledge of cloud infrastructure and distributed computing environments.
- Experience with C\+\+ or Rust.
- Background in NLP, multimodal AI, or alternative data analysis.
- Experience building production\-grade backtesting and execution systems.
Why Join Us?
- Work on cutting\-edge applications of AI in quantitative finance.
- Help shape the architecture of a next\-generation hedge fund platform from the ground up.
- Collaborate with a high\-performance team focused on innovation and research excellence.
- Flexible remote work environment.
- Equity compensation with significant growth potential.
Job Details
- *Position:** Quantitative Developer (RL \+ LLM Trading Systems)
- *Employment Type:** Part\-Time
- *Compensation:** Equity\-Based Compensation
If you are passionate about AI, quantitative finance, and building the future of algorithmic investing, we'd love to hear from you.
Benefits
Work Location: Remote