Mid Frequency Quant Trader, Delta Neutral

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About Your Company

King Deux is partnering with a data-driven, technology-first trading firm. Our Mid-Frequency team operates at the intersection of quantitative research and discretionary execution. We are not looking for a button-pusher; we are looking for a builder. You will have direct access to market data, low-latency infrastructure, and the ability to move from idea to live deployment rapidly.

We need a self-sufficient trader who can wear multiple hats. As you prove your instincts, you will be given the autonomy to run a live book, backtest your own hypotheses, and deploy new strategies.

Before you earn that autonomy, you will first understand our structure, our systems, our databases, and our software inside out. We don't let anyone touch a live book until you can explain how data flows from exchange to execution, where risk checks live, and what every column in our time-series database represents. You will learn by doing — improving documentation, refactoring legacy code, and shadowing live sessions.

About your role

Strategy & Execution

• Manage and optimize mid-frequency strategies (hold times: minutes to hours).

• Monitor real-time risk, P&L, and market microstructure.

• Gradually take ownership of a dedicated trading book with P&L responsibility.

• Identify and execute on short-term market dislocations.

Engineering & Coding

• Write production-grade Python code for strategy backtesting and live execution.

• Collaborate with core engineers to improve execution logic (not just entry/exit, but order routing).

Research & Testing

• Proactively mine historical data for new alpha signals.

• Conduct rigorous backtesting (avoiding overfitting, survivorship bias).

• Paper trade new ideas before risking live capital.

What you will need to succeed

• 1–4 years of hands-on trading experience (prop shop, hedge fund, or proprietary group at a bank).

• Proven track record: You have traded real money (even small size) or built strategies that moved beyond a Jupyter notebook.

• Experience with Mid-Frequency or High-Frequency data is a strong plus.

Technical:

• Advanced Python proficiency (Pandas, NumPy, vectorization; async/socket experience is a bonus).

• Experience with backtesting frameworks (backtrader, vectorbt, or custom-built).

• Familiarity with version control (Git) and basic Linux command line.

Mindset (Non-negotiable):

• Self-driven: You do not wait for tickets. You find the edge.

• Entrepreneurial: You treat the book like a small business—you think about sharpe, drawdowns, and capacity.

• Intellectually honest: You can kill a losing idea quickly and double down on a winning

What you get from this role

• Performance bonus – you benefit from your ideas.

• Low bureaucracy: Push a strategy from idea to live in days, not months.

• Small team environment: You work directly with the partners and senior traders.

• Access to institutional infrastructure (colocation, direct exchange feeds, risk gates).

• Visa sponsorship available for exceptional candidates.

How to Apply

Interested parties, please send your CV directly to [email protected] or apply directly.

Please note that only shortlisted applicants will be contacted.