Company Description We suggest you enter details here. Role Description This is a contract remote role for a Presentation Designer with a focus on finance. The Presentation Designer will be responsible for creating and designing visually appealing and informative presentations. The role includes designing slides that effectively communicate financial data and insights, maintaining brand consistency, collaborating with finance professionals to understand and interpret data, and ensuring all presentations meet high standards of quality and accuracy. Qualifications Proficiency in presentation software including PowerPoint, Keynote, and Google Slides Strong design skills, including layout, typography, and color theory Experience in finance, including familiarity with financial terms and data visualization Excellent communication and collaboration skills Attention to detail and ability to handle multiple projects simultaneously Ability to work independently in a remote setting Bachelor’s degree in Graphic Design, Finance, or a related field is preferred Portfolio demonstrating previous presentation design work Show more Show less
Company Description We suggest you enter details here. Role Description Production Integration Seamlessly onboard and manage your existing live algorithms within our execution framework, ensuring robust end-to-end deployment. Performance Enhancement Continuously monitor and tune your strategies’ real-time P&L, Sharpe, Sortino, and Calmar ratios—applying statistical analysis and stress testing to maintain edge. Risk Oversight Implement and refine capital protection measures (VaR limits, drawdown controls, fat-tail/skew adjustments) tailored to each algorithm’s risk profile. Data & Model Evolution Incorporate new data sources and update signal models on the fly, collaborating with our research team to evolve your algos for shifting market regimes. Operational Excellence Own the health of your strategies—from latency profiling and order-flow optimization to automated alerts and fail-safe mechanisms. Qualifications Proven Track Record At least 5 years of quant dev experience with multiple live trading algorithms running on real capital. Algo-First Mindset Deep focus on strategy performance and robustness—more than just writing code, you deliver real P&L impact. Quantitative Rigor Expert in time-series analysis, Monte Carlo simulation, and non-Gaussian modeling to drive statistical confidence. Collaborative Spirit Strong communication skills for working alongside researchers, data engineers, and portfolio managers to refine and scale your algos. Tech Savvy Comfortable with cloud-based back-testing platforms (AWS/GCP), containerized deployments (Docker/Kubernetes), and CI/CD pipelines—enough to support your strategies, not build the infrastructure from scratch. Show more Show less
Company Description Uprety Capital Quant driven hedgefund Role Description Uprety Capital is seeking an experienced Excel specialist to build advanced risk and performance management dashboards for our hedge fund operations. You’ll work directly with the executive team to create dynamic spreadsheets for: Risk monitoring (VaR, beta, drawdown, exposure tracking) Trade journaling and performance analytics P&L tracking across multiple strategies (options, long/short equities, spreads) Portfolio optimization tools (Sharpe, Sortino, correlation heatmaps) Allocation dashboards (by strategy, sector, and trader) Responsibilities Design and deliver clean, scalable Excel dashboards Integrate data (manual entry or API-fed preferred) Use VBA, Power Query, or Power BI if necessary Collaborate with CIO and fund analysts on customization needs Provide documentation and handover instructions Qualifications Deep knowledge of Excel (advanced formulas, conditional formatting, tables) Experience building risk models (VaR, Sharpe, max drawdown, etc.) Ability to structure clean and auditable spreadsheets Familiarity with hedge fund operations or trading strategy tracking VBA, Python, or Power BI experience is a plus Show more Show less
Company: Uprety Capital Location: Remote / Hybrid (optional office visits in Cincinnati Ohio About Us Uprety Capital is a quantitative hedge fund specializing in high-frequency options strategies. We leverage cutting‑edge technology and deep market insights to generate alpha. The Role We’re seeking an exceptionally experienced Python engineer to debug, optimize, and extend our IBKR (TWS) algorithmic trading platform and Qt5 dashboard. If you thrive in low‑latency, multithreaded HFT environments, this is your opportunity to make an immediate impact. Key Responsibilities Debug & Fix our existing TWS algo: buy/sell logic, strike data feeds, trade lifecycle Enhance Dashboard (PyQt5): add “Kill All Trades” button, reset daily P&L, adjust time‑based metrics Optimize Performance : multithreading, concurrency controls, minimal latency Integrate IBKR API : ensure stable connectivity, order placement, real‑time fills Collaborate with quant researchers: translate strategy requirements into robust, maintainable code Must‑Have Qualifications 2+ years professional Python development experience Deep expertise with Interactive Brokers’ TWS API (ib_insync or native) Proven background in multithreading , asynchronous I/O, low‑latency systems Hands‑on with PyQt5 (or Qt for Python) for desktop GUI customization Familiarity with HFT patterns , order‑book handling, real‑time data feeds Strong debugging skills: profiling, logging, exception handling Nice‑to‑Have Experience with Docker/Kubernetes for deployment Background in financial engineering or algorithmic trading Knowledge of database caching (Redis, In‑memory stores) Why Join Us? Competitive freelance/day‑rate compensation Work alongside seasoned quants in a fast‑paced environment Flexible hours; deliver value on your schedule Opportunity to architect core trading infrastructure How to Apply If this sounds like your next challenge, please send your resume, GitHub/portfolio links, and a brief cover note highlighting: Your most complex Python debugging project TWS integration you’ve built Qt5 custom GUI work Only candidates with demonstrated Python & TWS expertise will be considered. Please email cv to nitdulal@upretycapital.com
As an experienced Quantitative Researcher/Developer, you will be responsible for enhancing and scaling live IBKR TWS algorithms. Your role will involve end-to-end strategy development, including math-driven model design, backtesting, low-latency implementation, and continuous performance tuning. Your key responsibilities will include auditing, troubleshooting, and optimizing existing TWS/IBKR Python strategies for equities, options, and futures. You will also design and deploy high-frequency trading/low-latency strategies using statistical, machine learning, and signal-processing techniques. Additionally, you will employ time-series analysis, probability modeling, VaR, tail-risk, and skewness/drawdown metrics for quantitative analysis. In terms of infrastructure and automation, you will build robust data pipelines, integrate with IBKR's API, and automate end-to-end backtest/live-trade processes. Collaboration with the trading desk to translate research into production-grade code and mentor junior quants will also be a key aspect of your role. The ideal candidate should have at least 5 years of professional experience as a quantitative researcher/developer in electronic equities, options, or futures markets. Deep expertise in IBKR TWS API & Python, high-frequency trading strategies, statistics, mathematics, and experience with US market live-tested algos are required. Proficiency in engineering best practices such as version control, CI/CD pipelines, code review, and performance profiling is essential. Preferred skills include proficiency in Python/C++ for latency-sensitive components, knowledge of cloud infrastructure for scaling back tests, and familiarity with machine learning frameworks for signal generation. For the interview process, you may be asked questions related to algorithm debugging, latency optimization, statistical modeling, risk management, and live strategy examples to assess your skills and experience in quantitative research and development. Overall, this role requires a strong background in quantitative research and development, expertise in algorithm optimization, statistical modeling, risk management, and collaboration with trading desks to drive the enhancement and scaling of live IBKR TWS algorithms.,