Senior Quant / AI Trading Engineer – Multi‑LLM SPX & ES 0DTE/1DTE Bot

Job Title: Senior Quant / AI Trading Engineer – Multi‑LLM SPX & ES 0DTE/1DTE Bot Location:

Remote or Onsite (Flexible) Type:

Full-time / Contract-to-Hire Compensation:

Excellent base salary + 10% of quarterly trading profits Ref: https://developer.tastytrade.com/getting-started/ https://github.com/virattt/ai-hedge-fund https://github.com/aicheung/0dte-trader https://github.com/AlexWan/OsEngine https://github.com/marketcalls/openalgo

About Us We are building a next‑generation

AI-driven options trading system

focused on

SPX and ES 0DTE & 1DTE . Our goal is to systematically capture

5x–10x intraday option moves

by combining: Deep

Technical Analysis (TA) A

multi‑LLM “council” architecture

(strategy + critic, similar to llm-council) Real-time commercial‑grade data Cross‑asset and macro/event awareness Automated execution via

TastyTrade APIs We are looking for a

hands-on Senior Quant / AI Trading Engineer

to design and build this system end‑to‑end. Role Overview You will architect and implement a

Smart AI trading bot

that: Trades

ES futures and options overnight/pre‑market

(approx.

6:00 PM–9:30 AM EST ) Trades

SPX 0DTE and 1DTE options

during regular hours Uses

multiple LLMs , where: One LLM

proposes strategies, entries, exits, and risk parameters One or more LLMs

critique and challenge

those strategies before execution Incorporates

Technical Analysis, sentiment, volatility, macro events, and cross‑asset flows Executes

multiple staggered entries and exits

to improve average prices Analyzes ES from 6 PM EST (prior evening) through 9:30 AM EST , trades ES in that window, then

exits or converts ES positions into SPX after ~10:00 AM EST

once opening volatility settles Trades via

TastyTrade APIs , strictly following defined risk parameters Key Responsibilities Multi‑LLM Strategy & Critic Engine Design a

multi‑LLM “council”

where: A “Strategy LLM” generates trade ideas, entries/exits, size, and risk parameters “Critic LLMs” stress‑test, challenge assumptions, and flag risks Implement workflows:

proposal → critique → refinement → final decision , with deterministic risk rules as guardrails. Technical Analysis & Signal Generation (Must-Have) Build TA-based signals using: Multi‑timeframe

trend/momentum indicators

(EMAs/SMAs, VWAP, MACD, RSI, ADX, etc.) Volatility/range tools

(ATR, gaps, opening range, realized vs. implied vol) Market structure

(support/resistance, liquidity zones, prior day high/low, overnight levels) Perform detailed

ES trend analysis

from

6 PM EST (prior evening)

to

9:30 AM EST : Direction, strength, volatility, and key levels Use that analysis to: Take

ES trades between 6 PM and 9:30 AM EST Decide whether to

exit or convert ES positions into SPX 0DTE/1DTE trades after ~10 AM EST . Trade Management, Scaling & Risk Implement

multiple entries and exits : Scaling into positions at predefined technical/volatility levels Layered profit targets and stop levels to improve average prices Build a

risk engine

to: Set daily

Max Loss

and

Max Profit

as a % of portfolio Stop trading once limits are hit Control max exposure, number of positions, and per‑trade risk Support

user-selectable : Bias:

Bullish only / Bearish only / Both ways Profiles:

Conservative / Moderate / Aggressive

(affects size, frequency, and risk per trade). Macro Events, News & Cross‑Asset Context Track and integrate

major events , including: FOMC ,

jobs data/NFP ,

CPI/PPI ,

GDP , etc. Earnings calendar

(especially large index components) Important

global geopolitical news

impacting risk sentiment Use these events to: Adjust or pause trading around high-risk windows Feed event context into LLMs for better decision‑making. Monitor

cross‑asset markets

that drive SPX/ES: Oil, Copper, Gold, Silver, US Dollar (DXY/FX) Detect confirmation/divergence patterns between these assets and ES/SPX, and reflect that in: Trade bias (risk‑on vs risk‑off) Aggressiveness of entries/exits and position sizing. Data, Execution & System Design Integrate with our

commercial-grade real-time data feed

for: ES, SPX, their options, and key cross‑asset instruments Build a robust

execution layer using TastyTrade APIs : Handle order placement, modifications, cancels, fills, and error conditions Manage slippage, partial fills, and retry logic Architect a

modular system : Data ingestion → TA & signals → LLM council → risk → execution → UI/monitoring Implement

monitoring, logging, and alerting

for: Strategy decisions & LLM reasoning (traceability) P&L, risk, exposure, and events Connectivity and system health Required Skills & Experience Must-Haves: Strong, practical Technical Analysis skills Comfortable with multi‑timeframe chart analysis, indicators, and price action. 4+ years in

quantitative/algo trading or systematic options/futures development Strong programming in

Python

(or similar, with willingness to build in Python) Hands-on experience with: Automated trading systems

using real-time data Options and/or futures

trading (SPX/ES strongly preferred) Intraday or short‑dated strategies Solid understanding of: Options greeks, IV, skew, and term structure ES and SPX microstructure, especially around macro events Risk management and drawdown control LLM / AI: Experience

using or integrating LLMs

(agents, decision support, tools, etc.) Familiarity with

multi-agent / council‑style LLM patterns

(proposal vs critic/debate). Ability to design

prompts, context pipelines, and guardrails

for trading decisions. APIs & Infrastructure: Experience with

broker APIs

(TastyTrade is a strong plus; IBKR/Tradier/etc. also helpful) Familiarity with

real-time data feeds

(WebSocket, FIX, vendor SDKs) Strong engineering practices: testing, logging, observability, deployment. Nice-to-Have Direct experience with

SPX & ES 0DTE/1DTE

strategies Experience with: Cloud (AWS/GCP/Azure),

Docker , and basic DevOps Dashboards (Streamlit, Dash, Grafana, or custom web UI) Background in

time-series ML, regime detection, or reinforcement learning Macro or cross‑asset trading experience. Compensation Excellent base salary , commensurate with experience Attractive % of quarterly trading profits

based on performance Potential for increased profit share as the system scales.

CTC mentioned is in INR from 25L to 50L + 10% of trading profits paid quarterly.