Quant Developer (Remote / Global) — OrgaX LLC

OrgaX LLC is a quantitative research and algorithmic trading company developing high-performance automated strategies for gold (XAUUSD) and digital assets. Our work focuses on systematic execution, structural liquidity modeling, and advanced risk management frameworks. The core of our research is the Boutgajouft Liquidity Triangle Theory (BLT Theory), a proprietary methodology that models market structure through pivot symmetry, liquidity displacement, equilibrium zones, and directional continuation patterns. BLT formalizes how price action behaves around triangle-based liquidity structures, allowing systematic detection of trend initiation, exhaustion points, and high-probability reversal setups. BLTX is designed to be fully translatable into algorithmic logic. It integrates pivot-length modeling, multi-timeframe validation, liquidity sweeps, engineered entry conditions, and dynamic risk parameters suitable for both discretionary and fully automated trading systems. OrgaX is now expanding its research and development team to scale BLTX into production-grade algorithmic systems, with the goal of building a full SaaS infrastructure for automated liquidity-based trading solutions. Role Description We are seeking a Quant Developer with strong expertise in market structure research, algorithmic design, and quantitative modeling. The candidate will work directly on translating BLTX theoretical components into executable, testable, and scalable trading systems. Responsibilities include: • Implement algorithmic strategies based on BLTX liquidity structure definitions and pivot modeling. • Develop automated entry and exit logic derived from BLTX displacements, equilibrium zones, triangle boundaries, and pivot-length conditions. • Build and refine backtesting frameworks, walk-forward analysis, and Monte Carlo simulations to evaluate robustness across multiple regimes. • Engineer position sizing rules, dynamic equity-based lot adjustment, and risk-management modules consistent with BLTX logic. • Collaborate on the architecture of OrgaX’s upcoming SaaS platform for BLTX-powered trading systems. • Produce clean, documented code suitable for research and production deployment. • Required Skills • Strong background in quantitative finance, trading systems, or applied mathematics. • Proficiency in MQL5, Python, and/or C++ for algorithmic development. • Experience with backtesting engines, simulation environments, and stress-testing methodologies. • Solid understanding of market structure, liquidity mechanisms, and pivot-based methodologies. • Ability to convert theoretical models into deterministic algorithmic rules. • Experience with risk management logic, execution modeling, and optimization. Preferred Qualifications : • Prior work on liquidity-based or geometry-structure trading models. • Background in statistics, machine learning, or financial engineering. • Experience in building scalable systems or contributing to SaaS-oriented technology stacks. • Familiarity with equity-based lot scaling frameworks and drawdown control systems. What OrgaX Offers : • The opportunity to work with a proprietary liquidity theory (BLTX) and contribute to its algorithmic expansion. • A long-term technical roadmap involving BLTX automation, platform design, and quantitative research. • Competitive compensation with performance-based incentives. • A remote, research-driven, innovation-focused environment. Apply tot his job Apply tot his job

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