trading teams. This is a fantastic opportunity for an individual to work across core functionality of the business within the 1st 18 months, covering - Backtesting/Simulations tools Algo Execution Order Book (OMS) Market Data Connectivity Risk and Analytics tools You will gain the opportunity to work with latest V23 More ❯
london, south east england, united kingdom Hybrid / WFH Options
Xcede
trading teams. This is a fantastic opportunity for an individual to work across core functionality of the business within the 1st 18 months, covering - Backtesting/Simulations tools Algo Execution Order Book (OMS) Market Data Connectivity Risk and Analytics tools You will gain the opportunity to work with latest V23 More ❯
equities trading, including understanding of market microstructure. Deep knowledge of algorithms, data structures, and optimization techniques. Hands-on experience with real-time trading systems, backtesting frameworks, and performance profiling. Strong academic background with a degree in Computer Science, Engineering, Mathematics, Physics, or a related field. Passion for solving complex problems More ❯
finance) Previous experience building algorithmic trading systems Strong Python or C++ experience, Matlab experience is a plus Experience building production infrastructure for signal generation, backtesting and execution Bachelors/Masters in Computer Science, Engineering, or related Quantitative discipline To discuss the role in confidence, please reach out to Rhys at More ❯
finance) Previous experience building algorithmic trading systems Strong Python or C++ experience, Matlab experience is a plus Experience building production infrastructure for signal generation, backtesting and execution Bachelors/Masters in Computer Science, Engineering, or related Quantitative discipline To discuss the role in confidence, please reach out to Rhys at More ❯
finance) Experience building algorithmic trading systems Strong Python or C++ skills; Matlab experience is a plus Experience in building production infrastructure for signal generation, backtesting, and execution Bachelor's/Master's in Computer Science, Engineering, or a related quantitative discipline #J-18808-Ljbffr More ❯
office) Key Responsibilities Build statistical and predictive models Manage all aspects of the research process, including methodology selection, data collection/normalization, analysis, prototyping, backtesting, and performance monitoring Apply rigorous modeling techniques to explore various datasets Build new signals and improve existing ones (long-term) Optimize quantitative code and numerical More ❯
trading desks and liquidity teams to refine product offerings and enhance competitiveness. Troubleshoot live pricing and execution issues in collaboration with trading operations. Build backtesting frameworks and tools to evaluate pricing strategies and improve performance. Monitor and analyze market microstructure, execution quality, and trading efficiency using quant-driven tools. Collaborate More ❯
equities trading, including understanding of market microstructure. Deep knowledge of algorithms, data structures, and optimization techniques. Hands-on experience with real-time trading systems, backtesting frameworks, and performance profiling. Strong academic background with a degree in Computer Science, Engineering, Mathematics, Physics, or a related field. Passion for solving complex problems More ❯
equities trading, including understanding of market microstructure. Deep knowledge of algorithms, data structures, and optimization techniques. Hands-on experience with real-time trading systems, backtesting frameworks, and performance profiling. Strong academic background with a degree in Computer Science, Engineering, Mathematics, Physics, or a related field. Passion for solving complex problems More ❯
risk models (e.g. Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, and Liquidity Risk models) as well as model evaluation techniques (backtesting, sensitivity analysis, coverage statistics, etc.) Experience providing theoretical justifications of risk models, for internal as well as external stakeholders. Also experience in developing risk model More ❯
to identify and develop predictive models for trading strategies across various asset classes. Lead full-cycle quantitative research and strategy development, including idea generation, backtesting, portfolio construction, risk management, and ongoing strategy evaluation. Collaborate with traders and developers to ensure smooth implementation and optimization of models in a production environment. More ❯
frequency algorithmic trading strategies for commodity markets including energy, metals and ags. Work alongside the PM with a focus on alpha generation, model implementation, backtesting and portfolio construction. Work closely with leading quantitative researchers and engineers to improve existing strategies and identify new trading opportunities. Qualifications: Advanced academic qualifications (Master More ❯
frequency algorithmic trading strategies for commodity markets including energy, metals and ags. Work alongside the PM with a focus on alpha generation, model implementation, backtesting and portfolio construction. Work closely with leading quantitative researchers and engineers to improve existing strategies and identify new trading opportunities. Qualifications: Advanced academic qualifications (Master More ❯
Integrate AI/ML models into trading workflows. Model and analyse market microstructure across global exchanges to improve execution and reduce slippage. Experience in backtesting strategies before live deployment. Work closely with low-latency engineers to enhance execution speed and infrastructure efficiency. Who They’re Looking For Proven track record More ❯
Integrate AI/ML models into trading workflows. Model and analyse market microstructure across global exchanges to improve execution and reduce slippage. Experience in backtesting strategies before live deployment. Work closely with low-latency engineers to enhance execution speed and infrastructure efficiency. Who They’re Looking For Proven track record More ❯
live trading strategies for performance issues such as covariate shift. Integrate external libraries into production code following best engineering practices. Optimize model training and backtesting using parallel, distributed, and cloud computing. Explore opportunities for strategy expansion across global futures products. Stay current with industry advancements through research, competitions, and online More ❯
and strategists to solve some of the most significant engineering problems in the world. Responsibilities: Assisting in the development of a tick by tick backtesting research platform and exchange simulation Collaborating with hardware and software developers across divisions to build ultra-low latency trading systems # Contributing towards the team More ❯
and strategists to solve some of the most significant engineering problems in the world. Responsibilities: Assisting in the development of a tick by tick backtesting research platform and exchange simulation Collaborating with hardware and software developers across divisions to build ultra-low latency trading systems Contributing towards the team’s More ❯
stakeholders. Carry out exploratory data analysis as part of modelling work, reporting back on findings and determining next steps. Contribute to model evaluation and backtesting to ensure pricing is of the highest possible quality. Work closely with the Quant Model Development team as part of efforts to productionise POC models More ❯
My client - one of the industry's leading global investment managers - is looking to hire a Quantitative Developer to join the Algo Development Trading Technology team as they build a new Volatility Trading system. They're developing a systematic trading More ❯
Be Doing Engineering research tools in Python and C++ , built for scale and speed Designing systems to handle massive data ingestion , feature engineering, and backtesting Collaborating directly with researchers to productionize models — from linear regressions to machine learning pipelines Leveraging HPC and distributed compute to run smarter, faster, and bigger More ❯
Be Doing Engineering research tools in Python and C++ , built for scale and speed Designing systems to handle massive data ingestion , feature engineering, and backtesting Collaborating directly with researchers to productionize models — from linear regressions to machine learning pipelines Leveraging HPC and distributed compute to run smarter, faster, and bigger More ❯
Be Doing Engineering research tools in Python and C++ , built for scale and speed Designing systems to handle massive data ingestion , feature engineering, and backtesting Collaborating directly with researchers to productionize models — from linear regressions to machine learning pipelines Leveraging HPC and distributed compute to run smarter, faster, and bigger More ❯
Be Doing Engineering research tools in Python and C++ , built for scale and speed Designing systems to handle massive data ingestion , feature engineering, and backtesting Collaborating directly with researchers to productionize models — from linear regressions to machine learning pipelines Leveraging HPC and distributed compute to run smarter, faster, and bigger More ❯
