1 to 25 of 28 Backtesting Jobs in the South East

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 ❯

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 ❯

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 ❯

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 ❯

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 ❯

to manage and communicate decision policy performance Develop data-backed tools for improving policy performance, such as training ML models on historical data and backtesting at scale. Design and develop scalable RESTful APIs using Python on AWS, leveraging services such as Lambda, S3 and SQL. Optimize data warehouse efficiency, conduct More ❯

candidate with have hands on experience in alpha research, data analysis and coding in Python and/or C++. About the role Alpha generation, backtesting and implementation Designing and developing systematic stat arb trading strategies across global equity markets Working on portfolio optimisation and the enhancement of existing trading models More ❯

trading team. They need to hire a Quantitative Developer to join the team and collaborate with the Senior PMs and Researchers, helping to build backtesting simulations, and to focus specifically on execution systems for the pod. Stack: Python, AWS, SQL The team need an excellent engineer who has experience partnering 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 ❯

improving performance, scalability, and automation. Work on integration with market data providers and exchange APIs (e.g., EPEX, Nord Pool, or similar). Contribute to backtesting frameworks, data analytics, and monitoring tools to support decision-making. What We're Looking For: Strong C#/.NET development skills with clean, maintainable coding More ❯

The ideal candidate will bring extensive experience in financial risk, regulatory compliance, and solution design within the BFSI domain . 📌 Key Responsibilities: Lead the backtesting & P&L attribution testing workstream for FRTB IMA. Design front-to-back data sourcing processes from Finance to Market Risk systems. Drive sub-ledger migration More ❯

build, and optimise low-latency, high-throughput backend trading systems. Develop and maintain trading infrastructure such as market data feed handlers, algorithmic execution engines, backtesting frameworks, and risk management systems. Deliver robust trading connectivity, order execution, and position management solutions. Collaborate with financial and blockchain product teams to ensure seamless More ❯

OpenAI CLIP or similar models to campaign imagery, video content, and customer research (e.g., surveys) Build models that simulate campaign performance using historical data (backtesting) Pre-test creative content, score ad copy, and identify attributes driving success Work with customer data (NLP) and translate insights into model features Deliver post More ❯

Our client, a Major Systematic Hedge Fund, is looking to hire a skilled Quantitative Developer to work directly with a highly successful Portfolio Manager and help develop an internal Cross-Asset risk system. This role gives you the opportunity to More ❯

Currently working with a quant hedge fund looking to make a strategic senior-level hire with their central Modelling group in London, working on building and enhancing the firm's pricing & analytics library. This group works with Research & Trading teams More ❯

opportunity to join a high-performing team focused on developing and scaling alpha-driven strategies across global equity markets. Key Responsibilities • Conduct alpha research, backtesting, and implementation of systematic stat arb strategies • Design and develop new quantitative trading models across global equity markets • Optimize portfolio construction and enhance existing trading … university • Strong foundation in mathematics, statistics and signal generation techniques • Proficient in Python and/or C++ for research and model implementation • Experience with backtesting, simulation frameworks and large-scale data analysis • Exposure to machine learning and alternative data is a strong plus More ❯

opportunity to join a high-performing team focused on developing and scaling alpha-driven strategies across global equity markets. Key Responsibilities Conduct alpha research, backtesting, and implementation of systematic stat arb strategies Design and develop new quantitative trading models across global equity markets Optimize portfolio construction and enhance existing trading … university Strong foundation in mathematics, statistics and signal generation techniques Proficient in Python and/or C++ for research and model implementation Experience with backtesting, simulation frameworks and large-scale data analysis Exposure to machine learning and alternative data is a strong plus Reference: AMC*GWO*LDN*QR #gewo More ❯

and stability of a top-tier global hedge fund. Role Responsibilities Research and develop medium-frequency alpha signals within global equity markets. Conduct rigorous backtesting, performance attribution, and risk analysis of stat arb models. Work closely with Portfolio Managers and engineers to integrate signals into live trading strategies. Identify new … neutral modeling techniques. Proficiency in Python (required); familiarity with C++ or other research languages a plus Comfortable working with large datasets and production-level backtesting frameworks Solid understanding of equity market microstructure and execution considerations Advanced degree (Master’s or PhD) in a quantitative discipline such as Statistics, Applied Math More ❯

Role Summary The Fenics Market Data technology team are recruiting for an experienced data focused developer to come and work in a shared technologies group. A successful candidate will join the team and contribute to the development of our cross More ❯

A leading corporate banking and capital markets organisation is seeking a Java Developer to join their team in London. Company Description: Commerzbank is a leading international commercial bank with branches and offices in almost 50 countries. The world is changing More ❯

Our client, a best - in - class trading group who have been in operation for 6+ years, are expanding their headcount in their London office due to outstanding YTD performance and a significant increase in AUM. Responsibilities Collaborate with on-site More ❯

Lead Quantitative Researcher - Systematic Commodities A Multi-Billion Hedge fund is seeking an experienced QR to lead the strategy development and portfolio construction for their top-performing commodities desk. In this role, you will be responsible for conducting alpha research More ❯

Portfolio Manager £150,000 - £200,000 Basic Very competitive PnL % split deal Hybrid WORKING Location: United Kingdom (Greater London) Type: Permanent Portfolio Manager My client is a proprietary trading firm specialising in cross-asset high frequency futures trading. They are More ❯

traded in Europe and Asia. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel traffic light backtesting and VaR breaches explanation, P&L attribution test, pricing model benchmark, and quantification of the materiality of any model limitations (e.g. RNIV). Documenting model … Firm’s Model Risk Management policies and framework. Qualifications: Strong background in market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting), with 5 - 8 years of previous experience in a quantitative role at a financial institution. Good understanding of equity pricing models and products. Strong programing More ❯

Quantitative Trader £150,000 Basic Salary Lucrative Performance Based Bonus Hybrid WORKING Location: United Kingdom (Greater London) Type: Permanent Quantitative Trader My client is a proprietary trading firm specialising in cross-asset high frequency futures trading. They are looking for More ❯