1 to 25 of 31 Backtesting Jobs in the South East

Social network you want to login/join with: Portfolio Manager - Cash Equities, slough col-narrow-left Client: Location: slough, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 4 Posted: 31.05.2025 Expiry Date More ❯

Company Overview: My client is a leading quantitative trading and investment firm that researches, develops, and deploys algorithmic trading strategies across global markets. Their team leverages advanced mathematical models, statistical techniques, and cutting-edge technology to trade across all asset More ❯

strategies across global interest rate products, with a particular emphasis on swaps and related derivatives. Develop and refine models leveraging macroeconomic, market microstructure, and yield curve signals. Conduct rigorous backtesting and statistical analysis to evaluate strategy performance and robustness. Work closely with technologists and portfolio managers to integrate research into production trading systems. Monitor and enhance live strategies, responding to More ❯

We are partnering with a Tier-1 hedge fund seeking a talented Quantitative Analyst. This position focuses on developing and maintaining trading infrastructure, working closely with portfolio managers and quant researchers. If you have a solid technical foundation, hands-on More ❯

Social network you want to login/join with: Principle Python Engineer | Multi-Strat Hedge Fund, slough col-narrow-left Client: Selby Jennings Location: slough, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views More ❯

years in a quantitative research role, ideally in macro or multi-asset systematic trading. Technical Skills: Strong programming skills in Python required (C Java a plus); experience with backtesting frameworks and statistical modeling. Markets Knowledge: Exposure to macro asset classes (e.g., FX, fixed income, equity indices, commodities) and experience working with futures or swaps preferred. Opportunities available in Hong Kong More ❯

Responsibilities: Design and implement medium frequency statistical arbitrage strategies across various markets from end to end. Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance of trading models. Collaborate with portfolio managers to integrate new market microstructure strategies into the existing portfolio. Continuously monitor market conditions to adjust parameters and algorithms More ❯

Responsibilities: Design and implement medium frequency statistical arbitrage strategies across various markets from end to end. Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance of trading models. Collaborate with portfolio managers to integrate new market microstructure strategies into the existing portfolio. Continuously monitor market conditions to adjust parameters and algorithms More ❯

Responsibilities: Design and implement medium frequency statistical arbitrage strategies across various markets from end to end. Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance of trading models. Collaborate with portfolio managers to integrate new market microstructure strategies into the existing portfolio. Continuously monitor market conditions to adjust parameters and algorithms More ❯

Responsibilities: Design and implement medium frequency statistical arbitrage strategies across various markets from end to end. Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance of trading models. Collaborate with portfolio managers to integrate new market microstructure strategies into the existing portfolio. Continuously monitor market conditions to adjust parameters and algorithms More ❯

Responsibilities: Design and implement medium frequency statistical arbitrage strategies across various markets from end to end. Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance of trading models. Collaborate with portfolio managers to integrate new market microstructure strategies into the existing portfolio. Continuously monitor market conditions to adjust parameters and algorithms More ❯

Responsibilities: Design and implement medium frequency statistical arbitrage strategies across various markets from end to end. Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance of trading models. Collaborate with portfolio managers to integrate new market microstructure strategies into the existing portfolio. Continuously monitor market conditions to adjust parameters and algorithms More ❯

Responsibilities: Design and implement medium frequency statistical arbitrage strategies across various markets from end to end. Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance of trading models. Collaborate with portfolio managers to integrate new market microstructure strategies into the existing portfolio. Continuously monitor market conditions to adjust parameters and algorithms More ❯

Responsibilities: Design and implement medium frequency statistical arbitrage strategies across various markets from end to end. Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance of trading models. Collaborate with portfolio managers to integrate new market microstructure strategies into the existing portfolio. Continuously monitor market conditions to adjust parameters and algorithms More ❯

facing data interfaces with React 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 peer code reviews, and produce 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 ❯

Social network you want to login/join with: Quantitative Researcher – Vol Mid Frequency, slough col-narrow-left Client: Location: slough, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 6 Posted: 31.05.2025 Expiry More ❯

About We are at the cutting edge of quantitative trading, leveraging rigorous research and advanced automation to thrive in both conventional and crypto markets. They empower top-tier institutional and retail clients with innovative algorithmic strategies, deep market insight, and More ❯

You will develop and refine trading models that are innovative and profitable. Key Responsibilities: Design and implement medium frequency statistical arbitrage strategies across various markets. Optimize signal extraction and backtesting to evaluate trading models. Collaborate with portfolio managers to integrate new strategies. Monitor market conditions and adjust parameters accordingly. Stay updated with the latest academic research in quantitative techniques. Requirements More ❯

Social network you want to login/join with: Statistical Arbitrage Quant Researcher, Portsmouth, Hampshire Location: Portsmouth, Hampshire, United Kingdom Job Category: Other EU work permit required: Yes Job Views: 3 Posted: 16.06.2025 Expiry Date: 31.07.2025 Job Description: Statistical Arbitrage More ❯

Risk Analytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology More ❯

A leading, multi-manager hedge fund with +$15Bn AuM is growing an established team. This is an opportunity to work under a Portfolio Manager with extensive experience running systematic cash equity strategies. They are looking for a Quantitative Researcher More ❯

and ensure alignment with firm-wide risk parameters. Collaborate with in-house quant researchers, data scientists, and technology teams to optimize execution and performance. Continuously enhance strategies using rigorous backtesting, stress testing, and advanced analytics. Contribute to the firm’s culture of innovation and continuous improvement. Qualifications: Minimum of 5 years’ experience in trading equity options within a hedge fund More ❯

Social network you want to login/join with: Software Developer - Up to £100,000 base + Bonus + Benefits, Slough Client: Hunter Bond Location: Slough, United Kingdom Job Category: Other EU work permit required: Yes Job Views: 3 Posted More ❯

Social network you want to login/join with: Lead Quantitative Researcher - Systematic Commodities, slough col-narrow-left Client: Location: slough, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 2 Posted: 31.05.2025 Expiry More ❯