21 of 21 Backtesting Jobs in the UK excluding London

pipelines and real-time model deployment frameworks to support production trading environments. Collaborate with traders, quants, and technologists to prototype and scale strategies from research to execution. Conduct rigorous backtesting, performance analysis, and explainability assessments of machine learning models. Contribute to the development of quantitative libraries and shared research infrastructure. Qualifications & Skills Essential: Strong expertise in machine learning, statistical modelling More ❯

pipelines and real-time model deployment frameworks to support production trading environments. Collaborate with traders, quants, and technologists to prototype and scale strategies from research to execution. Conduct rigorous backtesting, performance analysis, and explainability assessments of machine learning models. Contribute to the development of quantitative libraries and shared research infrastructure. Qualifications & Skills Essential: Strong expertise in machine learning, statistical modelling More ❯

pipelines and real-time model deployment frameworks to support production trading environments. Collaborate with traders, quants, and technologists to prototype and scale strategies from research to execution. Conduct rigorous backtesting, performance analysis, and explainability assessments of machine learning models. Contribute to the development of quantitative libraries and shared research infrastructure. Qualifications & Skills Essential: Strong expertise in machine learning, statistical modelling More ❯

development. Build robust data pipelines ingesting terabytes of market and alt data with sub-second latency Design elegant APIs to connect researchers, trading systems, and execution engines Automate everything: backtesting, model deployment, risk analytics, and real-time reporting What Sets You Apart: Deep experience with Python in a high-performance, production-grade setting. Strong fundamentals in software engineering: testing, version More ❯

for robustness and regulatory compliance Evaluate data quality, feature engineering, and model performance across surveillance systems Review model documentation for conceptual soundness, implementation quality, and governance controls Conduct benchmarking, backtesting, and stress testing using Python to challenge model design Assess statistical and machine learning-based surveillance systems for transparency and effective alert thresholds Provide quantitative and qualitative assessments of model More ❯

traders to implement, test, and refine innovative trading strategies. Integrate market data, optimise execution, and ensure reliable operation of live trading platforms. Deliver robust tools for research, signal analysis, backtesting, and real-time monitoring across a variety of digital asset venues. Qualifications: Proficiency in Rust with demonstrable experience building production-quality systems. Strong programming capability in Python; familiarity with C++ More ❯

in a systematic strategy. Role/Responsibilities: Perform rigorous and innovative research to discover systematic anomalies in equity markets End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization, and production implementation Identify and evaluate new datasets for stock return predictions Maintain and improve the portfolio trading in the production environment Requirements: MS or PhD in physics, engineering More ❯

working with sports data You have advanced mathematics and statistics knowledge including Monte Carlo simulations You have a strong understanding of databases and SQL You have strong experience in backtesting, validation and performance evaluation of quantitative models You have advanced communication and collaboration skills What's in it for you: As a Quantitative Analyst/Modeller, you will earn a More ❯

working with sports data You have advanced mathematics and statistics knowledge including Monte Carlo simulations You have a strong understanding of databases and SQL You have strong experience in backtesting, validation and performance evaluation of quantitative models You have advanced communication and collaboration skills What's in it for you: As a Quantitative Analyst/Modeller, you will earn a More ❯

🚀 Java Quant Developer – FX & Crypto | London (Hybrid) Join a high-impact team at the intersection of trading, tech, and research. I’m looking for a Java Quant Developer to help evolve a 24/7 OTC trading stack. You’ll More ❯

🚀 Java Quant Developer – FX & Crypto | London (Hybrid) Join a high-impact team at the intersection of trading, tech, and research. I’m looking for a Java Quant Developer to help evolve a 24/7 OTC trading stack. You’ll More ❯

🚀 Java Quant Developer – FX & Crypto | London (Hybrid) Join a high-impact team at the intersection of trading, tech, and research. I’m looking for a Java Quant Developer to help evolve a 24/7 OTC trading stack. You’ll More ❯

SQL sought to join a Boutique Quant Hedge Fund.You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio … and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The platform is pure Python, with SQL, on Linux and Docker platform. Python is the primarily More ❯

SQL sought to join a Boutique Quant Hedge Fund.You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio … and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The platform is pure Python, with SQL, on Linux and Docker platform. Python is the primarily More ❯

SQL sought to join a Boutique Quant Hedge Fund.You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio … and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The platform is pure Python, with SQL, on Linux and Docker platform. Python is the primarily More ❯

World-leading hedge fund looking for experienced Python and C++ Quant Developers to join their new systematic arm in London. Exciting opportunity to join an elite team working to build out and enhance their cutting-edge quantitative trading platform. You More ❯

join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams. Our client is an early Quantitative Investment Boutique focusing on Scientific Investing and new ideas. They also … solutions, addressing complex business needs. Primarily, you will be charged with delivering and maintaining critical components of the investment infrastructure, including the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks utilized by diverse Investment teams. Essential Skills & Experience: Excellent Python skills, as per 5+ years of professional experience in a technically and/or scientifically complex and competitive environment … deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. This is an outstanding opportunity to join a world More ❯

join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams. Our client is an early Quantitative Investment Boutique focusing on Scientific Investing and new ideas. They also … solutions, addressing complex business needs. Primarily, you will be charged with delivering and maintaining critical components of the investment infrastructure, including the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks utilized by diverse Investment teams. Essential Skills & Experience: Excellent Python skills, as per 5+ years of professional experience in a technically and/or scientifically complex and competitive environment … deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. This is an outstanding opportunity to join a world More ❯

join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams. Our client is an early Quantitative Investment Boutique focusing on Scientific Investing and new ideas. They also … solutions, addressing complex business needs. Primarily, you will be charged with delivering and maintaining critical components of the investment infrastructure, including the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks utilized by diverse Investment teams. Essential Skills & Experience: Excellent Python skills, as per 5+ years of professional experience in a technically and/or scientifically complex and competitive environment … deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. This is an outstanding opportunity to join a world More ❯

👨 💻 Software Engineer (Language Agnostic) 📍 Location: London (Hybrid) 💵 Salary: Up to £180,000 + Bonus + Comprehensive Benefits The Opportunity Join a leading tech-driven firm in a high-impact Software Engineer role, where you’ll help automate and optimize the More ❯

👨 💻 Software Engineer (Language Agnostic) 📍 Location: London (Hybrid) 💵 Salary: Up to £180,000 + Bonus + Comprehensive Benefits The Opportunity Join a leading tech-driven firm in a high-impact Software Engineer role, where you’ll help automate and optimize the More ❯