Backtesting Jobs

1 to 25 of 59 Backtesting Jobs

Lead Software Engineer – C++/Python with Fin Markets experience | Systematic Trading Firm

London, England, United Kingdom
Hybrid / WFH Options
Xcede
quants to onboard strategies and desks efficiently. You will be responsible for designing clean architecture for many aspects of the business including algorithmic trading, backtesting, and data management systems. A key function of the role will be building and supporting new quantitative trading framework software. Hybrid Working Model more »
Posted:

Lead Software Engineer – C++/Python with Fin Markets experience | Systematic Trading Firm

South East London, England, United Kingdom
Hybrid / WFH Options
Xcede
quants to onboard strategies and desks efficiently. You will be responsible for designing clean architecture for many aspects of the business including algorithmic trading, backtesting, and data management systems. A key function of the role will be building and supporting new quantitative trading framework software. Hybrid Working Model more »
Posted:

Software Engineer - C++ ULL Trading Team (Hybrid)

London, 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 Management (OMS) and Market Data solutions. Indicative figures based on exp. and depth of C++ (from Core to Idioms more »
Posted:

Lead Developer / Strat Engineer - C++ & Python - Greenfield X-Asset Trading Tools (EU Citizens welcomed)

London, England, United Kingdom
Hybrid / WFH Options
Xcede
Services now seeks an experienced partnering directly with both trading and Research to provide tooling; both Green and Brownfield, from new bespoke Simulators for backtesting strategies, building/refactoring execution order book market data and pre-trade analytics tools for each desk. Hybrid Working Model - 2 days WFH Total Cash more »
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Statistical Arbitrage Quant Researcher

London, England, United Kingdom
Onyx Alpha Partners
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 more »
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Equity Quantitative Researcher - Europe

London, England, United Kingdom
Hybrid / WFH Options
Selby Jennings
strategies. The team are also open to remote work, so you can be based anywhere in Europe. You will be responsible for :Developing and backtesting quantitative trading strategies using advanced statistical and machine learning technique sEvaluating and optimizing the performance, robustness, and scalability of the strategies, as well as their more »
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Quantitative Researcher

London, England, United Kingdom
Anson McCade
systematic trading strategies - Analyse large datasets and utilise intricate statistical methods to identify new trading opportunities - Ensure all data and processes are organised, while backtesting and enhancing strategies - Collaborate with other quant researchers in your team to develop mathematical models and algorithms. Requirements: - Degree in fields such as; Mathematics, Statistics more »
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Quantitative Researcher - Equities

London, England, United Kingdom
Hybrid / WFH Options
Anson McCade
or PM seat. The Role: Involvement in all aspects of the strategy development process, from research based on large data sets to the creation, backtesting and implementation of strategies. Develop, implement, and optimize systematic strategies using statistical modelling, machine learning, or micro-structure research. Monitor and analyse trading performance, optimising more »
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Quantitative Developer - Commodities, Python

London, England, United Kingdom
Hybrid / WFH Options
Thurn Partners
relevant systems and implementing strategies. Good understanding of the overall systematic investment process. Commodities experience is desirable. Strong Python development skills. Must have experience backtesting and implementing signals and strategies Superb analytical and quantitative skills; linking business problems with highly technical solutions. The ability to find innovative ways around convoluted more »
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Systematic Equities Quantitative Researcher

London, England, United Kingdom
Selby Jennings
Principal Requirements: Assist the portfolio manager in creating systematic trading plans, concentrating primarily on: Concept creation Collecting and analysing data Implementation of models and backtesting of systematic global equities strategies Research tactics should be used to the US, Asian, and European equities and futures markets. Technical Skills: Strong object-oriented more »
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Quantitative Strategist, Credit (Green-field)

London, England, United Kingdom
Charles Levick Limited
Utilize mathematical models and statistical techniques to optimize trading strategies. Work on all aspects of the research and development lifecycle, from idea generation to backtesting and implementation in live trading environments. Monitor and analyze market data, staying abreast of industry trends and developments. Contribute to ongoing enhancements and refinements of more »
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Quantitative Developer

London, England, United Kingdom
Hybrid / WFH Options
Durlston Partners
days WFH. From a tech perspective, the business uses C++ 20/23 for core Trading Infra, and Python for Quant Research simulation and backtesting systems, so having experience with both languages would be ideal, but not required. Role: Architect, Design, and build highly distributed trading systems covering Exchange Connectivity more »
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Quantitative Researcher

London, England, United Kingdom
Anson McCade
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 »
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Macro Quantitative Researcher - Europe

London, England, United Kingdom
Selby Jennings
Geneva. Responsibilities: Researching and developing systematic trading strategies across equities, FX, FI and commodities. Working on the full cycle process, from idea generation to backtesting and implementation Improving existing strategies Identifying potential macro investment opportunities Portfolio construction and optimisation Qualifications: Strong academic background (Bachelor, Masters or PhD in a quantitative more »
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Prudential Market Risk Senior Manager

London, England, United Kingdom
Taleo BE
and/or for the calculations of regulatory capital, including both standardised (SBM, DRC, RRAO) and internal model approaches (ES, NMRF, PLA tests/backtesting). Excellent knowledge of the market risk regulatory and reporting environment as it relates to banking and capital markets, particularly with respect to EU and more »
Employment Type: Full Time
Posted:

Software Engineer (Python) - Portfolio Manager Tools

London, England, United Kingdom
Thurn Partners
pricing systems, and technology platforms across the organisation. You will be shaping a new system to standardise market data, to power research, exploration and backtesting workflows and to build integral front office apps and tools. This role demands elite-level responsibility, giving you the opportunity to deploy the platform you more »
Posted:

Software Engineer (Python) - Portfolio Manager Tools

South East London, England, United Kingdom
Thurn Partners
pricing systems, and technology platforms across the organisation. You will be shaping a new system to standardise market data, to power research, exploration and backtesting workflows and to build integral front office apps and tools. This role demands elite-level responsibility, giving you the opportunity to deploy the platform you more »
Posted:

Prudential Market Risk Manager

London, England, United Kingdom
Taleo BE
and/or for the calculations of regulatory capital, including both standardised (SBM, DRC, RRAO) and internal model approaches (ES, NMRF, PLA tests/backtesting). Excellent knowledge of the market risk regulatory and reporting environment as it relates to banking and capital markets, particularly with respect to EU and more »
Employment Type: Full Time
Posted:

C++ Engineer - Tick Data | Hedge Fund

London, England, United Kingdom
Hybrid / WFH Options
Xcede
This elite systematic trading firm are searching for a talented C++ developer with 3 years+ experience (post completion of a 1st class bachelor’s degree in Com Sci or related subject/distinction in your masters). You will be more »
Posted:

Quantitative Risk - Vice President

London Area, United Kingdom
Apollo Solutions
Quantitative Market Risk - Vice President *£140k - £150k + Excellent Benefits + Flexible Working* My leading, Investment Banking Client is on the search for a highly skilled Quantitative Market Risk Vice President to join their growing team. This role is a more »
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Software Engineer

South East London, England, United Kingdom
Goliath Partners
Goliath Partners is working with a Multi-Strat Hedge Fund that is actively hiring for a C++ Developer with expertise in working with low latency systems on options, market data, or execution. Compensation ranges from £400K - £600K depending on skillset more »
Posted:

Software Engineer

London Area, United Kingdom
Goliath Partners
Goliath Partners is working with a Multi-Strat Hedge Fund that is actively hiring for a C++ Developer with expertise in working with low latency systems on options, market data, or execution. Compensation ranges from £400K - £600K depending on skillset more »
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Quantitative Developer - Python | Hedge Fund

London, England, United Kingdom
Hybrid / WFH Options
Xcede
A long standing partner of ours are searching for a talented Python developer with 5 years+ experience (post completion of a 1st class bachelor’s degree in Com Sci or related subject/distinction in your masters) to work as more »
Posted:

Trading Risk Manager - Gas & Power (US & European)

London, England, United Kingdom
Selby Jennings
A Global systematic hedge fund is currently looking to onboard a seasoned Risk Manager with specialist experience covering both Gas & Power Trading across the European and the US markets. You will lead research efforts to identify opportunities for improved risk more »
Posted:
Backtesting
10th Percentile
£51,500
25th Percentile
£109,375
Median
£150,000
75th Percentile
£225,000