1 to 25 of 142 Backtesting Jobs in the UK

price uncertainty, future hedging cost, and prudent valuation approaches.Use Python and data analysis techniques to design targeted independent tests, including benchmark comparisons, sensitivity analysis, backtesting, threshold calibration, small-sample analysis, and materiality assessments.Review derivatives valuation and risk methodologies, including volatility dynamics, stochastic rates, jumps, correlation, curve construction, proxying, aggregation ...

uncertainty, future hedging cost, and prudent valuation approaches. Use Python and data analysis techniques to design targeted independent tests, including benchmark comparisons, sensitivity analysis, backtesting, threshold calibration, small-sample analysis, and materiality assessments. Review derivatives valuation and risk methodologies, including volatility dynamics, stochastic rates, jumps, correlation, curve construction, proxying, aggregation ...

maturity deposit modelling, deposit beta estimation, repricing lags, and volume flow projections under different macro scenarios and interest rate environments.• Establish rigorous backtesting, model performance monitoring, and data quality frameworks to continuously evaluate model accuracy, identify potential drift, and refine behavioural and forecasting assumptions.• Develop and uplift models to reflect ...

Proficiency in Java, used to develop and maintain production systems within an electronic trading environment. Proficiency in Python and kdb, applied to quantitative research, backtesting, and data analysis. Master's or PhD degree in Financial Mathematics, Computer Science, Physics, or a closely related discipline, or equivalent practical experience ...

trade recommendations and trading activity analysis. Optimize and streamline the existing technology stack used for pricing, hedging and trading analysis, including live pricing and backtesting; define and develop strategic improvements to the stack. Stay abreast of technological innovations to facilitate their adoption within the team and coordinate migrations from legacy ...

historical and real-time) data models and services, ensuring consistency across analytics use cases.Develop and integrate derived data pipelines and datasets used in research, backtesting, and production analytics.Contribute to API design, data modeling, and system architecture for shared analytics platforms.Integrate analytics services with batch and streaming data pipelines across research ...

real-time) data models and services, ensuring consistency across analytics use cases. Develop and integrate derived data pipelines and datasets used in research, backtesting, and production analytics. Contribute to API design, data modeling, and system architecture for shared analytics platforms. Integrate analytics services with batch and streaming data pipelines across ...

such as VWAP, TWAP, Inline, and Pairs• Experience working on matching engines and dark pools• Experience implementing automated testing strategies for algorithms, including simulation, backtesting, regression suites, and replay frameworks• Deep understanding of market microstructure, pre-trade risk checks, limit frameworks, and regulatory requirements, and how they affect execution algorithm ...

external venue upgrades, internal and external regulatory requirements. Fully engage with the Agile SDLC Work alongside Quantities Strategies Group to review code and enhance backtesting capabilities. Solve problems independently, manage your own workload, engage other teams where required, **escalate** appropriately and pro-actively drive tasks to completion What ...

required by external venue upgrades, internal and external regulatory requirements.Fully engage with the Agile SDLCWork alongside Quantities Strategies Group to review code and enhance backtesting capabilities.Solve problems independently, manage your own workload, engage other teams where required, escalate appropriately and pro-actively drive tasks to completionWhat we are looking ...

models into live trading environments. Optimise inference latency and robustness; ensure models behave safely under live market conditions. Continuously refine model quality through systematic backtesting, live evaluation, and monitoring. Requirements Degree in Computer Science, Machine Learning, Applied Mathematics, or similar quantitative discipline. Strong programming skills in Python and familiarity with ...

quantitative research team on-site. ResponsibilitiesDesigning and implementing a low latency high-frequency trading platformAssisting in the development of a tick by tick backtesting research platformAssisting in development and optimizing large-scale parallel computation problems that requires large quantities of data shared across resourcesOptimizing the computational efficiency of existing machine ...

supporting their professional growthUse public and proprietary data to identify new opportunities to generate P&LDrive research from prototype through to production, including backtesting, deployment and monitoringAnalyse the behaviour of production trading models on an ongoing basis, identifying and delivering areas of improvementPartner with trading, technology and risk stakeholders ...

alternative data. Familiarity with quantitative, systematic or data-driven investment research, including how datasets are evaluated, combined and used in signal development, forecasting, backtesting or portfolio analysis. Experience gathering client or user requirements and translating complex workflows into clear product or technical specifications. Commercial judgement and an understanding ...

alternative data. Familiarity with quantitative, systematic or data-driven investment research, including how datasets are evaluated, combined and used in signal development, forecasting, backtesting or portfolio analysis. Experience gathering client or user requirements and translating complex workflows into clear product or technical specifications. Commercial judgement and an understanding ...

within financial services, market infrastructure or a Big 4/specialist advisory firm. Proven exposure to stress testing, scenario analysis, model performance monitoring or backtesting . Strong technical skills in SQL and at least one of Python or R , with a track record of working with large datasets and building ...

workflows, or model development infrastructure Strong Linux development experience Experience building agentic AI systems — tool use, orchestration, and evaluation High Valued Experience Experience with backtesting and awareness of common research pitfalls such as overfitting, lookahead bias, and survivorship bias Understanding of systematic trading strategies and quantitative research workflows Knowledge ...

organization, the Equities Technology team continues to invest in proprietary tools and services that support the firm’s Equities Volatility business, enabling research, strategy backtesting, and risk management across equities derivatives portfolios.What You'll Do• Partner with investment teams and business stakeholders to gather, synthesize, and translate business and functional ...

derivatives products in multiple asset classes • Proven ability to apply risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models • Proven ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective and independent manner • Excellent written ...

understanding of complex statistical distributions and Monte Carlo simulations. Highly proficient in Python for all modeling, analysis, and data manipulation work. Strong experience in backtesting, validation, and performance evaluation of quantitative models. Solid understanding of the end-to-end model development and deployment lifecycle in a production environment. Excellent communication ...

latest academic researchManage all aspects of the research process, including idea generation, data analysis, hypothesis development and testing, alpha discovery, trading strategy generation, backtesting and portfolio analysisBuild analytical tools to supplement our shared research framework REQUIRMENTS B.S., M.S. or PhD in finance, economics, mathematics, statistics, data science, computer science ...

latest academic researchManage all aspects of the research process, including idea generation, data analysis, hypothesis development and testing, alpha discovery, trading strategy generation, backtesting and portfolio analysisBuild analytical tools to supplement our shared research framework REQUIRMENTS B.S., M.S. or PhD in finance, economics, mathematics, statistics, data science, computer science ...

opportunities and to monitor their impact over time. You could also develop improvements to our trading strategies through the running and thorough analysis of backtesting simulations across vast amounts of proprietary data.Whatever your project, you will drive cross-team initiatives at Squarepoint and will gain an excellent chance to learn ...

delivered through a service-oriented platform designed for scalability, reliability, and performance. Our technology supports every stage of the investment lifecycle, from research and backtesting to trading and portfolio management.We are looking for talented software engineers with strong Python and/or kdb+/q experience to join our team. ...

data-intensive tools, research workflows, or model development infrastructureStrong Linux development experienceExperience building agentic AI systems — tool use, orchestration, and evaluationHigh Valued ExperienceExperience with backtesting and awareness of common research pitfalls such as overfitting, lookahead bias, and survivorship biasUnderstanding of systematic trading strategies and quantitative research workflowsKnowledge of market microstructureExperience ...