1 to 25 of 59 Backtesting Jobs

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

My client, an industry-leading Global Macro hedge fund, seeks an elite Python Developer to join their established Risk team in London. You will be joining a highly proficient team within the firm and will be responsible for designing, building more »

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 »

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 »

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 »

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 »

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 »