14 of 14 Backtesting Jobs in the UK

simulation, and live trading. Design scalable Linux-based data and compute architectures , including feature engineering and large dataset processing. Support the creation of robust backtesting environments , ensuring accuracy, reproducibility, and efficiency. Collaborate with investment teams to enhance portfolio construction, execution logic, and model robustness. Contribute to the broader technology ...

turn ideas and models into robust, scalable software used in research and live trading. This includes building tools and workflows for data analysis, backtesting, and production trading systems, as well as owning and supporting critical components throughout their lifecycle. What they’re looking for • Degree in computer science, engineering, mathematics ...

quality of your features usually matters more than the choice of model. Model Evaluation & Validation. Walk-forward validation, purged k-fold cross-validation, backtesting under realistic execution constraints. You know why naive train/test splits are dangerous in time series and what to do about it. MLOps & Productionisation. Experience ...

/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 ...

Databricks SME and AWS Data Engineer Location: UK - Northampton (Hybrid) 6 months UMBRELLA ONLY Project Objective: A key initiative involves migrating from Aerospike to Postgres and leveraging Databricks for back-testing fraud detection models. This ...

looking for someone to with with PMs to build live trading tools, APIs and integrate quant analytics models to support risk management, pricing, backtesting and trade lifecycling. You'll be solving systematic problems across Rates/FX/Options/Futures. This role balances financial markets experience and expertise with ...

provide a large-scale offering that includes Jupyter notebooks, full-fledged IDE capabilities, and distributed computing that handles many highly-visible applications involving backtesting, algo refinement, reporting, risk calculations and trading desk If you believe you have the experience required, please apply with your CV now for instant consideration ...

looking for someone to with with PMs to build live trading tools, APIs and integrate quant analytics models to support risk management, pricing, backtesting and trade lifecycling click apply for full job details ...

Python Quant Dev - Cash Equities/Algo/Backtesting/Trading/Market Making Responsibilities Research and analyse trading outcomes to assess effectiveness of execution strategies Build and refine quantitative models to improve algorithmic trading performance Implement elements of trading logic in Python and work closely with engineering teams Partner ...

Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield centralised 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 Firm, managing around $10BN+ … 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 which will be a key tool for the Investment teams. Essential Skills & Experience: Excellent Quant Development and Python skills, as per 3+ years ...

Pricing Services and Risk Viewer Senior Developer Location: London - 3 days a week onsite Job Type: Full-time Salary: Competitive A new exciting permanent, Vice President level, Pricing Services & Risk Viewer Senior Developer to join ...

🐍 Python Quantitative Developer 📍 Location: London (Hybrid) 💷 Compensation: Up to £200,000 + Bonus + Benefits 🚀 The Opportunity Join a leading global hedge fund where quantitative research and technology sit at the core of investment strategy. ...

portfolio construction techniques including MPT, Black-Litterman, factor models, and mixed-integer optimisation* Build robust evaluation frameworks incorporating out-of-sample testing, simulation, and backtesting* Translate academic research into practical applications while collaborating closely with investment and technology teams What you bring * Degree in a STEM discipline with strong grounding … Strong understanding of portfolio construction approaches including MPT, Black-Litterman, factor models, and optimisation techniques* Experience working with investment management data, simulation methodologies, and backtesting frameworks* Ability to interpret academic research and communicate complex technical concepts to both technical and non-technical stakeholders What's Next If you are ready ...

Senior Quantitative Developer Location: London, UK (Full-time, In-office) Experience: 5–8 Years Compensation: Circa £160,000 Base + Performance-Linked Bonus The Role Are you ready to architect the next generation of autonomous ...