Python Quant Developer | Backtesting & Signal Research

Python Quant Developer | Backtesting & Signal Research

£750–£950/day | REF: C014

Systematic Hedge Fund. 6 months. Start within 6-8 weeks.

Not an execution role. Not infrastructure for its own sake. This is a research facing Python contract where you'll be embedded directly with quant researchers improving the speed, flexibility and reliability of a core backtesting framework.

The deliverables: a new signal evaluation and attribution module, improved data access tooling, parallel backtesting with Dask or Ray and clean handoff code the perm team can maintain.

What they need:

→ 4+ years Python in systematic trading or quantitative research

→ Deep Pandas, NumPy, Polars - Dask or Ray for parallel compute

→ Direct experience building or substantially improving a backtesting framework

→ Understanding of systematic strategy development lifecycle, signal research through to live deployment

→ KDB+/q read access beneficial

6 months.

Apply via our site REF: C014 or DM directly

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