13 of 13 Permanent Backtesting Jobs in the City of London

Systems Electronic Trading Algorithmic Trading JVM Market Data Linux Performance Tuning Event-Driven Architecture Microservices Multithreading TCP/IP Kernel Bypass KDB+ Rust C++ Backtesting Trading Systems Financial Markets Technology System Architecture. McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds. #J-18808-Ljbffr ...

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. Hard Skills Requirements: Degree in Computer Science, Machine Learning, Applied Mathematics, or similar quantitative discipline. Strong programming skills in Python ...

Model Validation, Audit and Regulatory stakeholders throughout the model lifecycle. Produce and maintain technical documentation, methodology papers and governance artefacts. Support model performance monitoring, backtesting and ongoing model enhancements. Collaborate across Risk, Finance, Technology and Front Office teams to deliver strategic modelling solutions. Mentor and support junior modelling colleagues. Essential ...

physical commodity markets or alternative data. A practical understanding of quantitative and systematic investment workflows, from data discovery and hypothesis formation through signal development, backtesting , portfolio construction and production use. Experience defining product strategy, evaluating market opportunities and making commercial trade-offs across pricing, packaging, investment and portfolio priorities. Evidence ...

experience (PyTorch, TensorFlow, XGBoost/LightGBM) for building, maintaining and extending existing models; Bloomberg API integration to Python; data science/statistics, signal research, backtesting or factor modelling; full stack familiarity (Flask, Django, FastAPI); SaaS build/deploy on cloud (Docker, AWS or similar); an understanding of Java; and experience ...

environments. This role offers the opportunity to work on a broad range of challenges spanning quantitative research infrastructure, machine learning platforms, market data systems, backtesting frameworks, execution technology and real-time analytics. Responsibilities Design, build and enhance the quantitative trading platform used across research and production environments. Partner closely with ...

Portfolio Manager and other team members, engaging with the whole investment process. Responsibilities Working alongside the PM on alpha research, from idea generation to backtesting for systematic strategies. Contributing to the research and trading pipeline, including Risk and Factor Modelling. Requirements Advanced degree in a quantitative field such as Mathematics ...

Quantitative Researcher: Perform rigorous and innovative research to discover systematic anomalies in 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 ...

Explore emerging machine learning and AI methodologies, evaluating and applying innovative techniques that can improve the investment process. Conduct rigorous empirical research, simulation and backtesting to validate investment hypotheses. Build robust research pipelines and scalable analytical tools to accelerate research and production deployment. Partner with researchers, portfolio managers and engineers ...

An excellent opportunity for a Quantitative Analyst to join a highly talented and technically focused team based in central London. The successful candidate will be responsible for interpreting, analysing and manipulating large and complex datasets ...

researcher with existing mid-frequency (MFT) or short‐term alpha strategies in traditional finance or crypto markets. You will leverage Wintermute's sophisticated research, backtesting, and execution infrastructure to adapt and scale your strategies to crypto markets as well as work closely with our quant, trading, and development teams … implement predictive models for digital assets. Analyze high‐resolution market data to uncover short‐term alpha signals and market microstructure patterns. Perform rigorous backtesting, simulation, and parameter optimisation. Collaborate with developers to optimize performance and execution efficiency. Hard Skills Requirements Experience developing and deploying MFT strategies with demonstrable production performance. ...

Solution Management Executive, VP The role is VP, Head of Trading Solutions reporting to the SVP, Head of Front Office Solutions business unit within Capital Markets. Summary: Business line role responsible for the overall revenue ...

Selby Jennings is recruiting for a Quantitative Software Engineer/Quantitative Developer for a leading global hedge fund in London. The role is hands-on, building and scaling the technology platform underpinning systematic investment strategies ...