in a systematic strategy. Role/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: MS or PhD in physics, engineering More ❯
impact projects that directly influence multi-million-dollar portfolios. Projects And Performance: Experience developing models for global macro, equity, or FX strategies within highly regulated environments. Proven records of backtesting and validating models against diverse historical and real-time datasets. Professional Skills: Exceptional communication abilities to explain technical complexities and risk profiles to portfolio managers and senior leadership. Expertise in More ❯
impact projects that directly influence multi-million-dollar portfolios. Projects And Performance: Experience developing models for global macro, equity, or FX strategies within highly regulated environments. Proven records of backtesting and validating models against diverse historical and real-time datasets. Professional Skills: Exceptional communication abilities to explain technical complexities and risk profiles to portfolio managers and senior leadership. Expertise in More ❯
only ATM to work as my images showing Auto trade works like this i.e, please check this website and see if you can create similar ATM based on my Backtesting my mt4 bot 30+ USD Ninja Trader 8 to place and execute the trades but I want to use MT4 for the analysis and trade entry criteria 50 - 70 USD More ❯
🚀 Java Quant Developer – FX & Crypto | London (Hybrid) Join a high-impact team at the intersection of trading, tech, and research. I’m looking for a Java Quant Developer to help evolve a 24/7 OTC trading stack. You’ll More ❯
🚀 Java Quant Developer – FX & Crypto | London (Hybrid) Join a high-impact team at the intersection of trading, tech, and research. I’m looking for a Java Quant Developer to help evolve a 24/7 OTC trading stack. You’ll More ❯
🚀 Java Quant Developer – FX & Crypto | London (Hybrid) Join a high-impact team at the intersection of trading, tech, and research. I’m looking for a Java Quant Developer to help evolve a 24/7 OTC trading stack. You’ll More ❯
🚀 Java Quant Developer – FX & Crypto | London (Hybrid) Join a high-impact team at the intersection of trading, tech, and research. I’m looking for a Java Quant Developer to help evolve a 24/7 OTC trading stack. You’ll More ❯
london (city of london), south east england, united kingdom
Bruin
🚀 Java Quant Developer – FX & Crypto | London (Hybrid) Join a high-impact team at the intersection of trading, tech, and research. I’m looking for a Java Quant Developer to help evolve a 24/7 OTC trading stack. You’ll More ❯
SQL sought to join a Boutique Quant Hedge Fund.You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio … and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The platform is pure Python, with SQL, on Linux and Docker platform. Python is the primarily More ❯
SQL sought to join a Boutique Quant Hedge Fund.You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio … and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The platform is pure Python, with SQL, on Linux and Docker platform. Python is the primarily More ❯
SQL sought to join a Boutique Quant Hedge Fund.You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio … and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The platform is pure Python, with SQL, on Linux and Docker platform. Python is the primarily More ❯
SQL sought to join a Boutique Quant Hedge Fund.You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio … and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The platform is pure Python, with SQL, on Linux and Docker platform. Python is the primarily More ❯
london (city of london), south east england, united kingdom
Winston Fox
SQL sought to join a Boutique Quant Hedge Fund.You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio … and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The platform is pure Python, with SQL, on Linux and Docker platform. Python is the primarily More ❯
The Quant Trading team is responsible for trading and managing risks associated with different crypto products, including spots and derivatives. The team develops and implements trading strategies in fast-paced and complex trading environments. Job Responsibilities Conduct pricing/execution More ❯
Overview Flowdesk's mission is to build a global financial institution for digital assets, one designed from the ground up for market integrity and efficiency. To achieve this in a rapidly evolving market, we apply a disciplined, first-principles approach More ❯
join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central 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 Boutique focusing on Scientific Investing and new ideas. They also … solutions, addressing complex business needs. 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 utilized by diverse Investment teams. Essential Skills & Experience: Excellent Python skills, as per 5+ years of professional experience in a technically and/or scientifically complex and competitive environment … deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. This is an outstanding opportunity to join a world More ❯
join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central 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 Boutique focusing on Scientific Investing and new ideas. They also … solutions, addressing complex business needs. 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 utilized by diverse Investment teams. Essential Skills & Experience: Excellent Python skills, as per 5+ years of professional experience in a technically and/or scientifically complex and competitive environment … deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. This is an outstanding opportunity to join a world More ❯
join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central 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 Boutique focusing on Scientific Investing and new ideas. They also … solutions, addressing complex business needs. 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 utilized by diverse Investment teams. Essential Skills & Experience: Excellent Python skills, as per 5+ years of professional experience in a technically and/or scientifically complex and competitive environment … deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. This is an outstanding opportunity to join a world More ❯
join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central 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 Boutique focusing on Scientific Investing and new ideas. They also … solutions, addressing complex business needs. 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 utilized by diverse Investment teams. Essential Skills & Experience: Excellent Python skills, as per 5+ years of professional experience in a technically and/or scientifically complex and competitive environment … deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. This is an outstanding opportunity to join a world More ❯
london (city of london), south east england, united kingdom
Winston Fox
join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central 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 Boutique focusing on Scientific Investing and new ideas. They also … solutions, addressing complex business needs. 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 utilized by diverse Investment teams. Essential Skills & Experience: Excellent Python skills, as per 5+ years of professional experience in a technically and/or scientifically complex and competitive environment … deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. This is an outstanding opportunity to join a world More ❯
directly tie transcript and events product performance to measurable client outcomes - driving adoption, business impact, and long-term success. Evaluate and supervise ASR (Speech-to-Text) model performance through backtesting and boosting, setting standardized quality metrics that align with our State of Data pillars. Lead the design, evolution, and evaluation of our datasets, ensuring interoperability across systems and alignment with … years of proven experience in product ownership, data management, or similar roles. Strong understanding of speech-to-text/ASR technology and experience evaluating model performance, quality metrics, and backtesting frameworks. A solid grasp of data management principles and proven examples of data analysis, data governance, and data modeling to tell a narrative and/or generate data-driven insights. More ❯
Responsibilities Individual responsibilities to BRUK/BREA will include: Managing day-to-day catastrophe pricing analysis performed both in-house and through Moody's analytics including value add support to the underwriters ensuring that all risks are modelled in a More ❯
