1 to 25 of 28 Permanent Backtesting Jobs in the South East

finance) Previous experience building algorithmic trading systems Strong Python or C++ experience, Matlab experience is a plus Experience building production infrastructure for signal generation, backtesting and execution Bachelors/Masters in Computer Science, Engineering, or related Quantitative discipline To discuss the role in confidence, please reach out to Rhys at More ❯

equities trading, including understanding of market microstructure. Deep knowledge of algorithms, data structures, and optimization techniques. Hands-on experience with real-time trading systems, backtesting frameworks, and performance profiling. Strong academic background with a degree in Computer Science, Engineering, Mathematics, Physics, or a related field. Passion for solving complex problems More ❯

Integrate AI/ML models into trading workflows. Model and analyse market microstructure across global exchanges to improve execution and reduce slippage. Experience in backtesting strategies before live deployment. Work closely with low-latency engineers to enhance execution speed and infrastructure efficiency. Who They’re Looking For Proven track record More ❯

efficient, and scalable code. System Performance Optimization: Ensure high performance and low latency of trading systems through rigorous optimization and testing of C++ code. Backtesting and Simulation: Develop tools and frameworks for backtesting trading strategies and running simulations to validate model performance. Data Analysis: Analyze large datasets to identify patterns More ❯

to manage and communicate decision policy performance Develop data-backed tools for improving policy performance, such as training ML models on historical data and backtesting at scale. Design and develop scalable RESTful APIs using Python on AWS, leveraging services such as Lambda, S3 and SQL. Optimize data warehouse efficiency, conduct 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 ❯

Software Engineer role at a top-tier tech-driven firm where you’ll help automate and optimize the full lifecycle of trading, research, and backtesting systems. This is your chance to influence real-world decision-making in a performance-focused environment. ️ Accelerated career development in a high-performance, merit-based More ❯

are looking to grow out this specific function of the business over the next few quarters, & you'll be in charge of strategies and backtesting trading models. You’re going to need the following technical Skills: C#/.Net Background Systematic or Algorithmic Trading Experience Proven ability to be a More ❯

improving performance, scalability, and automation. Work on integration with market data providers and exchange APIs (e.g., EPEX, Nord Pool, or similar). Contribute to backtesting frameworks, data analytics, and monitoring tools to support decision-making. What We're Looking For: Strong C#/.NET development skills with clean, maintainable coding More ❯

Software Engineer role at a top-tier tech-driven firm where you’ll help automate and optimize the full lifecycle of trading, research, and backtesting systems. This is your chance to influence real-world decision-making in a performance-focused environment. 🛠️ What You’ll Be Doing 🔧 Design, build, and scale More ❯

The Opportunity A world-renowned buy-side firm is seeking a skilled Python Engineer to drive automation and optimization across their trading, research, and backtesting platforms. This role offers the chance to work at the intersection of finance and advanced tech, solving complex, high-impact problems in real time. You More ❯

build, and optimise low-latency, high-throughput backend trading systems. Develop and maintain trading infrastructure such as market data feed handlers, algorithmic execution engines, backtesting frameworks, and risk management systems. Deliver robust trading connectivity, order execution, and position management solutions. Collaborate with financial and blockchain product teams to ensure seamless More ❯

Lead Quant Trading hire with carte blanche to build a Market Making/Liquidity function from scratch across Decentralised Venue Remote (anywhere) - Up to $400k base + Upside A very impressive prop crypto firm is looking for a Lead Quant More ❯

Our client, a Major Systematic Hedge Fund, is looking to hire a skilled Quantitative Developer to work directly with a highly successful Portfolio Manager and help develop an internal Cross-Asset risk system. This role gives you the opportunity to More ❯

Position: Principal Python Engineer CRB Multi-Strategy Investment Manager Location: London, UK Firm Overview A leading multi-strategy investment firm with over $7 billion in assets under management and more than 350 employees across five main offices. The firm focuses More ❯

Lead Quant Trading hire with carte blanche to build a Market Making/Liquidity function from scratch across Decentralised Venue Remote (anywhere) - Up to $400k base + Upside A very impressive prop crypto firm is looking for a Lead Quant More ❯

Lead Quant Trading hire with carte blanche to build a Market Making/Liquidity function from scratch across Decentralised Venue Remote (anywhere) - Up to $400k base + Upside A very impressive prop crypto firm is looking for a Lead Quant More ❯

About Deeter Investments Deeter Investments is a founder‑led proprietary trading firm built around real‑time, data‑driven decision‑making. We prize curiosity, collaboration, and a bias for action. After years of discretionary success, we’re launching a dedicated algorithmic More ❯

opportunity to join a high-performing team focused on developing and scaling alpha-driven strategies across global equity markets. Key Responsibilities Conduct alpha research, backtesting, and implementation of systematic stat arb strategies Design and develop new quantitative trading models across global equity markets Optimize portfolio construction and enhance existing trading … university Strong foundation in mathematics, statistics and signal generation techniques Proficient in Python and/or C++ for research and model implementation Experience with backtesting, simulation frameworks and large-scale data analysis Exposure to machine learning and alternative data is a strong plus Reference: AMC*GWO*LDN*QR #gewo More ❯

Risk Analytics – Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology More ❯

Role Summary The Fenics Market Data technology team are recruiting for an experienced data focused developer to come and work in a shared technologies group. A successful candidate will join the team and contribute to the development of our cross More ❯

A leading corporate banking and capital markets organisation is seeking a Java Developer to join their team in London. Company Description: Commerzbank is a leading international commercial bank with branches and offices in almost 50 countries. The world is changing More ❯

This successful quantitative investment firm harnesses cutting-edge machine learning and statistical techniques to navigate global financial markets. We are seeking a PhD Quantitative Researcher with up to 2 years of experience in machine learning to join our dynamic research More ❯

Portfolio Manager £150,000 - 200,000 Basic GBP Very competitive PnL % split deal Hybrid WORKING Location: United Kingdom (Greater London) Type: Permanent Portfolio Manager My client is a proprietary trading firm specialising in cross-asset high frequency futures trading. They More ❯

Quantitative Trader £150,000 Basic Salary GBP Lucrative Performance Based Bonus Hybrid WORKING Location: United Kingdom (Greater London) Type: Permanent Quantitative Trader My client is a proprietary trading firm specialising in cross-asset high frequency futures trading. They are looking More ❯