6 of 6 Permanent Backtesting Jobs in the Thames Valley

pipelines and real-time model deployment frameworks to support production trading environments. Collaborate with traders, quants, and technologists to prototype and scale strategies from research to execution. Conduct rigorous backtesting, performance analysis, and explainability assessments of machine learning models. Contribute to the development of quantitative libraries and shared research infrastructure. Qualifications & Skills Essential: Strong expertise in machine learning, statistical modelling More ❯

working with sports data You have advanced mathematics and statistics knowledge including Monte Carlo simulations You have a strong understanding of databases and SQL You have strong experience in backtesting, validation and performance evaluation of quantitative models You have advanced communication and collaboration skills What's in it for you: As a Quantitative Analyst/Modeller, you will earn a 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 ❯

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 ❯

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 ❯

👨 💻 Software Engineer (Language Agnostic) 📍 Location: London (Hybrid) 💵 Salary: Up to £180,000 + Bonus + Comprehensive Benefits The Opportunity Join a leading tech-driven firm in a high-impact Software Engineer role, where you’ll help automate and optimize the More ❯