cloud environments and deploy QRM's software on these resources. Develop CI/CD pipelines. Configure, execute, and monitor execution pipelines for model testing, backtesting and monitoring. Contribute to development of QRM's databases and ETLs. Integrate model prototypes, model library and model testing tools using best industry practices and more »
to identify patterns, trends, and opportunities for alpha generation. Develop and implement algorithmic trading strategies across equities, futures, options, and other asset classes. Conduct backtesting and simulation analysis to evaluate the performance of trading models and optimize parameters. Collaborate with traders and developers to design and implement trading algorithms, including more »
trading opportunities in the FX market. Develop and implement proprietary trading strategies that capitalize on market inefficiencies and generate alpha. Conduct thorough research and backtesting to validate trading ideas and ensure robustness across various market conditions. Execution and Order Flow Management: Execute trades efficiently and effectively, utilizing both automated and more »
derivatives products in multiple asset classes Proven ability to apply risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models Proven ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective and independent manner Excellent written and more »
high- performance trading platforms to large- scale data analysis and compute farms. The group manages the lifecycle of data used by investment for trading, backtesting and research. Working with quants and tech teams to integrate, process and serve data from vendors and public sources in the firm's data infrastructure more »
Greater London, England, United Kingdom Hybrid / WFH Options
Anson McCade
to connect quants and traders to the markets. Collaborating with Quants and Portfolio Managers to understand requirements and deliver tailored software solutions. Developing strategy backtesting systems and maintaining exchange connectivity Creating and optimizing scalable applications and infrastructure. Developing elegant code to help compute challenges covering large datasets and parallel computations more »
Responsibilites: Engage in alpha research and strategy formulation, with a primary focus on generating innovative ideas, collecting and analyzing data, implementing models, and conducting backtesting for systematic global equities strategies, particularly emphasizing intraday or medium-frequency holding periods. Apply financial insights and statistical learning techniques to explore, analyze, and leverage more »
frequency statistical arbitrage strategies across various markets from end to end. Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance of trading models. Collaborate with portfolio managers to integrate new market microstructure strategies into the existing portfolio. Continuously monitor market conditions more »
trading strategy and infrastructure. The team need a Quantitative Developer to join the team and collaborate with the PM and Researchers, helping to build backtesting simulations, and connecting multiple strategies to the firms electronic infrastructure. Stack: Python, AWS, SQL The team need an excellent engineer who has experience partnering with more »
a talented Junior Python Developer to their Cambridge-based development team. You will be contributing to the design, development and maintenance of their proprietary backtesting and analytics platform. You will be collaborating with cross-functional teams to develop and maintain the core functionalities of the platform using Python, and you more »
talented Senior Python Software Engineer to their Cambridge-based development team. You will be contributing to the design, development and maintenance of their proprietary backtesting and analytics platform. You will be collaborating with cross-functional teams to develop and maintain the core functionalities of the platform using Python, and you more »
Collaborate with the trading and AI teams to integrate quantitative models into the trading system, identifying potential synergies and areas for improvement. Perform rigorous backtesting and validation of quantitative models, ensuring their robustness, accuracy, and generalizability. Analyze large and complex financial datasets, identifying patterns, trends, and market inefficiencies that can more »
investment professionals dedicated to excellence. Collaborate closely with traders, analysts, and business management systems specialists. Take charge of pre-trade activities such as screeners, backtesting, and idea generation. Ensure smooth post-trade operations during London hours, covering essential tasks like trade booking. What We're Looking For: Proficiency in Python more »
roadmap over coming years. Work will include: • Designing, developing, and testing proprietary software including • Low-latency high-throughput exchange connectivity layers • Distributed computation optimized backtesting and simulation systems capable of handling terabytes of data Tech: C++, STL, Boost, Linux, Python Please apply if of interest. more »
Algo Quant Developer - Fixed Income - Investment Banking One of our banking clients is looking to hire an experienced Algo Developer to joing a long term project within its Fixed Income Algo business. They are looking for an experienced Java Developer more »
strategies for both Dealer-to-Dealer and Dealer-to-Client markets. Constructing an automated trading platform using React and HTML5 technologies. Strengthening testing and backtesting capabilities to minimize defects and boost productivity in developing new strategies. Integrating with the existing Fixed Income electronic trading platform. Key Skills: Java Scala (beneficial more »
Not in VaR (RniV) models. Provide technical guidance and expertise on Market Risk Model related matters Analyse key model performance metrics such as hypothetical backtesting and P&L attribution test (PLAT). Support risk managers in all queries related to VaR and other portfolio risk metrics The holder of the more »
technology, where innovation meets expertise to revolutionize trading standards. With over a decade of experience, our industry-leading firm specializes in AI-driven quantitative backtesting software. Our tools transform complex data into actionable insights, empowering traders with unparalleled precision. Be part of a team committed to shaping the future of more »
force in the financial technology realm, where innovation and expertise converge to redefine trading standards. This industry-leading firm has spearheaded AI-driven quantitative backtesting software for over a decade. Their meticulously crafted tools transform intricate data into actionable insights, empowering traders to navigate markets with unparalleled precision. Be part 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 »
Stack Engineer The company: Delve into the cutting-edge world of financial technology with a market leader, a pioneering force in AI-driven quantitative backtesting software. For over a decade, they honed tools that decipher intricate data into actionable insights, empowering traders to refine their strategies and achieve unparalleled market more »
Chicago, Illinois, United States Hybrid / WFH Options
Request Technology - Robyn Honquest
testing. This role will collaborate with other developers, quantitative analysts, business users, data & technology staff to expand QRM's technical capabilities for model development, backtesting and monitoring. Develop and maintain software and environments used to implement and test systems for pricing, margin risk and stress testing of financial products and … cloud environments and deploy QRM's software on these resources. Develop CI/CD pipelines. Configure, execute, and monitor execution pipelines for model testing, backtesting and monitoring. Contribute to development of QRM's databases and ETLs. Integrate model prototypes, model library and model testing tools using best industry practices and more »
Quantitative Developer (Python) | Hedge Fund Global Hedge Fund - London, UK We are working closely with a Global Hedge Fund, looking for a Quant Developer (Python) to join one of their established trading teams in London, working directly under the portfolio more »
*We are unable to sponsor for this permanent Full time role* *Position is bonus eligible* Prestigious Financial Institution is currently seeking a Director of Risk Management Software Engineering. Candidate will be responsible for functions within Quantitative Risk Management for developing more »
*We are unable to sponsor for this permanent Full time role* *Position is bonus eligible* Prestigious Financial Institution is currently seeking a Principal Java Risk Management Software Engineer. Candidate will develop and maintain risk models for margin, clearing fund and more »
