5 of 5 Backtesting Jobs in the City of London

alongside quantitative researchers to analyse large datasets and translate research into production-ready solutions Use Python for model prototyping, data analysis, signal investigation and backtesting activity Develop and improve pricing skew, spread and liquidity optimisation logic Design and implement automated hedging strategies, taking into account execution risk, liquidity and market ...

curve construction, seasonality, convenience yield, and basis risk Real-time pricing and risk system design - latency-aware implementation, incremental recalculation, and feed-driven revaluation Backtesting framework design: walk-forward validation, statistical significance testing, and performance attribution Production-quality Python and/or C++ - code an engineer can review ...

500k+ TC Custom-built, high-performance Python DAG framework powering everything from research to live execution. Same codebase, same infrastructure, zero friction between backtesting and production P&L. A global systematic investment manager ($6bn+ AUM) is expanding their Equities StatArb platform. Live since 2021, trading 24/6 globally. Unified ...

their London research team. This isn't a central infra role. You'd be sitting inside the team itself, owning the research and backtesting framework that their quants use every day to develop and refine live strategies. Direct PnL impact. You see it. You feel it in your comp. … never get near a live strategy. This is the opposite of that. What you'd be doing: → Own and iterate on the simulation and backtesting framework → Build Python tooling used daily by on-site quant researchers → Monitor and maintain research jobs in production → Collaborate with a global research team ...

A senior leader at one of the firms I work with said something recently that stuck with me: "The median researcher adds zero value." He wasn't being provocative for the sake of it, if ...