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 ❯
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 ❯
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 ❯
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 ❯
to identify and develop predictive models for trading strategies across various asset classes. Lead full-cycle quantitative research and strategy development, including idea generation, backtesting, portfolio construction, risk management, and ongoing strategy evaluation. Collaborate with traders and developers to ensure smooth implementation and optimization of models in a production environment. More ❯
frequency algorithmic trading strategies for commodity markets including energy, metals and ags. Work alongside the PM with a focus on alpha generation, model implementation, backtesting and portfolio construction. Work closely with leading quantitative researchers and engineers to improve existing strategies and identify new trading opportunities. Qualifications: Advanced academic qualifications (Master More ❯
frequency algorithmic trading strategies for commodity markets including energy, metals and ags. Work alongside the PM with a focus on alpha generation, model implementation, backtesting and portfolio construction. Work closely with leading quantitative researchers and engineers to improve existing strategies and identify new trading opportunities. Qualifications: Advanced academic qualifications (Master More ❯
live trading strategies for performance issues such as covariate shift. Integrate external libraries into production code following best engineering practices. Optimize model training and backtesting using parallel, distributed, and cloud computing. Explore opportunities for strategy expansion across global futures products. Stay current with industry advancements through research, competitions, and online More ❯
and strategists to solve some of the most significant engineering problems in the world. Responsibilities: Assisting in the development of a tick by tick backtesting research platform and exchange simulation Collaborating with hardware and software developers across divisions to build ultra-low latency trading systems # Contributing towards the team More ❯
stakeholders. Carry out exploratory data analysis as part of modelling work, reporting back on findings and determining next steps. Contribute to model evaluation and backtesting to ensure pricing is of the highest possible quality. Work closely with the Quant Model Development team as part of efforts to productionise POC models 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 ❯
trading team. They need to hire a Quantitative Developer to join the team and collaborate with the Senior PMs and Researchers, helping to build backtesting simulations, and to focus specifically on execution systems for the pod. Stack: Python, AWS, SQL The team need an excellent engineer who has experience partnering More ❯
trading team. They need to hire a Quantitative Developer to join the team and collaborate with the Senior PMs and Researchers, helping to build backtesting simulations, and to focus specifically on execution systems for the pod. Stack: Python, AWS, SQL The team need an excellent engineer who has experience partnering More ❯
Be Doing Engineering research tools in Python and C++ , built for scale and speed Designing systems to handle massive data ingestion , feature engineering, and backtesting Collaborating directly with researchers to productionize models — from linear regressions to machine learning pipelines Leveraging HPC and distributed compute to run smarter, faster, and bigger More ❯
Be Doing Engineering research tools in Python and C++ , built for scale and speed Designing systems to handle massive data ingestion , feature engineering, and backtesting Collaborating directly with researchers to productionize models — from linear regressions to machine learning pipelines Leveraging HPC and distributed compute to run smarter, faster, and bigger More ❯
The ideal candidate will bring extensive experience in financial risk, regulatory compliance, and solution design within the BFSI domain . 📌 Key Responsibilities: Lead the backtesting & P&L attribution testing workstream for FRTB IMA. Design front-to-back data sourcing processes from Finance to Market Risk systems. Drive sub-ledger migration More ❯
london, south east england, united kingdom Hybrid / WFH Options
Axiom Technologies
The ideal candidate will bring extensive experience in financial risk, regulatory compliance, and solution design within the BFSI domain . 📌 Key Responsibilities: Lead the backtesting & P&L attribution testing workstream for FRTB IMA. Design front-to-back data sourcing processes from Finance to Market Risk systems. Drive sub-ledger migration More ❯
The python library/framework with which researchers can perform their research and develop their strategies. The on-ramp pipelines and process for submitting, backtesting and validating those strategies to trading. The platform which runs all those strategies in production, including the scaling and monitoring of that platform. Your present More ❯
The Automated Trading Strategies (ATS) group is looking for an Analyst/Associate to join our team. ATS is a cross-asset front-office team working on the JP Morgan trading floor here in London. You will join one of More ❯
Talos: Institutional Fabric for Digital Asset Markets Founded in 2018, Talos provides institutional-grade trading technology for global digital asset market participants, powering many of the major players in the digital asset ecosystem. We are a tight-knit but decentralized More ❯
Portfolio Manager - Cash Equities HFT: A leading proprietary trading firm is seeking a skilled PM to develop strategies for their Cash Equities desk. This role entails conducting microsecond-level market analysis, developing ultra-low latency trading signals, and implementing high More ❯
Portfolio Manager - Cash Equities HFT: A leading proprietary trading firm is seeking a skilled PM to develop strategies for their Cash Equities desk. This role entails conducting microsecond-level market analysis, developing ultra-low latency trading signals, and implementing high More ❯
OpenAI but we've also invested heavily in our internal AI tooling . We developed our own library for building agents, evaluating performance, and backtesting changes - we call this the "Workbench," which means we're able to take an idea very quickly to production and then monitor how it's 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 ❯
