51 to 75 of 91 Backtesting Jobs in England

Currently working with a quant hedge fund looking to make a strategic senior-level hire with their central Modelling group in London, working on building and enhancing the firm's pricing & analytics library. This group works with Research & Trading teams More ❯

Our client, a leading asset management firm focused on innovative, data-driven investment strategies is seeking a skilled Quantitative Developer to join their team and work on cutting-edge projects in trading, risk management, and portfolio optimisation. Key Responsibilities: Develop More ❯

We have a current opportunity for a EU Gov Bonds Trader on a permanent basis. The position will be based in London. For further information about this position please apply. Job summary As an Associate or Vice President within the More ❯

GLOBAL BANKING & MARKETS Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage 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 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 ❯

and stability of a top-tier global hedge fund. Role Responsibilities Research and develop medium-frequency alpha signals within global equity markets. Conduct rigorous backtesting, performance attribution, and risk analysis of stat arb models. Work closely with Portfolio Managers and engineers to integrate signals into live trading strategies. Identify new … neutral modeling techniques. Proficiency in Python (required); familiarity with C++ or other research languages a plus Comfortable working with large datasets and production-level backtesting frameworks Solid understanding of equity market microstructure and execution considerations Advanced degree (Master’s or PhD) in a quantitative discipline such as Statistics, Applied Math More ❯

and stability of a top-tier global hedge fund. Role Responsibilities Research and develop medium-frequency alpha signals within global equity markets. Conduct rigorous backtesting, performance attribution, and risk analysis of stat arb models. Work closely with Portfolio Managers and engineers to integrate signals into live trading strategies. Identify new … neutral modeling techniques. Proficiency in Python (required); familiarity with C++ or other research languages a plus Comfortable working with large datasets and production-level backtesting frameworks Solid understanding of equity market microstructure and execution considerations Advanced degree (Master’s or PhD) in a quantitative discipline such as Statistics, Applied Math More ❯

Junior Quantitative Specialist Department: Engineering Employment Type: Full Time Location: London, UK Description The successful candidate will join a team which develops betting solutions. These betting solutions entail the development of mathematical/statistical models and high-performance algorithms; efficient More ❯

Location : Flexible Position Overview : We are seeking an experienced Quant Trader or Portfolio Manager with a proven track record in running algorithmic and AI-driven trading strategies. The ideal candidate will have at least 5 years of successful experience in More ❯

Flowdesk is rapidly growing and looking for new talents! Founded in 2020, Flowdesk is a regulated, full-service digital asset trading and technology firm that specializes in market making, OTC and treasury management services. We have engineered a trading infrastructure 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 ❯

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 ❯

Our client, a best - in - class trading group who have been in operation for 6+ years, are expanding their headcount in their London office due to outstanding YTD performance and a significant increase in AUM. Responsibilities Collaborate with on-site More ❯

Our client, a best - in - class trading group who have been in operation for 6+ years, are expanding their headcount in their London office due to outstanding YTD performance and a significant increase in AUM. Responsibilities Collaborate with on-site 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 ❯

Job Description: Job Title: Quantitative Finance Analyst Location: London Corporate Title: Assistant Vice President Company Overview: At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible More ❯

Job Description: Job Title: Quantitative Finance Analyst Location: London Corporate Title: Assistant Vice President Company Overview: At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible More ❯

Are you a detail-oriented professional with a passion for Quantitative Finance and Advanced Engineering? Have you excelled in building financial models or developing algorithmic trading systems? If so, we have a remarkable opportunity for you! Based in the vibrant More ❯

Lead Quantitative Researcher - Systematic Commodities A Multi-Billion Hedge fund is seeking an experienced QR to lead the strategy development and portfolio construction for their top-performing commodities desk. In this role, you will be responsible for conducting alpha research More ❯

Lead Quantitative Researcher - Systematic Commodities A Multi-Billion Hedge fund is seeking an experienced QR to lead the strategy development and portfolio construction for their top-performing commodities desk. In this role, you will be responsible for conducting alpha research More ❯

Bloomberg runs on data. Our products are fueled by powerful information. We combine data and context to paint the whole picture for our clients, around the clock - from around the world. In Data, we are responsible for delivering this data 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 ❯

traded in Europe and Asia. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel traffic light backtesting and VaR breaches explanation, P&L attribution test, pricing model benchmark, and quantification of the materiality of any model limitations (e.g. RNIV). Documenting model … Firm’s Model Risk Management policies and framework. Qualifications: Strong background in market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting), with 5 - 8 years of previous experience in a quantitative role at a financial institution. Good understanding of equity pricing models and products. Strong programing More ❯

traded in Europe and Asia. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel traffic light backtesting and VaR breaches explanation, P&L attribution test, pricing model benchmark, and quantification of the materiality of any model limitations (e.g. RNIV). Documenting model … Firm’s Model Risk Management policies and framework. Qualifications: Strong background in market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting), with 5 - 8 years of previous experience in a quantitative role at a financial institution. Good understanding of equity pricing models and products. Strong programing More ❯