1 to 25 of 26 Backtesting Jobs in the UK

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 ...

turn ideas and models into robust, scalable software used in research and live trading. This includes building tools and workflows for data analysis, backtesting, and production trading systems, as well as owning and supporting critical components throughout their lifecycle. What they’re looking for • Degree in computer science, engineering, mathematics ...

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 ...

optimising performance, and taking ownership of critical trading infrastructure. Key Responsibilities: Design, build, and enhance core trading and research platforms supporting: Strategy research and backtesting workflows Real-time trading and execution systems Market data ingestion and processing pipelines Develop scalable, robust systems using Python (research/model integration) and Java ...

monitoring, observability, and analytics for Real Time trading operations. Diagnose and resolve production issues (crashes, logic inconsistencies, latency bottlenecks). Support systematic strategy deployment, backtesting workflows, and release preparation. Technical Experience 5+ years post-graduation C++ in financial markets , ideally in high-performance, low-latency environments. Strong background in multi ...

reproducible AI pipelines• Communicating assumptions, uncertainty and results clearlyThe must-haves:• Strong background in Machine Learning, DL and Applied Statistics• Time-series modelling + backtesting• Experience with geospatial and climate datasets• Python stack: PyTorch, scikit-learn, scipy• Reproducible workflows (Git, AWS/cloud, W&B)Nice-to-haves:• Risk modelling ...

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 ...

/Responsibilities: Perform rigorous and innovative research to discover systematic anomalies in equity markets End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization, and production implementation Identify and evaluate new datasets for stock return predictions Maintain and improve the portfolio trading in the production environment Requirements ...

experience scaling and load-balancing infrastructure using market leading time-series database products (e.g. kdb, shakti) Experience using of kdb and building indicators and backtesting frameworks using Q language. Deep understanding of tick design and data organization, performance implications of different approaches when building time-series database infrastructure Experience with ...

Python Quant Dev - Cash Equities/Algo/Backtesting/Trading/Market Making Responsibilities Research and analyse trading outcomes to assess effectiveness of execution strategies Build and refine quantitative models to improve algorithmic trading performance Implement elements of trading logic in Python and work closely with engineering teams Partner ...

latency, throughput, and determinism across highly concurrent systems Working on market data capture, normalisation, and internal distribution at scale Building and evolving simulation and backtesting infrastructure used by researchers and traders Going deep on memory behaviour, data structures, and concurrency models Collaborating closely with traders and researchers on strategy ...

responsibilities include: Partnering with research and quant teams to deliver insights from tick-by-tick market data Serving high-quality data to large-scale backtesting and research platforms Building and maintaining tick data pipelines in Python to enable fast, reliable access across asset classes Designing, implementing, and monitoring robust data ...

signals using data from Allium/Dune Analytics or equivalent platforms. Develop efficient queries/algorithms for capturing various on-chain events, run rigorous backtesting directly on our AI and data platform. Credibility & Thought Leadership Stay obsessively close to the market - regulatory shifts, protocol upgrades, emerging asset classes - and translate ...

About The Role FDM is a global business and technology consultancy seeking a senior EFX java developer to work for our client within the Financial Services sector. This is initially a 12 month contract with ...

Quantitative Developer - LNG - London THE ROLE We are seeking a highly skilled and motivated Quantitative Engineer with a focus on Commodities Trading, and ideally LNG .You will be part of a small but growing team ...

Data Analyst – Private Credit Intelligence (Forecasting & Simulation Support) Location: London (Hybrid) Salary: £45,000 – £55,000 + Benefits (plus meaningful equity participation) Start Date: ASAP About the Opportunity: We’re recruiting on behalf of an ...

Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield centralised 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 Firm, managing around $10BN+ … 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 which will be a key tool for the Investment teams. Essential Skills & Experience: Excellent Quant Development and Python skills, as per 3+ years ...

We are seeking highly analytical, data-driven Quantitative Engineers with strong statistical and modelling skills to build and deploy advanced risk models. You will work with large datasets, apply statistical and stochastic techniques, and collaborate ...

Quant Developer — C++/Python (Backtesting & Research Production) London | Full-time | On-site Systematic prop firm combining deep learning and quantitative research to trade global markets. Small, technical team — every hire directly impacts strategy and P&L. The Role Translate Python research into production C++. Build and optimise backtesting/ ...

Data Scientist – FinTech | London | £60–85k I’m working with a high‐growth FinTech in London that’s building out their data function to support smarter, data‐driven lending decisions. They’ve been scaling quickly ...

Pricing Services and Risk Viewer UI Developer We are seeking a highly skilled Pricing Services and Risk Viewer UI Developer to join our dynamic team. This senior software development position requires excellent C# and TypeScript ...

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 ...

RAD Developer – C#, Excel VBA, Rates, Fixed Income, Front Office, Trading Floor, Desk Side, Iterative Development An experienced RAD Developer is sought after by a leading global Hedge Fund to join their Front Office RAD ...

We are working with a prestigious, long-standing client in the global banking sector a recognised leader in quantitative finance and structured investment products. As part of a strategic multi-year programme, they are building ...