1 to 25 of 26 Backtesting Jobs in the UK

from a top university. 📈 Experience & Domain Knowledge 2–5 years of experience owning the full lifecycle of a trading strategy: idea generation → research → modelling → backtesting/simulation → implementation → live execution. Deep understanding of market microstructure , liquidity, and order-book dynamics. Experience in an HFT, proprietary trading, or systematic trading environment ...

whether customer performance is good or poor and why Implementing logic changes within a Java-based algorithmic framework Conducting Python-based research, prototyping, and backtesting Collaborating closely with global quant and engineering teams (including Asia) Explaining model behaviour and insights to internal stakeholders and clients What we're looking ...

Develop and maintain high-performance C# applications used in research, risk, and trading Collaborate with quants to implement pricing models and backtesting frameworks Enhance data processing pipelines and contribute to performance optimization Gain exposure to financial markets, trading systems, and quantitative research 🧠 What We’re Looking For Strong programming skills ...

Ensure data integrity, latency minimization, and fault tolerance in streaming environments using q and kdb+ capabilities. Collaborate with quantitative researchers to develop research tools, backtesting frameworks, and analytics in q. Provide fast-access APIs and utilities to extract and manipulate data for strategy testing and signal generation. Key Requirements: Degree ...

Ensure data integrity, latency minimization, and fault tolerance in streaming environments using q and kdb+ capabilities. Collaborate with quantitative researchers to develop research tools, backtesting frameworks, and analytics in q. Provide fast-access APIs and utilities to extract and manipulate data for strategy testing and signal generation. Key Requirements: Degree ...

wave of tech driven, entrepreneurial personalities to help expand the team. Responsibilities: Develop and Maintain Research Platforms, building Python-based tools and libraries for backtesting strategies, analyzing data, and simulating trading logic to support quant researchers. Implement Quantitative Models and Signals, translating trading ideas or academic models into production-ready ...

/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 ...

research platforms and AI agents for leading funds and institutions across Asia, the U.S., and Europe. Our products deliver advanced market-microstructure analytics, backtesting, portfolio and risk tools, and formal verification for low-latency systems merging high-performance computing, AI, and frontier quantitative research. We have been almost doubling revenue ...

research platforms and AI agents for leading funds and institutions across Asia, the U.S., and Europe. Our products deliver advanced market-microstructure analytics, backtesting, portfolio and risk tools, and formal verification for low-latency systems merging high-performance computing, AI, and frontier quantitative research. We have been almost doubling revenue ...

🚀 Job Opportunity: Senior C# Quantitative Developer | Capital Markets Technology Location: London Type: Full-time/Contract Rate: £800 p/d (Outside IR35) Client: Leading Global Investment Bank Hybrid: 1 day per week in the ...

🚀 Job Opportunity: Senior C# Quantitative Developer | Capital Markets Technology Location: London Type: Full-time/Contract Rate: £800 p/d (Outside IR35) Client: Leading Global Investment Bank Hybrid: 1 day per week in the ...

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 ...

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 Python skills, as per 5+ years of professional experience ...

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 Python skills, as per 5+ years of professional experience ...

As a C# skilled Software Engineer/Quant Developer, you'll work closely with portfolio managers, researchers, and data scientists to build and maintain the systems that drive our alpha-generating strategies. You’ll contribute ...

As a C# skilled Software Engineer/Quant Developer, you'll work closely with portfolio managers, researchers, and data scientists to build and maintain the systems that drive our alpha-generating strategies. You’ll contribute ...

Quantitative Hedge Fund. You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate … complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The target architecture will be written in pure Python, with ...

Quantitative Hedge Fund. You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate … complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The target architecture will be written in pure Python, with ...

Our client is a UAE-based digital asset trading firm, dedicated to building advanced systems for trading highly liquid crypto spot and derivatives instruments across global exchanges. At its core, the business is driven by ...

Senior Data Developer – Hedge Fund | London (Hybrid) Are you an experienced data developer who loves building fast, reliable systems that fuel quantitative trading and risk management? A global multi-strategy fund is expanding its London ...

Our client is a UAE-based digital asset trading firm, dedicated to building advanced systems for trading highly liquid crypto spot and derivatives instruments across global exchanges. At its core, the business is driven by ...

Senior Data Developer – Hedge Fund | London (Hybrid) Are you an experienced data developer who loves building fast, reliable systems that fuel quantitative trading and risk management? A global multi-strategy fund is expanding its London ...

Our client, a world-leading systematic and quantitative trading tier one hedge fund, is looking for an SRE for their London office. The role requires the individual to be skilled in programming using a high ...

Our client, a well-established energy business in London, is hiring an Energy Optimization Engineer to support the next phase of their growth. The role is based in Mayfair and operates on a hybrid basis ...

Our client, a well-established energy business in London, is hiring an Energy Optimization Engineer to support the next phase of their growth. The role is based in Mayfair and operates on a hybrid basis ...