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 ❯
City, Edinburgh, United Kingdom Hybrid / WFH Options
ENGINEERINGUK
and maintain tools and services supporting the full model development lifecycle for statistical models, machine learning, optimization, and deep learning models (e.g., feature engineering, backtesting and simulation, validation, deployment). Maintain and monitor production models and experimentation. Tune performance in both single-threaded and distributed environments. Enforce high-quality patterns 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 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 ❯
funds, market makers, or proprietary trading firms. - Hands-on expertise in building and maintaining trading infrastructure, including market data feed handlers, algo execution engines, backtesting frameworks, and risk management systems. - Strong programming and software engineering skills, with proficiency in modern development practices (TDD, CI/CD, SOLID principles) and experience 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 Offer Regular Performance Appraisals : Continuous feedback to help you grow and excel Learning and Development : Access to growth opportunities, including our internal "360T Academy" Diverse Culture : Work in a multinational, multicultural environment that values collaboration and inclusion Team Bonding More ❯
As an Analyst or Associate in Automated Trading Strategies, you will be primarily focusing on European Government Bond markets. The Automated Trading Strategies (ATS) group is responsible for systematic trading across FX, Rates, Commodities, and Credit markets, designing and implementing More ❯
Join us as a KDB developer to create and maintain KDB business facing functionality and infrastructure used for research, analytics in the credit business. The role will require the authoring of APIs and visualization layers for products utilized by the 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 ❯
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 ❯
