91 Backtesting Jobs

As an Intern Financial Market Analyst (Quantitative Mathematics) at this company in Jaipur, India, your role will involve Strategy Ideation & Prototyping. You will be responsible for formulating quantitative trading hypotheses based on mathematical constructs such as time-series patterns, stochastic processes, statistical arbitrage, and volatility-based signals. Your tasks will include utilizing basic tools from probability theory, linear algebra, calculus, or signal processing to design rule-based models that respond to market conditions. Additionally, you will explore ideas inspired by physical systems such as mean-reverting dynamics (harmonic oscillators), momentum (inertia), and diffusio...

Job Description Role Summary We are looking for experienced quantitative traders with a successful trading track record in trading proprietarytrading strategies. The prior trading experience could be in any asset class and trading style i.e. high frequency trading / medium frequency trading / low frequency trading. The Role Would Involve: Designing new quantitative trading strategies, enhancing existing quantitative trading strategies andanalysing the performance of deployed strategies. Enhancing or building trading analytical tools. Required Skills 2+ years of experience in quantitative trading. Experience in successful implementation of profitable trading strategies (from ideation to execu...

As a freelancer with deep expertise in quantitative physics and algorithmic trading, your role will involve designing, coding, and backtesting trading strategies focusing on intraday trading in commodities (especially crude oil futures), indices, and derivatives markets. Your key responsibilities will include: - Applying concepts from quantitative physics (stochastic processes, chaos theory, statistical mechanics) to build trading models. - Developing, testing, and optimizing trading algorithms preferably using Python, with C++/R/Matlab also acceptable. - Performing data analysis on market price movements for signal generation. - Backtesting strategies using historical data and refining them...

As a member of our team at Hftsolution, you will design and test analog/digital circuits utilizing NIR LEDs and photodiodes. You will have the opportunity to interface InGaAs photodiodes with Op-Amps and ADCs to ensure accurate data acquisition. Additionally, you will be responsible for programming microcontrollers such as ESP32 or Pico for efficient data transmission. Your role will also involve assisting in the establishment of mobile-app connectivity through Bluetooth (BLE) technology. Key Responsibilities: - Design and test analog/digital circuits using NIR LEDs and photodiodes - Interface InGaAs photodiodes with Op-Amps and ADCs - Program microcontrollers (ESP32 / Pico) for data acquisi...

As a Crypto & Forex Trader, your role involves trading across Crypto and Forex markets with discipline and risk management. You will be responsible for building and refining trading strategies using MetaTrader and Binance APIs, running backtesting and analytics to validate trading models, and applying Python skills to enhance and automate existing algorithms. Additionally, you will need to monitor real-time markets, spot opportunities, execute trades, stay updated on market trends, news, and regulatory changes, and work closely with the tech team to integrate trading logic into systems. Key Responsibilities: - Trade across Crypto and Forex markets with discipline and risk management - Build ...

Role Overview: You will be responsible for Algo Platform Development, Backtesting Infrastructure, QA/Testing Automation, and DevOps. Your role is crucial for ensuring the stability, performance, and evolution of the trading ecosystem. You will collaborate closely with quantitative researchers, traders, and senior leadership to deliver scalable, high-performance systems for real-time trading. Job Responsibilities: - Lead and manage cross-functional teams, including Algo platform developers, Backtesting infrastructure engineers, QA/test automation team, and DevOps and CI/CD engineers. - Design and oversee the architecture of scalable trading systems. - Build and enhance tools for backtesting, ...

Role & responsibilities Identify, assess, and mitigate risks across a diverse range of asset classes, including Equities, Futures & Options (F&O), Commodities, Currencies, and Bonds, utilizing advanced risk management techniques. Utilize Derivative Greeks to analyze potential impacts on the portfolio and implement strategic adjustments to manage exposure effectively. Develop and maintain Value at Risk (Var) models to quantify potential losses within the portfolio under normal market conditions. Create and produce comprehensive Open Gap reports to monitor and manage risk exposures across various financial instruments. Calculate and analyze Duration and DV01 to assess interest rate risk and en...

As an Assistant Vice President - QA - Counterparty Credit Risk at Barclays Quantitative Analytics Team, you will play a crucial role in advancing the digital landscape, fostering innovation, and ensuring top-notch customer experiences. Your responsibilities will include developing cutting-edge credit risk models, collaborating with a global quant team and regulators worldwide, and utilizing state-of-the-art technology. **Key Responsibilities:** - Develop best in class credit risk models using industry leading frameworks & methodologies - Collaborate with global quant team and regulators across the world - Utilize cutting-edge technology to enhance digital offerings - Work on Exposure / Colla...

Blockchain Architect Key Responsibilities: 1) Platform & Protocol Architecture Own end-to-end architecture for stablecoin issuance, treasury, and lifecycle (mint/burn, reserves, redemptions, fee mechanics). Select and justify chains/L2s (EVM, Cosmos SDK/IBC, Solana, enterprise/permissioned) and interoperability approaches (native deployment, IBC, cross-chain messaging/bridges). Define smart contract patterns (upgradeability, access control, pausability, circuit breakers), token standards (ERC20/677/777/4626), and event schemas. Were looking for a hands-on Blockchain Architect to design and lead the build-out of our S tablecoin and Tokenization platform and crypto trading capabilities (CEX/DE...

Company Description We are an early stage proprietary trading firm focused on medium-frequency strategies in the Indian derivatives markets. Our vision is to build a cutting-edge trading operation that combines mathematical precision, robust data infrastructure, and intelligent execution systems. Role Description We are looking for a Python Developer with strong quantitative and data-handling skills to implement, test, and deploy trading strategies in live markets. You will work directly with the founder to translate strategy logic into clean, optimised, and reliable code. Responsibilities Implement backtests for trading strategies provided to you using Python (pandas, numpy, vectorisation) ...

As an AVP Quantitative Analytics CCR Modeler at Barclays Quantitative Analytics Team, you will play a pivotal role in evolving the digital landscape, driving innovation, and ensuring unparalleled customer experiences. Your responsibilities will include developing best-in-class credit risk models using industry-leading frameworks and methodologies. You will collaborate with a global quant team, regulators worldwide, and cutting-edge technology. Your success in this role will be assessed based on key critical skills such as end-to-end model development experience and proficiency in coding languages like Python, R, or C++. To excel as an AVP Quantitative Analytics CCR Modeler, you should have k...

As a Quantitative Analyst at Hillroute Capital, you will be responsible for developing, testing, and refining systematic trading models across global digital asset markets. You will have the flexibility to approach this role with expertise in systematic strategies, options trading, statistical arbitrage, backtesting, or machine learning. **Key Responsibilities:** - **Strategy Development & Backtesting:** Design and rigorously backtest quantitative trading models to ensure predictive reliability and strong risk management. - **Quantitative & Statistical Analysis:** Apply advanced statistical modeling, econometric analysis, or financial mathematics to extract market insights. - **Risk Manageme...

FactorLAB is building intelligent data products for the next-gen wealth ecosystem. We're looking for someone who can blend code, analytics, and product thinking to help scale our Intelligence Layer a framework that's already shaping better outcomes for our clients. Role Description Build data products end-to-end understand requirements, design, prototype, and ship. Use Python almost daily (pandas, numpy, APIs, automation, backtesting). Develop internal research tools, intelligence modules, and client-facing analytics. Support deep-dive analysis for portfolios, markets, and factor strategies. Qualifications 12 years of strong Python experience in analytics or data science. Ability to structur...

Role Overview: You will be joining the Compliance Systems Governance and Model Validation Unit within the Group Compliance division at FAB, the UAE's largest bank. In this role, you will be responsible for validating and ensuring the accuracy, reliability, and performance of sanctions screening models. Your work will involve conducting comprehensive validation of sanctions screening models, collaborating with stakeholders to address validation findings, preparing detailed validation reports, and staying updated with regulatory requirements and industry trends. Key Responsibilities: - Conduct comprehensive validation of sanctions screening models, including data integrity, model performance, ...

As a skilled resource with a good understanding of different aspects of Business Analysis, you will be responsible for a Business Analyst role for Market risk projects in Change Management at PwC India's Mumbai location. Your role will involve working closely with various stakeholders to understand requirements related to VaR calculations, Basel 2.5, Backtesting, Greeks, and Sensitivity Analysis. Your key responsibilities will include: - Performing a Business Analyst role for Market risk projects in Change Management, collaborating with stakeholders to gather requirements. - Articulating requirements into simpler, understandable statements through tools like Business Requirement Document (BR...

As a Quantitative Systems Architect specializing in Options and Futures market structure, your primary role will be to design the core logic for derivatives exchange engines. This includes order management, trade lifecycle events, pricing models, volatility surfaces, and risk controls. You will ensure that all quantitative models are mathematically robust and technically feasible for implementation. Key Responsibilities: - Design and formalize core logic for Options and Futures engines, covering order management, order matching, and trade lifecycle events. - Define pricing models, volatility surfaces, and Greeks calculations for derivatives instruments. - Build and maintain margin and collat...

Role Overview: As a Data Science / AI & ML graduate at our company, you will have the exciting opportunity to apply your analytical and programming skills to financial market research and trading automation. Working closely with our core quant and tech teams, you will be responsible for designing, testing, and optimizing AI-based trading strategies. Key Responsibilities: - Research and analyze market data from Indian Stock Markets, Indices, Commodities, and Forex using Python. - Build and test trading models utilizing Machine Learning, Deep Learning, or Quantitative Logic. - Engage in data cleaning, feature extraction, and backtesting frameworks. - Develop dashboards and performance trackers...

Role & responsibilities: Evaluate existing trade surveillance models and alert parameters to identify opportunities for performance enhancement. Conduct systematic tuning exercises to minimize false positives and strengthen true risk detection. Develop and maintain dashboards and metrics to track model accuracy, precision, recall, and false positive ratios. Perform back-testing, trend analysis, and sampling reviews to validate rule effectiveness. Partner with technology and data management teams to identify and resolve data integrity or completeness issues. Review and validate data feeds from source systems to ensure accurate capture of trading activity. Support data governance initiatives t...

Risk Analyst - AVP Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Risk Analyst - AVP Location: Mumbai, India Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank's senior management. Market risk team manages Deutsche Bank's Market Risk position in an independent and neutral way. You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Rates asset class. The team operates a business/asset class and ris...

Position Purpose We are looking for a permanent staff, based in Mumbai, India to support AML process leader (COO TOP) objectives and support AML TM monitoring & project initiatives for various compliance domains within BNP Paribas Group (i.e. Securities Service, CIB, Correspondent Banking, Wealth Management, etc.). The individual will also act as project coordinators between IT, Central, Regional & country compliance. Other Responsibilities Support in preparing, distributing KPI, reports, dashboards and process metrics Responsibilities Direct Responsibilities Support AML transaction monitoring fine tuning activities, review existing AML & TM Thresholds as assigned propose enhancements/altera...

As an AVP Quantitative Analytics Market Risk Modeler at Barclays Quantitative Analytics Team, you will play a crucial role in driving innovation and excellence by developing best-in-class credit risk models using industry-leading model development frameworks and methodologies. You will work in a global quant team with regulators across the world and cutting-edge technology to revolutionize digital offerings and ensure unparalleled customer experiences. **Key Responsibilities:** - Develop credit risk models focusing on FRTB, VaR, Expected Shortfall (ES), BASEL, Monte Carlo Simulation, Stress Testing, Exposure Modeling, CVA, Pricing Models, Desk Quants and Strategists, Black-Scholes, Economic ...

As a Quantitative Analyst at Hillroute Capital, you will play a crucial role in developing, testing, and refining systematic trading models across global digital asset markets. Your expertise in systematic strategies, options trading, statistical arbitrage, backtesting, or machine learning will be highly valued in this position. **Key Responsibilities:** - **Strategy Development & Backtesting:** Design and rigorously backtest quantitative trading models to ensure predictive reliability and strong risk management. - **Quantitative & Statistical Analysis:** Apply advanced statistical modeling, econometric analysis, or financial mathematics to extract valuable market insights. - **Risk Manageme...

As a part of our team, you will have the opportunity to work in a diverse and dynamic environment that fosters learning, growth, and new opportunities. You will have the flexibility to work in shifts and hours that suit you best, in an office where you can collaborate with your colleagues to create innovative products and solutions. At our company, you will be surrounded by like-minded individuals in a positive environment that values your skills over academic scores. **Key Responsibilities:** - Code strategies for live trading and develop automated tools using Excel and trading-based software. - Design, develop, and test high-performance algorithmic trading software utilizing mathematical a...

Role Overview: At Findoc Group, you will be responsible for developing and deploying completely automated systematic strategies with short holding periods and high turnover. Your typical strategies will include Alpha-seeking strategies and Market Making. You will rigorously back-test strategies and advance existing research initiatives while exploring new avenues for quantitative research and trading. Key Responsibilities: - Develop and deploy completely automated systematic strategies with short holding periods and high turnover - Deploy Alpha-seeking strategies and Market Making - Rigorously back-test strategies - Advance existing research initiatives and explore new avenues for quantitati...

Risk Senior Specialist, AVP Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Risk Senior Specialist, AVP Location: Mumbai, India Corporate Title: AVP Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank's senior management. Market risk team manages Deutsche Bank's Market Risk position in an independent and neutral way. You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Global Foreign Exchange asse...