Python Quant Developer | Backtesting & Signal Research
£750–£950/day | REF: C014
Systematic Hedge Fund. 6 months. Start within 6-8 weeks.
Not an execution role. Not infrastructure for its own sake. This is a research facing Python contract where you’ll be embedded directly with quant researchers improving the speed, flexibility and reliability of a core backtesting framework.
The deliverables: a new signal evaluation and attribution module, improved data access tooling, parallel backtesting with Dask or Ray and clean handoff code the perm team can maintain.
What they need:
→ 4+ years Python in systematic trading or quantitative research
→ Deep Pandas, NumPy, Polars – Dask or Ray for parallel compute
→ Direct experience building or substantially improving a backtesting framework
→ Understanding of systematic strategy development lifecycle, signal research through to live deployment
→ KDB+/q read access beneficial
6 months.
Apply via our site REF: C014 or DM directly
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