Backtesting / Simulation Engineer

About the role

You own the frameworks that prove (or disprove) strategies before deployment — realistic fees, slippage, latency, and out-of-sample validation included.

Responsibilities

Develop high-fidelity backtesting with tick data and order-book replay

Implement walk-forward optimization, Monte Carlo, and performance attribution

Build reproducible pipelines — versioned datasets, clear APIs, documented assumptions

Surface lookahead bias, survivorship bias, and overfitting risks early

Requirements

Production experience with simulation systems used for go-live decisions

Strong software engineering habits and data pipeline design

Python required; C++ experience a plus for performance-critical paths