Job Summary:
We are looking for a Backtesting Leader who is both a strategist and a hands-on contributor—a true player-coach in the field of financial markets and trading strategy backtesting. The ideal candidate will lead, mentor, and actively participate in developing backtesting frameworks, ensuring high-performance execution and accuracy in trading models.
Key Responsibilities:
Lead and actively contribute to the design and execution of backtesting frameworks.
Analyze historical market data and refine trading algorithms based on real-world simulations.
Mentor and guide junior analysts and developers, fostering technical growth.
Collaborate across teams with traders, quants, and software engineers to optimize trading strategies.
Ensure compliance with regulatory and industry standards in trading strategy validation.
Solve complex technical challenges, ensuring robustness in backtesting methodologies.
Stay ahead of emerging trends in algorithmic trading and backtesting technologies.
Qualifications:
Education: Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Computer Science, or a related field.
Experience: 6+ years in backtesting, quantitative finance, and trading strategy development.
Technical Skills:
Expertise in Python or C++.
Strong knowledge of financial market data sources and APIs.
Experience with backtesting platforms (TradingView, QuantConnect).
Advanced proficiency in data science libraries (Pandas, NumPy).
Leadership & Coaching Skills:
Proven experience as a player-coach, leading teams while actively contributing to projects.
Ability to mentor and train junior professionals in best practices.
Strong communication and stakeholder management skills.