Xavvy Limited is seeking a candidate to own rigorous backtesting processes, validate strategies, and ensure robustness of results on real market data. The role emphasizes precise time-series analysis, volatility modeling, and reproducible workflows using Python tooling.
The ideal hire will demonstrate independence, a track record of walk-forward validation, and comfort with complex market dynamics, including derivatives exposure. This is a permanent, full-time UK position.
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This is a great opportunity to take on the Quant & Strategy Developer - Backtest-Driven role at Xavvy Limited.
We aim to respond to suitable candidates as soon as possible.
Full responsibilities and requirements are described in the listing above.
Learn more about the Quant & Strategy Developer - Backtest-Driven role in the description above.
We appreciate your interest in this position.
Join Xavvy Limited and contribute to our ongoing work.