The person who would have questioned a sector-benchmark number before it shipped, not after. Owns backtesting rigor and stops strategies from being extended to a new market on vibes. Priority 2 hire - permanent full-time.
What We're Looking For
Must have: Time-series stats - volatility modeling (GARCH-family), understands stop-distance derivations. Backtesting discipline: walk-forward validation, allergic to curve-fitting. Pandas/numpy fluency, comfortable with real market-data quirks.Strong plus: Options/derivatives pricing exposure (F&O strategy work). Has independently replicated someone else's backtest and found it did not hold.
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This is a strong position to take on the Quant / Strategy Developer role at Xavvy Limited.
Full responsibilities and requirements are described in the listing above.
Learn more about the Quant / Strategy Developer role in the description above.
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