Backtesting Jobs

LSEG is hiring a Junior Research Integration Specialist to bridge quantitative research and engineering by building tools, automations, and processes that operationalize research insights.

BHFT seeks a Quantitative Researcher to research, prototype, and optimize CME futures and market-making strategies using L2/L3 data, statistical modeling, and efficient research code.

Token Metrics is looking for a Crypto Quantitative Analyst Intern to help design and back-test algorithmic cryptocurrency trading strategies using Python and large datasets.

CIBC seeks an experienced quantitative analyst to implement and support index strategies, working closely with trading and structuring teams to ensure accurate replication, risk management, and timely client responses.

An experienced quantitative researcher is needed to develop volatility pricing and analytics tooling, research volatility signals, and implement trading strategies for a growing volatility team at Trexquant.

Poesis is hiring a Founding Quant Engineer in San Francisco to implement research into production-ready models, data pipelines, and backtests for a daily-frequency ML hedge fund.

Poesis is seeking a founding Machine Learning Engineer in San Francisco to design and deploy end-to-end ML systems that generate daily trading signals for an AI-driven hedge fund.

OSAM (Franklin Templeton) is hiring a Quantitative Research Analyst to drive optimization, tax-aware portfolio construction, and factor research using C#, Python, SQL, and quantitative methods.

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Lead a cross-functional data science team to build robust user-risk measurement, rare-event estimation, and quantitative forecasting that guide safety and product strategy at OpenAI.

Work on the ETF Fixed Income team to design, build and manage quantitative trading strategies using kdb/q and Python at a leading electronic market maker.

Work remotely as a C++ Software Engineer building ultra-low-latency trading systems and infrastructure alongside traders and quantitative teams.