Quant / Strategy Developer

Posted 11 days 12 hours ago by Xavvy Limited

Permanent
Full Time
Other
England, United Kingdom
Job Description

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.