Quant & Strategy Developer - Backtest-Driven

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.