About the Role
A leading proprietary algorithmic trading firm is seeking a Backtesting Quant Researcher / Developer Lead to join its systematic mid‑frequency trading team.
The firm trades systematically across major global exchanges and a broad range of asset classes, including equities, equity derivatives, options, commodity futures, and rates. Its strategy stack is focused on mid‑frequency trading approaches supported by robust research and technology.
The organization is highly technology‑driven, with 200+ professionals distributed globally across the United States, UAE, and Hong Kong. While maintaining physical office locations, the firm operates as a fully remote business, offering a flexible and collaborative working environment.
This role offers ownership of backtesting methodology, simulation realism, and statistical rigor, working closely with quantitative researchers and PMs to ensure research translates effectively into live, production trading. It is well sui...
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