Quant Data Engineer

Responsibilities: 

BACKTEST

• Backtesting of trading models developed by the Quant Research team. 

• Ensuring backtest code is bug-free, well-structured and clean with comments.

• Analysing these backtest results and generating reports containing statistical metrics & plots.

FORWARD TEST

• Running the backtested code in a forward-testing virtual environment.

• Comparing and documenting virtual environment forward test results with actual forward-tested data from the market.

AUTOMATION

• Automation of successful trading models in trading accounts through broker API.

Requirements:

• Excellent academic background in a quantitative field (Comp Science, Maths, Stats, Data Science, Engineering, Financial Engineering, etc.)

• 3+ years of Experience in data engineering/analytics.

• Proficiency in programming languages such as Python, R, and SQL is essential.

• Intermediate to an expert programmer in Python packages like  NumPy, Pandas, Matplotlib, SciKit and similar packages.

• Exceptional analytical and problem-solving skills

• Excellent communication skills.

• This is a full-time on-site opportunity. We do have flexible timing and WFH options.

Why should you join marketfeed?

• You will directly impact user’s life and help them make money from the stock market.

• You get to learn trading from experts for free, developing a life skill for passive income.