We are looking for an experienced Stock Market Backtesting & Quantitative Analysis Expert to help us design, implement, and validate trading strategies using historical market data.
The role involves creating reliable backtesting frameworks, analyzing strategy performance, and providing actionable insights to improve trading logic.
Key Responsibilities
Develop and run backtests for stock and index trading strategies
Implement strategies based on indicators (EMA, SMA, RSI, VWAP, MACD, etc.)
Handle historical data ingestion, cleaning, and normalization
Calculate performance metrics:
CAGR
Max Drawdown
Sharpe / Sortino Ratio
Win rate, expectancy
Identify overfitting and suggest improvements
Optimize parameters and risk management rules
Provide clear reports and visualizations of results
Required Skills
Strong experience with Python
Hands-on knowledge of backtesting frameworks (Backtrader, Zipline, custom frameworks, etc.)
Experience with Pandas, NumPy, Matplotlib
Understanding of stock market mechanics
Knowledge of risk management & position sizing
Ability to explain results clearly (charts + summaries)
Nice to Have
Experience with US or Indian markets
Options or futures backtesting experience
Live trading or paper trading exposure
Experience integrating with broker APIs (optional)
Apply Now
Apply Now