Senior Research Engineer - Backtesting & Tick Data

NJF Global Holdings Ltd; New York (NY); On-site; USD 180,000 - 250,000; Full time

Job summary

NJF Global Holdings Ltd in New York seeks a senior engineer blending quant and development skills to shape the research stack. You’ll implement backtesting, tick-data pipelines and fast testing, accelerating model ideas toward live trading.

Expect to co-design features, optimize performance, and collaborate with researchers and engineers to scale workloads across cores or clusters, with futures tick data expertise highly valued.

Qualifications

• Senior engineer with 4+ years buy-side experience and emphasis on fast Python.
• Strong knowledge of NumPy and Pandas for tick data processing.
• Experience with vectorisation, Numba, and optional C++ integration.
• Ability to test models and challenge researchers’ approaches.

Responsibilities

• Build and maintain backtesting environment for tick data.
• Design data pipelines for clean, aligned futures tick data.
• Enable fast hypothesis sweeps and multi-year tests.
• Develop shared libraries for features, testing and plotting.

Skills

Python

NumPy

Pandas

Numba

Parallel computing

Dask

Ray

Performance profiling

Backtesting

Futures tick data

Data pipelines

Parquet

Kdb+

Statistics

OLS

Hypothesis testing

Sharpe ratio

Regression

PCA

Gradient boosting

C++ integration

pybind11

Cython

CPython C API

Tools

pybind11

Cython

CPython C API

Job description

NJF Global Holdings Ltd in New York seeks a senior engineer blending quant and development skills to shape the research stack. You’ll implement backtesting, tick-data pipelines and fast testing, accelerating model ideas toward live trading.

Expect to co-design features, optimize performance, and collaborate with researchers and engineers to scale workloads across cores or clusters, with futures tick data expertise highly valued.