blockroutelabs
Backtesting / Simulation Engineer
About the role
You own the frameworks that prove (or disprove) strategies before deployment realistic fees, slippage, latency, and out-of-sample validation included.
Responsibilities
Develop high-fidelity backtesting with tick data and order-book replay
Implement walk-forward optimization, Monte Carlo, and performance attribution
Build reproducible pipelines versioned datasets, clear APIs, documented assumptions
Surface lookahead bias, survivorship bias, and overfitting risks early
Requirements
Production experience with simulation systems used for go-live decisions
Strong software engineering habits and data pipeline design
Python required; C++ experience a plus for performance-critical paths
Additional Information
- Url
- https://www.postjobfree.com/job/cscwz0/backtesting-simulation-kingston-ny?utm_source=localwork&utm_medium=organic&utm_campaign=localworkUS
- City
- Kingston
- State
- NY
- Country
- US