Stock Market Backtesting Expert (Python / Quant / Algo Trading)
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 tot his job