Teams at Qompyl

Research, develop, validate, and backtest quantitative trading strategies, indicators, and signals. Analyze market relationships, performance, risk, and statistical robustness while accounting for biases, costs, slippage, and overfitting. Collaborate with product, engineering, data, trading teams, and users to translate quantitative concepts into intuitive no-code trading tools and requirements.

Lead backend design and development for a mobile-first strategy-building fintech: build scalable Python/FastAPI services, real-time APIs/WebSockets, integrate market data providers, optimize performance across large datasets and simulations, contribute front-end React/TypeScript work, maintain containerized deployments and CI/CD pipelines, and document and collaborate in an async-first team.