Quantitative Analyst (HFT)

We will trust you to

• Explore new trading ideas by analyzing market data, apply advanced mathematical and statistical methods to large data sets.
• Develop and continuously improve upon mathematical models and translate algorithms into code.
• Back test and implement trading models and signals in a live trading environment (С++).
• Do Alpha research, execution research and models performance optimization.
• Stay up to date with state-of-the-art technologies and tools including technical libraries, computing environments and academic research.

We are looking for

• Advanced degree in Mathematics, Statistics, Physics, or Computer Science as well as similar experience in the field of Quantitative Finance.
• Excellent knowledge of probability and statistics, including experimental design, predictive modeling, optimization and inference.
• Solid understanding of fundamentals, workflows and how to deal with large data sets for analytical approach and quantitative methods.
• Independent research experience, excellent analytical skills and strong attention to detail.
• Prior experience with distributed computing and translating mathematical models and algorithms into code (Linux, MapReduce, Python and C++).
• Ability to manage multiple tasks and thrive in a fast-paced team environment.

What we offer

• Become a part of a data-driven team of highly motivated and skilled engineers, architects, mathematicians that adheres to a scientific approach and retained the startup spirit.
• Cutting edge hardware and software in production (fast CPUs and network cards, latest versions of Linux and GCC, Conan for package management, latest Boost).
• A wide range of non-trivial tasks and opportunities for implementing your own ideas.
• Flexible workflow (lack of formalism and bureaucracy, no pressure and over-management).
• Competitive salary, social benefits and relocation support.
• Semi-annual bonuses comparable to your annual salary, calculated upon performance review.