Quantitative Researcher and Developer

Responsibilities

• Initial focus is rapid development of vanilla options pricing/backtesting/trading tools/scripts/UI.
• Implementing backtesting research of trading strategies, including those from scientific papers.

Required skills and experience

• Master’s in mathematics, physics, and engineering.
• 3+ years of Python development experience in a trading/quant research/analytics environment, preferably in equity or crypto, within a bank, trading firm, fintech, or top company.
• Experience in supporting quant researchers to develop quant analytics and interfaces/UI in Python.
• At least 3 years of experience as a quantitative researcher, analyst, DS engineer, or strategist in trading companies, investment banks.
• Experience in writing scripts on Linux.
• Developed code for mathematical modeling.
• Excellent knowledge of mathematical analysis, linear algebra, and numerical analysis.
• Interest in trading.
• Machine learning using xgboost and sklearn.
• Readiness to start work as soon as possible (maximum 3 months).
• Visualization.
• Backtesting.

We offer

• Being a part of a modern international technology team, zero bureaucracy, legacy and technical debt.
• Great opportunities for professional growth and personal fulfillment: top team, cool atmosphere, participation in professional international conferences.
• Remote work from anywhere in the world, flexible schedule, help with relocation.
• A real wage, compensation for VMI, corporate sports and non-core training, help with relocation.
• Awesome corporate events.

Interviews will include questions on

• Mathematics.
• Numerical algorithms.
• Python programming test.
• Machine learning.

Questions for the candidate

• What is your current base salary per year and last bonus in USD?
• How many years of your work experience do you have with Python (Programming Language)?
• In what asset classes do you have more than 1 year of experience?
• When are you available to start?