Quantitative Analyst

You will

• Apply a rigorous scientific method, advanced mathematical and statistical methods to develop sophisticated trading models.
• Perform alpha research, execution research and models performance optimization as part of the Quant team.
• Explore new trading ideas by analyzing market data and market microstructure for insights.
• Build and continuously improve upon mathematical models and translate algorithms into code (С++).
• Develop, augment and calibrate back test simulations and implement trading models and signals in a live trading environment.
• 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 from top-tier university (i.e. Mathematics, Physics, Computer Science, etc.) 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.
• Strong analytical skills and experience with distributed computing and translating mathematical models and algorithms into code (C++/Python/Linux/MapReduce).
• Highly proficient in Math, algorithms and personal achievements in any quantitative field or competition (Codeforces, Math and Physics olympiads, academic competitions, etc.).
• Strong interpersonal skills, ability to manage multiple tasks and thrive in a fast-paced team environment.

What we offer

• Be 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.
• A wide range of non-trivial tasks and opportunities for implementing your own ideas.
• Flexible workflow (lack of formalism and bureaucracy, no excessive management).
• Cutting edge hardware and software in production (fast CPUs and network cards, latest versions of Linux and GCC, Conan for package management, latest Boost).
• Competitive salary, social benefits and relocation support.
• Semi-annual bonuses comparable to your annual salary (or even more) calculated upon performance review.