Senior Quantitative and R&D Analyst

Responsibilities

• Development of new alpha generation strategies.
• Back testing.
• Assistance in launching selected models into production.
• Development of diagnostic tools for monitoring real trading and comparing real trading with back testing results.

Expectations

• Graduate degree in Math, Physics, or Engineering from one of the following schools: Moscow State University (MSU), Moscow Institute of Physics and Technology (МIPT), or similar.
• Previous work experience in the industry of more than 3 years.
• Self-motivated and highly productive who can be both a team player and an independent project developer.
• Work remotely by effectively managing his time resources.
• Programming languages: C++, Python.
• Good knowledge of areas like Numerical Methods, Linear Algebra, ML methods, Theory of Optimization, Data Structures and Algorithms.

It will be a plus:

• MATLAB.
• Previous experience working in the hedge fund industry.
• Good English writing and verbal communication skills are desirable.