ГородМосква
НаправлениеАнализ данных
Дата публикации30.12.2022
Quantitative Developer for Alternative Data Team
We are seeking a Quantitative Developer with mathematical background, strong programming skills (Python) and understanding of ML/DL algorithms who will be responsible for building
trading strategies in fixed income and equities Markets.
trading strategies in fixed income and equities Markets.
Our Tech stack:
- Python (pandas, scipy, torch, tensorflow… + specific quantitative libraries (QuantLib…));
- PostgreSQL, Greenplum, ClickHouse + Airflow + RabbitMQ / Kafka;
- Gitlab CI/CD, Docker, Kubernetes.
Responsibilities:
- Find and check new hypothesis based on market data and trends in finance area with the purpose to improve current models and create new ones;
- Analyse and back test developed strategies;
- Provide strategy performance analysis;
- Apply machine learning (DL, RL…) algorithms for trading strategies. Construct complex reproducible ML pipelines (based on KubeFlow);
- Work closely with Research and DevOps teams.
Requirements:
- 2+ years’ experience as a Quantitative Researcher / Data scientist on financial markets;
- BSc, MSc or PhD in computer science, mathematics, statistics, physics, economics or finance;
- Excellent knowledge of Python and proficiency in pandas, scipy, pytorch;
- Very good knowledge of SQL;
- Knowledge of Git;
- Experience in Docker, Kubernetes;
- Excellent background in Statistics/Probability Theory. Experience in building advanced statistical/probability models;
- Financial knowledge (asset pricing, financial econometrics, derivatives, market microstructure). Deep understanding of fin. instruments including but not limited to bonds, FX/IR swaps and their pricing;
- Machine learning: experience in robust ML/DL models implementation;
- Understanding of algorithms and data structures.
What we offer:
- Possibility to work remotely;
- Low formalism/ bureaucracy corporate culture;
- Opportunity to drive projects with direct PnL impact;
- Excellent social package.
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