Quantitative Developer for Alternative Data Team
ГородМосква
НаправлениеАнализ данных
Дата публикации30.12.2022
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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.

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.