Work format: remote within Russia (+/- 2 hours from MSK) Company: Centicore Salary: 350,000 rubles Grade: Senior

The team expects you to have:

• Experience in developing quantitative financial systems (backtest engines, trading systems, risk models) for 3+ years; Python (numpy/pandas).
• Knowledge of typical historical testing pitfalls: lookahead bias, overfitting, survivorship bias, multiple testing — and statistical methods to mitigate them.
• Understanding of exchange trading mechanics: commissions, slippage, lots, margin requirements.
• Testing culture: full reproducibility of calculations.

Will be a plus:

• Experience with Moscow Exchange data;
• Own algorithmic trading experience;
• Knowledge of backtesting libraries (backtesting.py, vectorbt, LEAN) and their limitations;
• Familiarity with the works of López de Prado.

What you will do:

• Historical strategy testing engine (backtest): trade execution model, honest accounting of commissions and slippage, lots, trading calendar, corporate actions.
• Statistical strategy validation: overfitting control (walk-forward, Monte Carlo, multiple testing adjustments), stress tests on crisis periods, comparison with simple baseline strategies.
• Guarantee that the robot behaves the same in live trading as in historical testing (in collaboration with a platform engineer).
• Together with QA — develop tests for calculation correctness with manually calculated benchmarks.
• Review all financial logic generated by AI agents.

Send your resumes in PDF in Russian to @o_zayarnaya