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CENTICORE
Russia2 months ago
350,000 RUB
per month
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Grade
Senior
Experience
from 3 years
Work Format
Remote
Employment
Full-time
By country
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PYTHON DEVELOPER | REMOTE RUSSIA | CENTICORE
๐ข Company: CENTICORE ๐ฐ Salary: 350 000 โฝ ๐ Format: Remote within Russia (+/- 2 hours from MSK) ๐ Employment: Full-time
Tasks:
โข Development of a backtest engine: execution model, fair accounting of commissions and slippage, lots, trading calendar, and corporate actions. โข Statistical testing of strategies: control of overfitting (walk-forward, Monte Carlo, adjustments for multiple testing), stress tests, and comparison with baseline variants. โข Ensuring that the robot in live trading behaves the same way as in historical testing, in collaboration with the platform engineer. โข Together with QA โ a set of tests for calculation correctness with manually calculated benchmarks. โข Review of financial logic generated by AI agents.
Requirements:
โข Experience in developing quantitative financial systems (backtest engines, trading systems, risk models) for at least 3 years; Python (numpy/pandas). โข Knowledge of common pitfalls in historical testing: look-ahead bias, overfitting, survivorship bias, multiple testing โ and statistical methods to protect against them. โข Understanding of exchange trading mechanics: commissions, slippage, lots, margin requirements. โข Testing culture and full reproducibility of calculations.
Will be a plus:
โข Experience with Moscow Exchange data. โข Own algorithmic trading. โข Knowledge of backtesting libraries (vectorbt, LEAN) and their limitations. โข Familiarity with the works of Lรณpez de Prado.
Stack:
Python, numpy, pandas, vectorbt, LEAN
Conditions:
โข Grade: Senior. โข Salary: 350 000 โฝ. โข Remote work within Russia (+/- 2 hours from MSK). โข Send resumes in PDF in Russian.
