Quantitative Researcher

📍Moscow (hybrid work format) 📄Official employment

💻Quantitative Researcher

We are an international investment fund operating on the world's largest institutional exchanges. We manage client funds solely for the purpose of growing them.

We are looking for a researcher to help reduce and improve the execution of arbitrage strategies.

What you will be doing:

▪️Analyze current strategies and execution costs (slippage, spreads) ▪️Formulate and prioritize hypotheses for improving profitability and substantiate them with data ▪️Conduct back-tests and evaluate the results Develop lightweight trading modules for hypothesis testing and risk management ▪️Propose risk management methods when implementing new approaches ▪️Formulate tasks for the production system, coordinate implementation, and clarify details ▪️Analyze and improve already implemented algorithms, iteratively increasing their efficiency

What we expect from you:

▪️Excellent knowledge of statistics and probability theory ▪️Strong foundation in numerical methods: linear equations, interpolation, optimization, differential equations ▪️Ability to formulate testable hypotheses and objectively evaluate the applicability of models and approaches ▪️Proficient level of Python and SQL (ClickHouse and other DBMS) ▪️Basic understanding of C/C++/C#/Java ▪️Experience in arbitrage trading or trading analysis ▪️English language proficiency sufficient for working with technical documentation and English-language resources

P.S. I promise to immediately state the salary range in case of mutual interest!

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**Contacts: **recruiter contact