Work Format:** Remote within Russia (+/- 2 hours from Moscow) Company: Centicore Salary: 350,000 rubles Grade: Senior

The team expects you to have:

• 3+ years of experience developing quantitative financial systems (backtest engines, trading systems, risk models); Python (numpy/pandas).
• Knowledge of typical pitfalls in historical testing: look-ahead bias, overfitting, survivorship bias, multiple testing — and statistical methods to protect against 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;
• Personal algorithmic trading experience;
• Knowledge of backtesting libraries (Backtrader, vectorbt, LEAN) and their limitations;
• Familiarity with López de Prado's works.

Your responsibilities will include:

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

CONTACTS

https://t.me/o_zayarnaya