Quantitative Researcher (Fintech)

Location: Limassol, Cyprus. The role is on-site initially and follows a hybrid schedule after two months: three days from the office and two days from home, Monday to Friday, 09:00–17:00.

Company

hirify.global operates a technology-driven trading and financial services business across global markets including FX, metals, indices, commodities, and crypto.

What you will do

• Design and calibrate reference prices using multiple liquidity sources, including source weighting, stale and outlier handling, tick-time alignment, and depth aggregation.
• Build dynamic spread, mark-up, and price-adjustment models responding to volatility, liquidity, inventory, and order flow.
• Research short-horizon predictive signals and quantify their value through spread capture and hedge costs.
• Extend pricing methods across FX, metals, indices, commodities, and crypto while accounting for differences in market microstructure.
• Backtest, simulate, validate in shadow mode, and analyse model degradation and potential counterparty exploitation.
• Take models into production with developers, own the mathematics in the live system, monitor performance, and retire ineffective models.

Requirements

• Bachelor’s degree or higher in computer science, software engineering, or a related engineering discipline, or equivalent experience building and operating production data systems.
• At least five years of experience owning a production trading data platform at a broker, proprietary trading firm, market maker, trading-technology vendor, exchange-adjacent business, or similar organisation.
• Experience pricing electronically in an eFX desk, market maker, proprietary or high-frequency trading firm, hedge fund, or brokerage quoting engine.
• Deep knowledge of market microstructure, adverse selection, markouts, latency, last look, inventory management, session structure, and liquidity regimes.
• Strong applied statistics and time-series modelling skills on high-frequency data, with judgement to identify overfitting.
• Fluent research Python, experience with large tick datasets and SQL on columnar stores, and the ability to take research from hypothesis through production.

Nice to have

• Experience with C++, Rust, or other high-performance production technologies.
• Experience optimising and simulating quoting under inventory and risk constraints.
• Knowledge of retail CFD and FX broker economics, including spreads, hedging, liquidity providers, and retail flow patterns.
• Experience with MT4, MT5, cTrader, liquidity bridges, or aggregators such as oneZero.

Culture & Benefits

• 22 days of annual leave and 12 paid sick days.
• Full medical insurance, group savings, and life insurance after six months.
• Paid overtime, learning and development budgets, and career growth opportunities.
• Daily lunch buffet, stocked kitchen, gym facilities, organised sports, and spa treatments.
• Team events, team-building activities, a relaxed Friday social gathering, and an employee discount platform.

Hiring process

• Short, technical interview process focused on reasoning through a pricing problem using data.
• Candidates discuss their previous work and explain the mechanisms behind their models.