7 дней назад
Quantitative Analyst (Fintech)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Analyst (Fintech): Designing, backtesting, and optimizing mathematical models for pricing engines, automated market making, risk management, and liquidation mechanics with an accent on financial mathematics, market microstructure, and high-frequency trading data. Focus on validating model safety before production, specifying algorithms for backend engineering teams, and investigating performance gaps after market incidents.
Location: Europe; remote work is available
Company
operates a high-frequency trading environment and develops trading, pricing, and risk technology.
What you will do
- Research, design, and prototype quantitative models for pricing, risk management, and automated market making.
- Build and maintain backtesting frameworks to validate model performance and safety before production deployment.
- Write mathematical and algorithmic specifications for backend engineers working on Trading Core squads.
- Collaborate with R&D, Trading Operations, Core Product Managers, and engineering teams.
- Conduct post-incident deep dives after market gaps or liquidations and optimize algorithm performance.
Requirements
- 3+ years of experience as a Quantitative Analyst or Quantitative Researcher in fintech.
- Advanced knowledge of probability theory, stochastic calculus, time-series analysis, and financial mathematics.
- Advanced Python proficiency, including NumPy, Pandas, SciPy, scikit-learn, and Statsmodels, for modeling and backtesting.
- Experience with machine learning, SQL, and large-scale historical market data such as tick data and order logs.
- Understanding of market microstructure, order book dynamics, VaR, Expected Shortfall, margin, and liquidation mechanisms.
- Strong logical thinking, initiative, communication skills, and a degree in a quantitative field; an MSc or PhD is preferred.
Nice to have
- Experience in CFD, crypto CEX, proprietary trading, or hedge fund environments.
- Knowledge of asset pricing models, including Black-Scholes, local volatility models, and Greeks management.
- Knowledge of MetaTrader 4 or MetaTrader 5.
- Experience with AI tools such as Claude, Copilot, or Codex.
Culture & Benefits
- 20 paid vacation days and 10 paid sick leave days per year.
- Paid public holidays according to the approved company holiday list.
- Medical insurance.
- Remote work opportunity.
- Professional education, language learning, and wellness budgets.
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