Москва
Scope of work
- Design, test and implement trading algorithms that capitalize on market inefficiencies
- Research large datasets to uncover trading opportunities
- Use statistical and machine learning techniques to inform and enhance trading strategies
- Help colleagues to develop, augment and calibrate exchange simulatorCreate new research tools and contribute to existing libraries
- Work closely with developers, traders and other researchers to refine algorithms, improve system performance and deploy models in live trading environments
Desirable Candidates
- Bachelors, Masters or PhD degree in Mathematics, Statistics, Computer Science or equivalent STEM degree
- Excellent research, analytical and modeling skills
- Strong experience with Python
- Good experience with C++
- Experience with development in a Linux environment
- Experience with statistical analysis, numerical programming, machine learning
Bonus points
- Experience in quantitative trading
- Experience manipulating a large amount of data / tick data
- Experience dealing with machine learning models in production