Quantitative Analyst
- Джерело:
- djinni.co
Що робити
- Research, design, and prototype quantitative models for pricing, risk management, and market making
- Build and maintain robust backtesting frameworks to validate the performance and safety of models before production deployment
- Write clear, comprehensive mathematical and algorithmic specifications for Backend Engineers (Trading Core squads)
- Cross functional with the R&D and Trading Ops teams
- Conduct post-incident deep dives (e.g., after major market gaps or liquidations) to identify algorithm performance gaps and optimize them
Що очікуємо
- 3+ years of experience as a Quantitative Analyst / Researcher in fintech
- Exceptional knowledge of probability theory, stochastic calculus, time-series analysis, and financial mathematics
- Advanced proficiency in Python (NumPy, Pandas, SciPy, SK-Learn, Statsmodels) for data analysis, modeling, and backtesting
- Experience with Machine Learning
- Deep understanding of market microstructure, order book dynamics, risk metrics (VaR, Expected Shortfall), and margin/liquidation mechanisms
Що пропонуємо
- 20 paid vacation days per year
- 10 paid sick leave days per year
- Public holidays as per the company’s approved Public holiday list
- Medical insurance
- Opportunity to work remotely
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