Job Details

Quantitative Researcher at an international investment fund in Moscow. Focuses on analyzing and improving arbitrage strategies. Offers a competitive salary and official employment.

We are an international investment fund operating on the world's largest institutional exchanges. We manage client funds solely for the purpose of increasing them. We are looking for a researcher to help reduce and improve the execution of arbitrage strategies. What you will do: ▪️ Analyze current strategies and execution costs (slippage, spreads) ▪️ Formulate and prioritize hypotheses for improving profitability and justify them with data ▪️ Conduct backtests and evaluate results Develop lightweight trading modules for hypothesis testing and risk management ▪️ Propose risk management methods when implementing new approaches ▪️ Formulate tasks for the production system, coordinate implementation and clarify details ▪️ Analyze and improve already implemented algorithms, iteratively increasing their efficiency

What we expect from you: ▪️ Excellent knowledge of statistics and probability theory ▪️ Strong foundation in numerical methods: linear equations, interpolation, optimization, differential equations ▪️ Ability to formulate testable hypotheses and objectively assess the applicability of models and approaches ▪️ Proficient level of Python and SQL (ClickHouse and other DBMS) ▪️ Basic understanding of C/C++/C#/Java ▪️ Experience in arbitrage trading or trading analysis ▪️ English language proficiency sufficient for working with technical documentation and English-language resources

Moscow (hybrid work format) Official employment P.S. I promise to name the salary range immediately if there is mutual interest!