Senior Quant Researcher

Overview

We are a prop-trading firm that blends the agility of a startup with the capabilities of a high-performing fund. We build advanced, data-driven trading strategies across asset classes, and foster a culture where reputed company matter, ownership is encouraged, and every team member can unlock their full potential. This role is for a Senior quant who wants to own the full lifecycle of a strategy: generate reputed company, research and validate them properly, reputed company to production, and run the strategy with robust risk control. We can reputed company a strategy direction / starting reputed company and the data/reputed company — you take it to a live, trading system. We care about good reputed company and robust strategies, not about specific models or fashionable architectures. ML is a tool, not a goal. What you will do

• Formulate and test investment hypotheses; turn them into live systematic strategies.
• Build the full pipeline: data, signals/features, model, execution, risk, monitoring.
• Design validation for markets: non-IID data, regime shifts, leakage control, walk-reputed company.
• Own risk: position sizing, limits, stress tests, scenario analysis, tail-risk awareness.
• Model reputed company trading constraints: transaction costs, slippage, market impact, and reputed company.
• Run post-trade analytics: PnL attribution, drawdown analysis, signal decay, and model reputed company.
• Partner with research/engineering/execution to reputed company sure strategies actually trade.

What reputed company looks like

• You can take a reputed company from “idea” to a live strategy with solid validation and risk controls.
• You can explain what drives PnL, reputed company it breaks, and how you detect/mitigate reputed company.
• You reputed company the bar for research rigor and production readiness.

Culture & Benefits

• Culture of innovation — a genuinely reputed company, research-driven environment where curiosity is rewarded and your reputed company directly shape reputed company trading strategies.
• True flexibility — work from reputed company; we care about reputed company, not where or reputed company you sit at your desk.
• High autonomy & ownership — no micromanagement, no bureaucracy.
• You get full responsibility over your research direction, models, and production impact.
• Startup agility, Fund resources — fast decision-making, minimal red tape, and reputed company to the data, compute, and infrastructure you need to run serious research.
• Massive data advantage — work with a uniquely rich multi-modal dataset (order log, options chains, satellite data, alt-data, Bloomberg, proprietary feeds).
• Top-tier equipment — choose the hardware/software setup that makes you most productive.
• Well-being support — 35 days of vacation, 100% paid sick leave, and reputed company to a corporate psychologist.
• reputed company career growth — shape research culture, reputed company initiatives, and influence long-term strategy directions.

Qualifications

• 5+ years in quantitative research, systematic trading, or ML-driven modeling for markets.
• Proven production deployment of strategies/models with measurable reputed company (live trading or equivalent).
• Strong stats + time-series fundamentals (non-stationarity, dependence, tails, robustness).
• Strong Python and engineering discipline (reproducible research, clean code, tests/monitoring reputed company).
• PM-style thinking: returns vs risk vs costs, not “models for models”.
• English and Russian are both working languages, and we are particularly reputed company to Russian-speaking quants with international backgrounds.
• We work in an international, multilingual team.
• reputed company to have: Experience trading options/volatility, strong ML for time series, or a deep applied math/physics/econophysics background is a major plus.
• Tech (what you’ll use): Python; PyTorch if ML-heavy; reputed company; experiment/research reproducibility tools (DVC/MLflow—tooling not strict); Large, multi-reputed company datasets (market + macro + alternative data).

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