Перенесена в архив: Quantitative analyst
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О вакансии
A newly established cryptohedge fund operating globally is looking for Quantitative analyst. Fund's trading strategies are mainly cryptoderivative-related with minor allocation to direct long/short transactions with the underlying assets.
What you will do:
As a senior technologist and trading expert you will:
- Integrate off-the-shelf trading and risk management systems with multiple crypto and crypto-derivative exchanges (mostly via API).
- Optimize exchange order execution for fees/volumes/bid-ask spread/etc.
- Collect feature requirements and change requests from head traders and strategy quants and implement the changes in the off-the-shelf trading and risk management systems. If necessary, build proprietary software with a support of developer team.
- Develop and implement trading algorithms/strategies:
- Volatility trading algorithms
- Options implied volatility arbitrage strategies
- Develop and improve upon mathematical models and translate algorithms into code
- Work on/with:
- Exchange API, FIX
- Scraping techniques
- Manage software development lifecycle.
- Manage software testing, ideally implement and maintain automated test suite.
- Support and manage production environment.
Requirements:
- 5+ years of experience as a quant.
- Exhibit understanding of the Trading Domain and ability to grasp concepts and maintain a dialog with Traders, Quants and developers.
- Excellent knowledge of Excel, including VBA.
- Experience working with major risk management and trading systems.
- Ideally, experience of proprietary trading and risk management platform development.
- Know some scripting programming languages, preferably Python.
- Knowledge of network protocols.
- Experience using version control systems, preferably git.
Benefits:
- Very competitive salary in $.
- Health & dental insurance.
- Comfortable office with good local infrastructure, 1 minute walk from Rimskaya subway station.
- Best hardware & tools money can buy (top Apple stuff, big displays, height-adjustable standing/sitting desks, any accessories).
- Interesting stuff to work on and anything for professional growth (language courses, books, conferences).
- Business trips to New York.
- Eventually - option for relocation to US.
- Flexible working hours.
- Happy Hour Thursdays - food/drinks, board games, roomscale VR with HTC Vive, e.t.c.
Send your CV on hr@digitalhr.ru
