Quantitative Data Scientist

Job Description

We are a next-generation hedge fund that combines the agility of a startup with the resources of a high-performing fund. Our team is focused on developing cutting-edge strategies. Working with us is not just about advancing technology—it’s about being part of a team where ideas are valued, professional growth is encouraged, and every member has the opportunity to unlock their full potential.

What You’ll Be Doing:

• Enhance medium-frequency trading (MFT) strategies using machine learning approaches.
• Collaborate closely with the Chief Research Officer, quantitative researchers, and engineers to optimize algorithmic trading models.
• Contribute to the development of scalable, modern trading systems.

Requirements

• 5+ years of research or applied ML experience, preferably in financial or quantitative domains.
• Familiarity with financial datasets (time series, tick data) and the challenges associated with them.
• Advanced proficiency in Python within a Linux environment.
• Strong expertise in Machine Learning and mathematics.
• Ability to work independently and thrive in a collaborative team environment.

Preferred Qualifications:

• Experience designing ETL systems.
• Previous experience as a technical lead.
• Ability to effectively communicate technical concepts to both technical and non-technical audiences.
• Master’s or Ph.D. in a quantitative field (Physics, Mathematics, Computer Science, or a related discipline).

Benefits

• Culture of Innovation: An open, dynamic, and inclusive environment where your ideas matter.
• Flexibility & Impact: Enjoy the freedom of a startup with the backing of a well-resourced fund.
• High Impact: Work directly on projects that shape strategies and drive the fund’s success.
• 35 Days of Vacation – Plenty of time to rest and recharge.
• 100% Paid Sick Leave – Recover without financial worries.
• Top-Tier Equipment – Choose the tools that suit you best (within budget).
• Corporate Psychologist – Mental health support when you need it.