Quantitative Researcher, Team Microstructure Futures

We are looking for a Quantitative Researcher to join our Microstructure Futures Team. The team is focused on in-depth understanding of the market microstructure to build sophisticated trading models for most liquid futures markets. 

Location
Yerevan, Armenia (Hybrid mode with 3 days in-office requirement)

Key Responsibilities

• Work on creating features based on market microstructure
• Build new and improve existing signals utilizing our extensive feature library
• Apply rigorous modeling techniques to explore a unique proprietary market dataset
• Work on other parts of the investment process such as risk and cost modeling  
• Managing all aspects of the research process, including methodology selection, prototyping, backtesting, and performance monitoring

• Written and Verbal English in full-working-proficiency level
• Physics, Mathematics, Computer Science, Engineering or other technical degree 
• Practical Knowledge of Python and Python libraries (NumPy, Pandas etc) 
• Proficiency with C++ or Java
• Math skills: statistics, linear algebra, optimization etc
• Detail-oriented approach
• Strong critical thinking skills with an analytical and creative approach to problem-solving.

• Competitive Programming Experience
• Market Making / prior HFT experience is a plus 
• Experience participating in international STEM Olympiads
• Production experience with C++ or Java

• On-site presence of experienced Quantitative Researchers and Portfolio Managers to learn from
• Build Strategies while becoming the best at what you do
• Professional guidance from an experienced mentor

• You LOVE solving technical and math problems!
• You love to code and play with data
• You know how to get people to listen to your ideas
• You are capable of understanding and improving legacy codebase
• You are willing to explore new articles and implement suitable ideas
• Difficult problems make you excited
• You are not afraid of unknown and love to learn
• You have A LOT of passion and drive

• Health insurance
• Flexible sick time policy
• Office Lunches