Quantitative Analyst
Lemesos Mid-level Data Science
At a glance
Mid-level Data Science role at Àlber Blanc Capital. Lemesos.
Pay not stated Data Science salary
RoleData Science
SeniorityMid-level
LocationLemesos
PostedAug 24, 2024 · 2y ago
Role brief
dataroles summary, based on the employer's posting.
What you'll do
- Research alpha and execution, then improve trading models based on how strategies perform
- Build and calibrate backtests that trading teams can use to evaluate strategies
- Create quantitative tools and libraries for developing trading strategies
- Turn mathematical models into C++ code and deploy new models and signals in live trading on Linux
- Refine trading algorithms and keep current with technical methods, computing tools and academic research
What you bring
- An advanced degree in mathematics, physics, computer science or another listed field, plus relevant quantitative finance experience
- Strong probability and statistics skills, including experimental design, predictive modeling, optimization and inference
- Experience translating mathematical algorithms into code using C++, Python, Linux or another listed tool
- A record of quantitative achievement, such as competition or academic work
Who this fits
This role suits a quantitative analyst who can combine rigorous research with implementation for live trading. You’ll work as part of a quant team and need to handle multiple tasks in a fast-paced setting.
From the employer
We are primarily looking for a skilled Quantitative Analyst who has experience with algorithmic trading strategies, understands how to tweak the algorithms and research how the strategies perform etc.
We will trust you:
- Apply a rigorous scientific method, advanced mathematical and statistical methods to develop sophisticated trading model
- Perform alpha research, execution research and models performance optimization as part of Quant team
- Develop, augment and calibrate back test simulations for trading teams to useDevelop quantitative tools and libraries to aid the strategy development process
- Build and continuously improve upon mathematical models, translate algorithms into code (С++) and implement new trading models and signals in live trading environment (Linux)
- Stay up to date with state-of-the-art technologies and tools including technical libraries, computing environments and academic research
We are looking for:
- Advanced Degree from top-tier university (i.e. Mathematics, Physics, Computer Science, etc.) as well as similar experience in the field of Quantitative Finance
- Excellent knowledge of probability and statistics, including experimental design, predictive modeling, optimization and inference
- Solid understanding of fundamentals, workflows and how to deal with large data sets for analytical approach and quantitative methods
- Strong analytical skills and experience with distributed computing and translating mathematical models and algorithms into code (C++, Python, Linux, MapReduce)
- Highly proficient in Math, algorithms and personal achievements in any quantitative field or competition (Codeforces, olympiads, academic competitions, etc.)
- Strong interpersonal skills, ability to manage multiple tasks and thrive in a fast-paced team environment
What we offer:
- Good salary and great bonuses which depend on your results
- Impact the business/p&l directly
- Opportunity to collaborate directly with the foundersWork for a fast growing company with low staff turnover
- Become part of a team of the most talented developers, traders, and quants from top-tech universities (Olympiad winners)