Senior Quantitative Researcher

Location: Sofia, Bulgaria

100% in the office

Business domain: fintech/hedge fund

Tech stack:  Python, Pytorch and/or Tensorflow, Scikit-learn

Our client is a quantitative hedge fund, using big data and machine learning to deliver returns to its investors through a machine-plus-man approach. The team is utilizing proprietary quality data sources, sound economic reasoning, machine learning signal generation, vast computational resources, and airtight portfolio risk management to drive performance.

What you’ll do:

• Research, design, develop and deploy advanced predictive machine learning models (hands-on)

• Develop and implement systematic trading strategies, based on the model predictions

• Read financial literature and academic papers in search of market inefficiencies and inspiration

• Form hypotheses in relation to market patterns and dependencies and test them rigorously

• Learn about financial markets and instruments and find ways to predict their future performance

• Think creatively, innovate and solve complex problems

Requirements:

• 5+ years of experience analyzing large amounts of data using Python

• Extensive experience with Pytorch and/or Tensorflow, Scikit-learn

• Understanding of linear algebra, time series analysis, data mining, numerical methods, and statistical tools, including PCA and regression

• Eagerness to learn about financial markets and ways to predict performance of businesses and their stock prices

• Excellent English, both spoken and written

• At least a graduate degree in a technical field

Would be a plus:

• Degree(s) in a technical or quantitative discipline, like statistics, mathematics, physics, electrical engineering, or computer science

• Experience or at least interest in machine learning techniques, time series analysis, and econometrics

• Experience in Deep Learning: DNN, CNN, RNN/LSTM, GAN, or other autoencoders

• KX / KDB+ / q experience

• Basic understanding of equity markets

If you are interested, please send your CV and we will get in touch to discuss your next career step.

Technology Talents Recruitment activities are based on a license № 3146 from 08.04.2021 issued by the Ministry of Labor and Social Politics in the Republic of Bulgaria.

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