Quantitative Researcher

Responsibilities

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• 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

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Technical Requirements

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• At least a graduate degree in a technical field
• Eagerness to learn about financial markets and ways to predict the performance of businesses and their stock prices
• 5+ years of experience analyzing large amounts of data using Python or R
• Extensive experience training and implementing models with Scikit-learn, Pytorch and/or Tensorflow
• Understanding of linear algebra, time series analysis, data mining, numerical methods, and statistical tools, including PCA and regression
• A track record of demonstrated dedication and perseverance in solving complex problems
• Excellent English, both spoken and written

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Soft skills requirements

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• Excellent communication skills, both written and oral
• Self-awareness, intellectual curiosity, and a team-player mentality
• Self-starter, enthusiastic and positive thinker

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Nice to Have

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• Degree(s) in a technical or quantitative discipline, like statistics, mathematics, physics, electrical engineering, or computer science
• Exposure to packages such as pandas, NumPy, statsmodels, sklearn, scipy, matplotlib, and TensorFlow. C++ experience is an advantage
• Exposure to the Agile approach and methodology
• 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

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Company Culture

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• Meritocratic, Ego-free, highly driven team environment
• Perpetual personal and academic development – top-notch Wall St and technology research library of materials (courses, books, research papers, webcasts, etc.)
• Challenging problems and innovative problems to solve every day
• Opportunity to innovate and explore research projects of personal interest, while making a meaningful impact on the business

Benefits & Work Conditions

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• Work hours: usually 8 am – 6 pm Sofia time, 100% in the office. Off days on some US (New York Stock Exchange) holidays, (not Bulgarian holidays)
• 28 days of paid time off (includes 6 sick days)
• Multiple parking and garage spots in the office building
• Unlimited high-quality espresso and coffee in the office
• Lunch is provided in the office on Mondays and Fridays
• Healthy snacks and beverages in the office
• Free fitness/gym subscription
• Subsidy towards additional health insurance
• Team building events
• Modern office with a pleasant environment, high-tech equipment, and a great location – 180-degree city and mountain views from the top floor
• Office kitchen (microwave, fridge, espresso machine, etc.) and 2 bathrooms
• Referral program for bringing in new talent

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We are proud to be an equal-opportunity workplace. We do not discriminate based on race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.

28 days of paid time off (includes 6 sick days)
Multiple parking and garage spots in the office building
Unlimited high-quality espresso and coffee in the office
Lunch is provided in the office on Mondays and Fridays
Healthy snacks and beverages in the office
Free fitness/gym subscription
Subsidy towards additional health insurance
Team building events
Modern office with a pleasant environment, high-tech equipment, and a great location – 180-degree city and mountain views from the top floor
Office kitchen (microwave, fridge, espresso machine, etc.) and 2 bathrooms
Referral program for bringing in new talent