We are a prop-trading company that combines the agility of a startup with the resources of a high-performing fund. Our team is focused on developing cutting-edge strategies, and working with us means not just advancing technology, but also being part of a team where ideas are valued, professional growth is encouraged, and every member has the opportunity to unlock their full potential. We are seeking a specialist with proven experience in Quantitative Research. What You'll Be Doing:
Developing and testing investment hypotheses within the constraints of risk managementBuilding models for evaluation, decomposition, and forecasting of returns and risks across various asset classes (equities, rates, credit, commodities)Enhancing existing factor models and designing new alpha-beta / gamma-vega strategiesParticipating in portfolio optimization processes, taking into account transaction costs, position constraints, and regulatory requirementsPerforming attribution analysis, stress testing, performance decomposition, and preparing reports for the Investment CommitteeCollaborating with the execution team to deploy models into production, including monitoring and managing model deviationsRequirementsExperience:
3-7 years of experience at multi-asset hedge funds, asset management firms, or in quantitative research at investment banksProven track record of implementing live trading strategies with a long-term Sharpe ratio > 1. 5Hands-on experience working with execution constraints, market impact models, and transaction cost modelingParticipation in institutional investment processes (e. g. investment committee meetings, risk management, compliance)Skills & Education: Deep knowledge of statistics and probability theory, including copulas, regime-switching models, etcExperience building risk models (e. g. factor models, volatility forecasting, CVaR)Strong expertise in the alpha research pipeline — from idea generation to production deploymentProficient in Python (Pandas, NumPy, SciPy, etc.
); C++ or Rust is a strong plusUnderstanding of portfolio optimization with both linear and nonlinear constraintsExperience working with alternative data in a structured due diligence frameworkMaster's or PhD in a quantitative field (Physics, Mathematics, Computer Science, or related disciplines)Languages: Russian, EnglishNice to have: Understanding of options pricing models, hedgingExperience with machine learning, deep learning, or reinforcement learning (ML/DL/RL) techniquesStrong communication skills, with the ability to explain complex technical ideas to both technical and non-technical stakeholdersBenefits 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
Customize your resume to highlight skills and experiences relevant to this specific position.
Learn about the company's mission, values, products, and recent news before your interview.
Ensure your LinkedIn profile is complete, professional, and matches your resume information.
Prepare thoughtful questions to ask about team dynamics, growth opportunities, and company culture.
