Quantitative Researcher, Intraday Futures

We are seeking an exceptional Quantitative Researcher to join our Global Intraday Futures Group in Yerevan. This team specializes in uncovering alphas through a deep understanding of market microstructure, leveraging cutting-edge mathematical techniques and rigorous research methodologies. If you are driven by intellectual challenges and thrive in solving complex problems, this role offers an unparalleled opportunity. In this position, you’ll engage in meticulous research, working with high-frequency datasets to explore the intricate mechanics of futures markets. This role demands sharp analytical skills, a relentless commitment to excellence, and a passion for uncovering hidden patterns in the data.

Our team values determination, precision, and the ability to think critically and creatively. While the work is demanding, the rewards are significant, both in the impact of your contributions and the growth you’ll achieve in this collaborative and high-performance environment.

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

Key Responsibilities

• Build statistical and predictive models

• Manage all aspects of the research process, including methodology selection, prototyping, backtesting, and performance monitoring

• Build new and improve existing signals utilizing our extensive feature library

• Apply rigorous modeling techniques to explore a unique proprietary market dataset

• Optimize quantitative code and numerical methods
• Adapt, fix, write tests, or in some cases re-implement strategies execution code

• Physics, Mathematics, Computer Science, Engineering or other technical degree 

• Math skills: statistics, linear algebra, optimization etc

• Strong critical thinking skills with an analytical and creative approach to problem-solving

• Practical Knowledge of Python and Python libraries (NumPy, Pandas etc) 

• Proficiency with C++ or Java

• Detail-oriented approach
• Written and Verbal English in full-working-proficiency level

• 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