Job Description

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 management. Building 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 strategies. Participating in portfolio optimization processes, taking into account transaction costs, position constraints, and regulatory requirements. Performing attribution analysis, stress testing, performance decomposition, and preparing reports for the Investment Committee. Collaborating with the execution team to deploy models into production, including monitoring and managing model deviations.

Requirements

Experience:

3-7 years of experience at multi-asset hedge funds, asset management firms, or in quantitative research at investment banks. Proven track record of implementing live trading strategies with a long-term Sharpe ratio > 1.5. Hands-on experience working with execution constraints, market impact models, and transaction cost modeling. Participation 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, etc. Experience building risk models (e.g. factor models, volatility forecasting, CVaR). Strong expertise in the alpha research pipeline -- from idea generation to production deployment. Proficient in Python (Pandas, NumPy, SciPy, etc.); C++ or Rust is a strong plus. Understanding of portfolio optimization with both linear and nonlinear constraints. Experience working with alternative data in a structured due diligence framework. Master's or PhD in a quantitative field (Physics, Mathematics, Computer Science, or related disciplines). Languages: Russian, English.

Nice to have:

Understanding of options pricing models, hedging. Experience with machine learning, deep learning, or reinforcement learning (ML/DL/RL) techniques. Strong communication skills, with the ability to explain complex technical ideas to both technical and non-technical stakeholders.

Benefits

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.