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.