Quantitative Researcher (QB Finance LLC)

 QB Finance is searching for a Quantitative Researcher to join our Moscow team for work on development and backtesting of quantitative trading strategies.

As the Quantitative Researcher you are expected to have a strong background in mathematics, statistics and machine learning as well as being an all-round problem solver. Working closely with the other members of the quant research and portfolio management teams, the Quantitative Researcher will be responsible for researching and developing the systematic strategies that can be applied to financial markets (i.e. medium frequency statistical arbitrage, automated event-driven, etc.).

The candidate will be responsible for independently conducting quantitative finance research with a focus on statistical and predictive models, handling all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, performance monitoring and backtesting.




  • Degree in quantitative discipline (statistics, physics, computer science, engineering, etc.)
  • Solid understanding of predictive modeling / machine learning techniques including: support vector machine/regression, hierarchical clustering, distance based clustering, decision trees, anomaly detection, re-sampling, regularization, unsupervised learning, etc.
  • Time series analysis
  • Stochastic calculus, stochastic processes is a strong plus (but not a must)
  • Partial differential equations and numerical analysis
  • Professional experience in Matlab, R or Python. C#, C/C++ knowledge is a plus
  • Experience of presentation your complex ideas to the director / top management

Additional information about the vacancy and opportunity to make an
appointment you can get from Dmitry Degteronak, Assistant of Chief
Trading Officer by phone: +7 495 988 98 21 or +7 962 987 35 85

Send your CV by e-mail: tradesk@qbfin.ru

26 авг 2015