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کد آگهی: KP9970514592
استخدام Quantitative Analyst and Strategy Developer
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والیرو | Walliro
در تهران
اطلاعات شغل:
نوع همکاری: تماموقت
مدرک تحصیلی مورد نیاز: کارشناسی
مهارتهای مورد نیاز:
scipy
Pytorch
SQL
پرداختها: توافقی
متن کامل آگهی:
Job Title: Quantitative Analyst and Strategy Developer
We are seeking individuals who can push the boundaries of data analysis and financial intelligence. The Quantitative Analyst and Strategy Developer (Quant) plays a crucial role in designing, developing, and implementing financial models and tools for algorithmic trading, risk management, and investment strategies. This role requires the integration of techniques and knowledge from multiple disciplines, including mathematics, statistics, physics, economics, and computer science.
Key Responsibilities:
We are seeking individuals who can push the boundaries of data analysis and financial intelligence. The Quantitative Analyst and Strategy Developer (Quant) plays a crucial role in designing, developing, and implementing financial models and tools for algorithmic trading, risk management, and investment strategies. This role requires the integration of techniques and knowledge from multiple disciplines, including mathematics, statistics, physics, economics, and computer science.
Key Responsibilities:
- Design and implement trading algorithms aimed at optimizing market performance.
- Conduct statistical analysis of market data and structures.
- Develop, test, validate, and continuously improve existing trading models.
- Perform risk analysis and portfolio management.
- Financial research efforts to gain deeper insights into the market.
Qualifications and Experience:
- Education: Bachelor’s or higher degree in quantitative disciplines such as Mathematics, Statistics, Finance, Physics, Engineering, or Computer Science (advanced degrees preferred).
- Technical Skills: Strong foundation in calculus, data structures, finance, micro/macro economics, probability and statistics, financial management, and risk analysis.
- Programming Proficiency: Good understanding of trading markets, machine learning, artificial intelligence, and advanced programming languages such as Python (preferred), C++, or Golang.
- Database Knowledge: Familiarity with SQL and NoSQL databases.
- Supplementary Skills: Experience with deep learning frameworks like PyTorch or TensorFlow is a plus.
- Practical Experience: Familiarity with back-testing procedures and ability to use tools such as VectorBT and QuantStat for model testing and analysis.
- Personal Attributes: Creativity, innovation, teamwork, and strong written and verbal communication skills.
- Experience: Minimum 3-5 years of relevant professional experience.
Role Overview
You will design, test, and refine systematic trading strategies driven by mathematical modeling, statistical inference, and machine learning.
This is a full-stack research role:
From generating ideas → to building models → to evaluating live performance.
From generating ideas → to building models → to evaluating live performance.
Key Responsibilities
- Alpha Research & Signal Discovery
- Analyze price, volume, and alternative datasets to uncover predictive market patterns
- Formulate hypotheses and perform rigorous statistical testing
- Model Design & Implementation
- Build predictive models using statistics, time-series methods, or machine learning
- Develop clean, reproducible research pipelines in Python
- Backtesting & Analytics
- Perform robust historical simulations with strict controls on look-ahead bias, overfitting, and transaction costs
- Conduct scenario analysis and stress-testing across market regimes
- Live Strategy Support
- Monitor performance of deployed strategies
- Perform parameter tuning, model improvement, and risk analysis
- Collaboration & Reporting
- Work closely with Quant Developers and Risk teams
- Present research results clearly to both technical and non-technical stakeholders
- Education & Core Knowledge
- Strong understanding of:
- Probability & Statistics
- Linear Algebra
- Time-series analysis
Technical Skills
- Strong programming in Python: NumPy, Pandas, SciPy
- Experience with ML libraries (e.g., scikit-learn, PyTorch, TensorFlow) is a plus
- Working knowledge of SQL and handling large, noisy market datasets
Financial Skills (one or more)
- Understanding of equity, futures, FX, or crypto markets
- Familiarity with:
- Statistical Arbitrage, Factor Modeling, or Systematic Macro strategies
Soft Skills
- High attention to detail
- Analytical, hypothesis-driven mindset
- Ability to communicate complex findings clearly
- Curiosity to explore new data and iterate rapidly
Preferred Skills (Nice to Have) - Practical experience in:
- Deep Learning (sequence modeling, transformers)
- Reinforcement Learning (agent-based trading)
- Knowledge of advanced time-series models (ARIMA, GARCH, regime switching)
- Portfolio risk concepts: VaR, CVaR, exposure constraints
- Publications / Kaggle achievements / strong GitHub portfolio
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