other

Quantitative Researcher

9 марта 2026

З/П не указана

Город: Москва

Овербест Рус

Тип занятости: Полная занятость

Требуемый опыт: Опыт от 3 лет

Обязанности:

Location: UAE, DubaiType: Full-Time - Office-based role in DubaiIndustry: Family Office About UsOverbest Middle East is a family office focused on systematic trading strategies in global futures markets (CME group, Eurex, HKEX, etc.). We are now looking for a sharp, skilled and motivated Quantitative Researcher / Systematic Trader to join our trading team.Job Description As a QR/ST, you will be responsible to design, develop, and deploy systematic strategies, conduct model tests (backtest + MC simulations, walk forward validation) with focus on key metrics (Sharpe, Calmar ratios, expectancy), test trading hypotheses, and improve our models / approach. You will work closely with the CEO, backend developer and traders to bring ideas from concept to production. The ideal candidate has a strong background in statistics, data analysis, financial markets, and proficiency in Python. Key Responsibilities● Develop trading models in Python.● Conduct backtest and walk forward tests, validate hypotheses.● Improve and modify backtesting framework.● Perform statistical analysis to evaluate the performance and robustness of trading strategies.● Optimize strategies using performance metrics.● Continuously improve research tools, libraries, and workflows.● Collaborate with the team members. Requirements● Strong programming skills in Python with DS libraries like NumPy, pandas, scipy, etc.● Solid understanding of statistical and econometric methods (e.g., hypothesis testing, time series analysis).● Experience designing backtests and working with financial data (bar and tick data).● Solid understanding of financial markets and technical indicators.● Familiarity with asset classes like futures, equities and options.● Familiarity with risk-adjusted performance metrics.● BS/MS/PhD in a quantitative field such as Mathematics, Computer Science, Physics, Engineering, etc.● Ability to work independently and communicate findings clearly.● Required languages - English and Russian. Preferred Qualifications● Familiarity with custom backtesting engines.● Knowledge of financial markets microstructure.● Exposure to machine learning methods for signal generation is a plus.● Understanding of performance attribution and risk analysis. What We Offer● Competitive compensation based on experience and performance.● Opportunity to have a direct impact in a small, fast-moving team.

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