Quant - crypto derivatives market (Quantitative analyst)

A newly established cryptohedge fund operating globally. Fund's trading strategies are mainly cryptoderivative-related with minor allocation to direct long/short transactions with the underlying assets.

What you will do

As a senior technologist and trading expert you will:

1. Integrate off-the-shelf trading and risk management systems with multiple crypto and crypto-derivative exchanges (mostly via API)
2. Optimize exchange order execution for fees/volumes/bid-ask spread/etc
3. Collect feature requirements and change requests from head traders and strategy quants and implement the changes in the off-the-shelf trading and risk management systems. If necessary, build proprietary software with a support of our developer team
4. Develop and implement trading algorithms / strategies:
   • Volatility trading algorithms
   • Options implied volatility arbitrage strategies
   • Develop and improve upon mathematical models and translate algorithms into code
5. Work on / with:
   • Exchange API, FIX
   • Scraping techniques
6. Manage software development lifecycle
   
7. Manage software testing, ideally implement and maintain automated test suite
   
8. Support and manage production environment
   

Requirements

• 5+ years of experience as a quant
• Exhibit understanding of the Trading Domain and ability to grasp concepts and maintain a dialog with Traders, Quants and developers
• Excellent knowledge of Excel, including VBA
• Experience working with major risk management and trading systems
• Ideally, experience of proprietary trading and risk management platform development
• Know some scripting programming languages, preferably Python
• Knowledge of network protocols
• Experience using version control systems, preferably git

Benefits

• Very competitive salary in $
• Health & dental insurance
• Comfortable office with good local infrastructure, 1 minute walk from Rimskaya subway station
• Best hardware & tools money can buy (top Apple stuff, big displays, height-adjustable standing/sitting desks, any accessories)
• Interesting stuff to work on and anything for professional growth (language courses, books, conferences)
• Business trips to New York
• Eventually - option for relocation to US
• Flexible working hours
• Happy Hour Thursdays - food/drinks, board games, roomscale VR with HTC Vive, e.t.c.

Who

We are a well-funded Moscow-based Engineering Division within one of the largest crypto and venture funds in New York & Los Angeles. We have a team of talented business managers and developers challenging the status quo, taking initiatives, and breaking boundaries. In addition to this project, we work on multiple other projects in different lifecycle stages that come from our VC business.