Position: Quant Finance Analyst
Company: adraba.io
Category: Business Analyst
Experience required: 3y
English level: upper
Published: 2021-10-01T00:00:00+03:00

Tech team description: 10 people. FE, BE, QA manual, Scram master.
Type of employment: full time, office


Requirements:

- 3+ years experience in a quantitative role, ideally at an investment bank, hedge fund, market maker, proprietary trading firm, or similar
- Strong academic record in a rigorous quantitative discipline (or equivalent applied experience)
- A deep knowledge of, and interest in, the financial markets
- Exel (different ways of working in Exel),
- linear algebra,
- understanding of differential levels with multiple variables,
- understanding of probability theory,
- understanding of statistical analysis,
- understanding of any of the programming languages (Python, C++),
- understanding of formulas that are used in the stock exchange.
- Willingness and ability to work as part of a globally distributed team
- Creating and testing trading systems for options, futures, and related products.
- Modelling options and futures products to determine optimal risk management methods.
- Working with other members of the financial engineering team to back-test and validate models.
- Performing quantitative research (academic-project code) that will help guide the engineering team’s development efforts.
- Advising members of the product team on the end-user implications of your quantitative methods.
- Providing general advice on matters relating to quantitative finance..
- English Speaking Club with a native speaker

Would be a plus:

- An understanding of the Black-Scholes Model.
- Understanding the basics of Blockchain and Tokenomics
- to be generally reachable during business hours (Eastern European Time).
- to take part frequently in calls and/or text exchanges on collaboration platforms so as to synchronize with other team members (Monday-Friday).

Responsibilities:

- Understand the software systems being developed and gain familiarity with the key project milestones; stay ahead of the development team on all trading systems and financial engineering subject matter.
- Ensure development team preparedness on trading systems and financial engineering subject matter by providing full coverage in the form of worked examples and/or explanations.
- Develop a deep familiarity with the broader crypto-derivatives landscape.
- Advise and support the QA team in their testing of the software from the trading systems and financial engineering standpoints.
- Effectively harness the advice received from remote Financial Engineering team members.
- Connect to existing and create new quant strategies,
- Organize and create project documentation
- Risk management of financial models.

What Codify can offer you:


— We have a significant budget for your educational programs
— English Speaking Club with a native speaker
— We guarantee timely and competitive remuneration that are reviewed based on your performance; FOP registration, handled by the Company’s accountant
— We provide 20 vacation days
— Medical insurance after the probation period
— We value open and productive communication, have team-buildings and corporate events; we care about each other and celebrate work anniversaries and personal events