Position: .NET/ C# / Mathematics Optimization
Company: OptiMargin
Category: .NET
Experience required: 5y
English level: fluent
Published: 2023-04-01T00:00:00+03:00

OPTIMARGIN is a leading Financial Technology firm with a strong focus on commodities and crypto. We are at the forefront of innovation, driven by a passion for creating solutions that optimize the trading experience for our clients. We are currently looking for a talented Quantitative Researcher to join our dynamic team and contribute to our continued growth.

As a Quantitative Researcher, you will collaborate closely with our team of trading professionals, using your strong analytical skills and expertise in margin methodologies to develop and optimize trading strategies. Your work will directly impact the success of our clients and the performance of our trading systems.

Key Responsibilities:

Develop and implement quantitative models and algorithms for commodities trading, with an emphasis on margin methodologies, such as SPAN, VaR, and HVaR
Conduct extensive research and analysis on market data, trends, and patterns to identify new trading opportunities
Collaborate with our trading and technology teams to implement, optimize, and enhance trading strategies
Continuously monitor and evaluate the performance of implemented strategies, making data-driven recommendations for improvements
Stay current on industry trends, regulatory changes, and advancements in financial technology to ensure our strategies remain competitive
Requirements:

Master's or Ph.D. in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Computer Science, Finance, or related field)
At least 3 years of relevant experience in quantitative research, preferably within the commodities trading sector
Proficient in English, with excellent written and verbal communication skills
Strong understanding of margin methodologies, including SPAN, VaR, and HVaR
Proficiency in programming languages such as.NET and C++
Passion for solving complex optimization problems and improving trading strategies
Excellent analytical, problem-solving, and critical-thinking skills
Ability to work effectively in a fast-paced, collaborative, and dynamic environment

What We Offer:
Competitive salary and performance-based bonuses
Comprehensive benefits package, including health, dental, and vision insurance
Generous vacation policy and flexible work environment
Opportunity for professional growth and career advancement
Collaborative culture with an emphasis on innovation and teamwork
If you are a driven, talented Quantitative Researcher with a passion for solving complex optimization problems and improving trading strategies, we would love to hear from you. Please submit your resume and a brief cover letter detailing your experience and interest in this role.

Our software stack: AWS; .NET Core 3.1+; MongoDB; Swagger; Angular (front-end); Gitlab for version control.

Schedule:
--Must be available to contribute at least 35 (+/-5 hours) per week
--Must be available for meetings/code reviews/ tutorials for 2 hour daily window (specific availability from 13:00 to 15:00 GMT (9-11 EST))
--Must be a 'self-starter' able to work unsupervised 5-6 hours/day, and work