Data Scientist

<p>We are looking for a Data Scientist to become the data-driven backbone of our Trading Core and Risk Tech squads. In a high-frequency trading environment processing billions in volume, success is defined by precision.</p> <p>In this role, you will research, model, and validate the core data-driven models that drive our pricing engines, automated market-making algorithms, risk management frameworks (A/B/C-book optimization), and liquidation mechanics. You will sit at the intersection of statistics, data science, and high-performance software engineering, working directly with Core Product Managers and engineering teams to turn complex financial data into proprietary algorithmic advantages.</p> <p><strong>Responsibilities</strong></p> <ul> <li>Research, design, and prototype behavioral, risk, and toxicity-scoring models for client and partner-flow segmentation</li> <li>Build backtesting and monitoring frameworks to validate models, signals, and hypotheses across data of varying granularity</li> <li>Detect early risk signals, anomalies, and regime shifts in market and client behavior, including probability of critical capital loss</li> <li>Develop explainable risk signals and labels for the R&amp;D team, and long-term client value/risk models with forecasting</li> <li>Conduct research and hypothesis-testing on client economics, flow quality, and model performance</li> </ul> <p><strong>Requirements</strong></p> <ul> <li>3+ years of experience as a Data Scientist / Quantitative Researcher&nbsp;</li> <li>Exceptional knowledge of probability theory, statistics, time-series analysis, and financial mathematics</li> <li>Advanced proficiency in Python (NumPy, Pandas, SciPy, Scikit-learn, Statsmodels) for data analysis, modeling, and backtesting</li> <li>Solid experience with Machine Learning</li> <li>Deep understanding of market microstructure, order book dynamics, risk metrics (VaR, Expected Shortfall), and margin/liquidation mechanisms</li> <li>SQL skills and experience working with large-scale historical market data (tick data, order logs)</li> <li>Strong logical thinking, initiative, and well-developed communication skills</li> </ul> <p><strong>Will be a plus</strong></p> <ul> <li>Experience in CFD, Crypto CEX, Prop Trading Firm, or Hedge Fund</li> <li>Degree (MSc or PhD preferred) in a highly quantitative field: Mathematics, Physics, Statistics, Quantitative Finance, or Computer Science</li> <li>Understanding of Asset pricing models (e.g., Black-Scholes, local volatility models, Greeks management)</li> <li>Knowledge of the MetaTrader platforms (MT4/MT5)</li> <li>Experience with AI (Claude.io, Copilot, Codex)</li> </ul> <p><strong>We offer</strong></p> <ul> <li>20 paid vacation days per year</li> <li>10 paid sick leave days per year</li> <li>Public holidays as per the company's approved Public holiday list</li> <li>Medical insurance</li> <li>Opportunity to work remotely</li> <li>Professional education budget</li> <li>Language learning budget</li> <li>Wellness budget (gym membership, sports gear and related expenses)</li> </ul> <p>&nbsp;</p>