Quantitative Data Scientist
Istra is a leading Algo-Trading research company specializing in developing and deploying High Frequency Trading strategies (HFT). We use state of the art technology and algorithms that are developed by our elite highly-skilled group of experienced researchers and developers in a challenging, pleasant, and rewarding work environment.
We are always on the lookout for outstanding data scientists to join our team.
Our researchers explore phenomena in the financial markets and are responsible for researching new trading strategies as well as analyzing and improving the performance of existing algorithms.
In this position, you will focus, among other things, on analyzing large and complex data sets, predicting market trends, and developing algorithms accordingly.
You will have the opportunity to enjoy a high level of individual autonomy, combined with a strong emphasis on teamwork and knowledge sharing. You will have the opportunity to work in a positive, challenging, and enriching work environment.
So, if you enjoy working with excellent people while analyzing huge data sets and have a keen interest in delving into and extracting the essence out of them, there is a good chance we'll be a good match.
Bachelor's degree in Mathematics / Physics / Computer Science / Electrical Engineering or a related field from a well known academic institute. GPA 95+ (3.8+)
Experience in statistical analysis of large data sets – significant advantage
Advanced degree (MSc./PhD.) – advantage
Proven deep learning experience – advantage
Experience in quantitative finance – advantage
Experience in C++ – advantage
A deep sense of intellectual curiosity and excellence
Independent, thorough, motivated, and innovative