About the role
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.
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.
Responsibilities • Research, design, and prototype behavioral, risk, and toxicity-scoring models for client and partner-flow segmentation • Build backtesting and monitoring frameworks to validate models, signals, and hypotheses across data of varying granularity • Detect early risk signals, anomalies, and regime shifts in market and client behavior, including probability of critical capital loss • Develop explainable risk signals and labels for the R&D team, and long-term client value/risk models with forecasting • Conduct research and hypothesis-testing on client economics, flow quality, and model performance
Requirements • 3+ years of experience as a Data Scientist / Quantitative Researcher • Exceptional knowledge of probability theory, statistics, time-series analysis, and financial mathematics • Advanced proficiency in Python (NumPy, Pandas, SciPy, Scikit-learn, Statsmodels) for data analysis, modeling, and backtesting • Solid experience with Machine Learning • Deep understanding of market microstructure, order book dynamics, risk metrics (VaR, Expected Shortfall), and margin/liquidation mechanisms • SQL skills and experience working with large-scale historical market data (tick data, order logs) • Strong logical thinking, initiative, and well-developed communication skills
Will be a plus • Experience in CFD, Crypto CEX, Prop Trading Firm, or Hedge Fund • Degree (MSc or PhD preferred) in a highly quantitative field: Mathematics, Physics, Statistics, Quantitative Finance, or Computer Science • Understanding of Asset pricing models (e.g., Black-Scholes, local volatility models, Greeks management) • Knowledge of the MetaTrader platforms (MT4/MT5) • Experience with AI (Claude.io, Copilot, Codex)
We offer • 20 paid vacation days per year • 10 paid sick leave days per year • Public holidays as per the company's approved Public holiday list • Medical insurance • Opportunity to work remotely • Professional education budget • Language learning budget • Wellness budget (gym membership, sports gear and related expenses)
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