Job Opportunities API

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)