We’re hiring a Quantitative Specialist to serve as the mathematical foundation of our Trading Core and Risk Tech squads. Our high-frequency trading environment processes billions in volume, and in that setting precision is everything.
You’ll design, backtest, and optimize the mathematical models behind our pricing engines, automated market-making algorithms, risk management frameworks (including A/B/C-book optimization), and liquidation mechanics. Working at the intersection of advanced mathematics, data science, and high-performance engineering, you’ll partner closely with Core Product Managers and engineering teams to turn complex financial data into a lasting algorithmic edge.
Responsibilities
- Research, design, and prototype quantitative models for pricing, risk management, and market making
- Build and maintain robust backtesting frameworks to validate the performance and safety of models before production deployment
- Write clear, comprehensive mathematical and algorithmic specifications for Backend Engineers (Trading Core squads)
- Cross functional with the R&D and Trading Ops teams
- Conduct post-incident deep dives (e.g., after major market gaps or liquidations) to identify algorithm performance gaps and optimize them
Requirements
- 5+ years of experience as a Quantitative Analyst / Researcher or Data Scientist
- Exceptional knowledge of probability theory, stochastic calculus, time-series analysis, and financial mathematics
- Advanced proficiency in Python (NumPy, Pandas, SciPy, SK-Learn, Statsmodels) for data analysis, modeling, and backtesting
- 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, Quantitative Finance, Statistics, 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)
5+ years as Quantitative Analyst/Researcher or Data Scientist; advanced Python (NumPy, Pandas, SciPy, Statsmodels) or R; SQL; machine learning; deep understanding of market microstructure, risk metrics, and margin/liquidation mechanisms.
Key Responsibilities
- designing quantitative models
- building backtesting frameworks
- optimizing trading algorithms
Skills & Tools
Python, NumPy, Pandas, SciPy, Statsmodels, R, SQL, Machine Learning, MetaTrader, MT4, MT5, Claude.io, Copilot, Codex
Job Details
- Category: Data and Analytics
- Seniority: Senior Level
- Commitment: Full Time
- Workplace: Remote — Europe
- Languages: English
Benefits
- Generous paid time off
- Tuition reimbursement
About JustMarkets Tech
A global multi-asset broker creating a transparent trading environment for clients in over 160 countries. — Industry: Finance