Quant developer / Data Scientist
- Full-time
Company Description
About us
Invictus Capital is a global leader in alternative investments and developed the first tokenized cryptocurrency index fund in 2017. Invictus has grown to a team of 30 and has continued to pioneer in the space. We have developed a world-class real-time, 24/7 investment platform supported by over 15,000 investors from 150 countries.
We also have a dedicated team of quantitative financial specialists working on automated trading strategies using advanced machine learning and other data techniques.
Invictus Capital’s Quantitative trading team is responsible for:
The maintenance and development of data-driven algorithms dealing with the asset management of our funds, risk management and automation
The development of proprietary trading and hedging algorithms in the cryptocurrency space
Putting the trading algorithms in production so that they run in a scalable and robust manner
Examples of the quant teams’ work are:
Reinforcement-learning based cryptocurrency trading AI bot
Market-neutral crypto trading algorithms
Directional trading algorithms using supervised learning and/or rules engines
Building advanced simulations used in backtesting our own trading algorithms
High frequency trading algorithms operating on various crypto exchanges
Market making algorithms
Job Description
We are looking for an experienced data scientist and/or a quant trader with software engineering experience to join the Quantitative trading team.
Technical job description
You will be responsible for:
Development, maintenance and implementation of automated trading algorithms mainly in the cryptocurrency space
Suggesting new models which you will be backtesting on historical data to prove the effectiveness of the models
Putting new models into production and constantly improving the performance
Making sure that the models are profitable, risk managed and scalable in an automated manner
We are looking for a data scientist with financial experience or an accomplished quantitative developer with:
A comprehensive understanding of machine learning and a firm basis in statistics
At least 3 years experience working with Python stack in Linux or MacOS.
A comprehensive understanding of databases (we use PostgreSQL and Redis)
Experience deploying containerized microservices in Kubernetes which use gRPC and Pub/Sub to communicate with each other
Relevant experience in either cryptocurrency or traditional financial trading
Experience with putting your own models into production and monitoring them as well as quantifying the business value derived from your models
Experience with developing dashboards and other visualizations to monitor the performance of your models
Qualifications
You should have a relevant formal qualification from a first-rate university, or equivalent knowledge:
BSc Eng in a relevant field (Electrical Engineering; Information Engineering/Systems; Network engineering; or similar)
BSc Comp Sci with network or ops experience; etc
Additional Information
We use the following tools, frameworks, languages and technologies in the backend
Languages: Python, SQL, (some)Golang, C/C++
Task management and version control tools: Jira, Confluence, Gitlab
Google Cloud technologies: Kubernetes, PostgreSQL, BigQuery, Pub/Sub, Redis
Data science toolkits: Tensorflow, scikit-learn, Mlfinlab, Jupyter notebooks, Optuna
If you have experience / understanding of the following it will be very helpful in the job application process
An understanding of cryptocurrency/blockchain technology as we integrate all our products with this technology