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