Python Developer/Quantitative Researcher

10 февраля 2020    94

— Python 3.6+;
— Understanding and experience with REST;
— Prior experience of Pandas, scikit-learn, Keras.

— Selective implementation of algorithms developed in Julia language and R;
— Math background;
— AWS;
— Docker, Kubernetes;
— Experience in DataScience, Machine Learning, Quantitative Trading.

— Competitive salary based on the results of the interview;
— Challenging tasks and professional growth;
— Paid vacations, days off and sick leaves;
— Healthcare (50% compensation);
— Comfortable workplace, office kitchen, and rest area;
— Company English classes (50% compensation);
— Professional workshops and seminars attendance (50% compensation);
— Any sports activities (50% compensation);
— Regular outdoor activities and team buildings events;
— Inspiring Friday breakfasts with colleagues;
— Possibility to work from home 10 days per month;
— IT Club bonus program;
— Relocation assistance to nonresidential job seekers.

— Own and lead the development of a forecasting library, which provides automating forecasting tools exposed via API;
— Work with our academic research partners to develop a set of abstract classes that will be used to implement all of the forecasting methods, and a set of highly robust tests to ensure the performance of all methods;
— Implement a set of 50+ univariate and multivariate forecasting methods identified by our academic research partners as highly promising;
— Expose forecasting methods via API framework (Fast API or similar) with Swagger for automated documentation of API endpoints. API endpoints must be secured with OAuth or similar authentication;
— The library must be highly performant and production-grade, including for example autoscaling workers, parallelization via packages such as Dask and use of Numba/Cython for highly performant algorithms.

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