Portfolio Optimization Specialist

THE FIRM

XTX Markets is a leading algorithmic trading company partnering with counterparties, exchanges, and e-trading venues globally to provide liquidity in the Equity, FX, Fixed Income, Commodity and Futures markets.

Our culture is non-hierarchical and one where everyone is valued. We strive for excellence in everything we do.

THE ROLE

We are looking for a Portfolio Optimization Specialist for our Armenia-based office in Yerevan where we focus on low frequency signals.

Trading algorithms are developed by the quant team, which is a mix of senior-level experts with experience in international trading and asset management firms, as well as talented ambitious graduates from top universities. We are focused on teamwork and our people collaborate on all aspects of the business, working openly and with respect for each other.

Responsibilities may include optimal weight allocation across a pool of predictive signals, risk analysis and optimization of overall portfolio, execution analysis and improvements. The right candidates will enjoy an opportunity to participate in creating new trading strategies from scratch and contributing to existing strategies. You will have access to various financial datasets and significant computing resources.

ESSENTIAL ATTRIBUTES

  • Degree in Mathematics, Physics, Computer Science or another highly quantitative field with high GPA from a top university
  • Good knowledge of statistics and optimization
  • Solid programming skills
  • Strong evidence of ability to conduct independent research in a highly competitive environment
  • At least intermediate level of English

DESIRABLE ATTRIBUTES

  • Outstanding aptitude evidenced by a track record of resolving problems of both a practical and analytical nature
  • Olympiad medals in any quantitative field or contest (Kaggle, hackathons, academic contests etc.)
  • Competency in C++ and Python, including data science packages
  • Understanding of machine learning techniques and algorithms
  • Knowledge of economics and finance

BENEFITS

  • Working in a collaborative and friendly culture in a diverse team of outstanding talented people from across all industry backgrounds
  • Wellness allowance
  • Extensive medical benefits
  • Personal accident and critical illness insurance
  • Various supports for caregivers, including emergency dependent care
  • Catered meals in the office
  • Relocation support for candidates residing outside of Yerevan, Armenia

HIRING PROCESS

Our interview process seeks to gain signal in the following topics:

  • Statistics
  • Probability theory
  • General mathematics (linear algebra, analysis etc.)
  • Computer science / algorithms

 The interview process is as follows:

  • Online test covering the above topics
  • 4-5 interviews (phone/video/onsite) with quant researchers that involve questions and problems on the above topics.

Success Criteria:

  • We seek to get a broad signal in our process. Successful candidates are those who are strong in all areas and exceed expectations in at least one

APPLY HERE