Quantitative Researcher (Proprietary Trading / Capital Fund)

We are an agile, data-driven proprietary quantitative fund focused on systematic trading strategies across global liquid asset classes. As we scale our personal capital operations, we are seeking a highly analytical Quantitative Researcher based in Baku to lead our data analysis, backtesting, and mathematical modeling efforts. In this role, you will not just clean data; you will be the brain behind our alpha-generation strategies. You will design, test, and optimize mathematical models that identify market inefficiencies and execute systematic trades

Key Responsibilities:

• Strategy Research & Design: Formulate, test, and implement systematic trading strategies utilizing rigorous statistical analysis and machine learning techniques.

• Backtesting Infrastructure: Build robust backtesting frameworks using historical data to evaluate strategy performance, factoring in transaction costs, slippage, and liquidity constraints.

• Data Pipelines & Engineering: Process, clean, and analyze large, unstructured financial datasets (tick-level market data, order books, alternative data).

• Risk Modeling: Develop risk management frameworks to monitor strategy exposures, drawdowns, and leverage limits.

• Collaboration: Partner with software developers to smoothly transition validated research code into live, production-grade trading algorithms.

Requirements & Qualifications

1. Education & Theoretical Foundation:

• M.Sc. or Ph.D. in a highly quantitative discipline: Mathematics, Physics, Statistics, Computer Science, Data Science, or Econometrics.

• Exceptional foundation in probability, linear algebra, time-series analysis, and stochastic processes.

• Local context: Graduates from Baku State University (BSU), ADA University, BHOS (Baku Higher Oil School), or international universities with strong STEM focuses are highly preferred.

2. Technical Skills:

• Programming: Advanced proficiency in Python (specifically libraries like NumPy, Pandas, SciPy, Scikit-learn, and Statsmodels).

• Data Management: Strong SQL skills. Experience with time-series databases or handling large datasets is a significant plus.

• Version Control: Familiarity with Git. 3. Experience & Domain Knowledge:

• 2+ years of experience in data science, predictive modeling, machine learning, or statistical research.

• Prior experience in financial markets is a major plus but not mandatory. We are willing to train top-tier mathematical talent from industries like energy/oil & gas modeling, tech, or data analytics.

• Deep curiosity about global financial markets, algorithmic trading, and market microstructures.

4. Soft Skills:

• Native or professional fluency in English (essential for reading financial documentation and interacting with global market APIs).

• Strong problem-solving mindset and comfort working in an entrepreneurial, fast-paced environment.

What We Offer:

• Highly competitive base salary relative to the local Baku tech/finance market.

• Direct Performance Bonus: A transparent bonus structure tied directly to the P&L of the strategies you research and deploy.

• Flat structure with zero corporate bureaucracy.

• Access to premium global market infrastructure and data feeds.