30/03/2021
EPFC Group (New York, US) is a rapidly expanding hedge fund management company specializing in development of arbitrage strategies in credit markets, based on tested quantitative research. EPFC’s culture is founded on curiosity, creativity, and hard work We value pro-active detail-oriented individuals who seek perfection in their work and strive for professional growth.
We're small, nimble, casual (no suits – shoes optional), and passionate about our mission and the projects we create. By joining our team, you will get to work in an exciting fast-paced company using the latest cutting-edge technologies. We are looking for someone who can make our team stronger by bringing algorithms development expertise to the table.
Key Responsibilities:
- Design and maintain new and existing algorithmic solutions for EPFC in-house statistical models
- Assessing model quality and performance
- Research of the space of algorithmic solutions to classical and non-standard problems and presenting available options to the investment strategy committee
- Running necessary calculations for prospective algorithmic solutions, evaluating results in terms of predictive power and computational efficiency
General Requirements:
- Extensive knowledge of existing algorithms & their practical applications
- Ability to explain mechanics of various algorithmic solutions and mathematical concepts in everyday language (so that a high-school student could understand)
- Firm background in statistical modelling
- Effective and intuitive graphical representation of results
- Writing clean and readable code
- Superior analytical and problem-solving ability
- Passion for growing your skills
Technical Requirements:
- Advance knowledge of Python: 3+ years of Python development experience — required
- Experience in working with API's, SQL Server, and/or PostgreSQL: 3+ years of practical experience — required
- Experience in building & evaluation statistical models: 2+ years of practical experience — required
- English language proficiency: upper-intermediate or better — required
- Russian language proficiency — highly desirable
- Experience with Cloud technologies: AWS, MS Azure: working with Amazon Web Services (ECS, Cognito, S3, RDS, Lambda, AppSync, …) — a plus
Employment Terms & Conditions:
- Job Type: Full-time, Contract
- 8-hour shift, Monday to Friday
- In addition to the base salary, the compensation package may include participation in profit sharing programs (bonuses)
Work Location:
- EPFC Asset Management Office (our partner in Armenia)
- Office conveniently located in central of Yerevan within 1 min walking distance from Republic Square
