Overview

Our partner, 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.

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

Required Qualifications:

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