Econophysica is an international company, specializing in developing complex and high-tech software for participants of the internetional financial markets, with a focus on derivatives and risk analysis. At the moment we have offices in London, Tomsk, Riga and new office the USA.
We are looking for enthusiastic programmer with mathematical skills and unstoppable drive to self-development.
You will be able to participate in pricing, risk and ML library's architectural design and implementation, migration to the new platform, implementing of machine learning, code review, etc.
Attention! Relocation to Tomsk is required.
- Analytical review and analysis of available alternatives
- Gathering functional requirements and participation in discussions on how to meet them
- Preparing scientific papers and technical reports
- Implementing machine learning methods and algorithms
- Implementing numerical algorithms
- Ongoing maintenance of in-house software library
- Candidate must possess at least a Master's Degree in Computer Science, Statistics, Applied Mathematics or related technical field. PhD is a plus.
- Programming experience: structured programming, OOP (design patterns is a plus), development of software systems architectures
- Programming languages: C++ (stl, boost is a plus), any scripting language (R, MatLab, python etc.)
- Knowledge of parallel computations and Big data infrastructure (Hadoop, NoSQL etc.) is a plus.
- Good spoken and written English
- Relevant background in one or several mathematical subjects (e.g. probability theory, numerical algorithms etc.)
- Strong background in one or several machine learning or data mining subjects is a plus (e.g. pattern recognition, natural language processing etc.)
- Familiarity with MS Excel, MS Word
- Interesting and complex tasks;
- Opportunities for constant learning and working with the best professionals in the field;
- Personal communication with foreign colleagues and clients;
- Good opportunities to build an international career;
- Flexible working hours;
- Comfortable workplace in the office centre in the heart of Tomsk city;
- Competitive official salary - will be discussed individually with each candidate.