Junior Quant
We are looking for Junior Quants who want to learn to win every day against the strongest people in their field and to affect PnL positively in different ways.
Can you solve this problem?
There are n balls, initially painted in different colours. In one move we choose, uniformly at random, two distinct balls of different colours and repaint one ball of colour i into colour j.
ー How many steps on average until all balls are the same colour?
There are n balls, initially painted in different colours. In one move we choose, uniformly at random, two distinct balls, not necessarily of different colours, and repaint one ball of colour i into colour j.
ー How many steps on average until all balls are the same colour?
There are n balls, initially painted in different colours. In one move we choose, uniformly at random, two distinct colours (i, j) that at least one ball is painted in, and repaint one ball of colour i into colour j.
ー How many steps on average until all balls are the same colour?
Now the first ball is chosen uniformly at random, and the second one uniformly at random from all balls of other colours. The first ball is repainted in the colour of the second. Let n=10.
ー How many steps on average until all balls are the same colour?
If you can solve this problem in full, we will certainly want to talk.
What you will do
We do high-frequency trading (HFT): we build low-latency infrastructure and trading strategies, competing successfully every day in the speed and quality of solutions with the strongest teams worldwide.
We are looking for quants who can prove to the market every day that our solutions are the best. You will own the full cycle of building trading strategies, from the idea in your head to its implementation in production. The market will judge your work: the result shows almost instantly in the changes of PnL.
In HFT the competition does not end and no result is final. Your solutions work until other players find a way around you. So to keep the edge you have to adapt the strategy to market changes and competitors' moves all the time. Stagnation is impossible here: both the external and the internal environment, a team of equally strong people, will help you grow.
We know how to win. We have assembled one of the strongest teams on the market, and as part of it you can use your intellectual potential to the maximum, with industry expertise and almost unlimited resources.
Stack and tools
C++ · Python
What matters for this role
- Are finishing or have finished the 3rd year of university
- Have an olympiad background, successful results in competitions in mathematics, programming and physics, or are at the top of the ranking of a tier-1 university
- Are confident in the applied side of mathematical statistics and probability theory
- Know the basic algorithms and data structures
- Have experience writing code and implementing algorithms in Python and C++, and experience working in a Linux terminal
- Like to compete and win, and know how
- Think fast: you react quickly to changes and can get to grips with a topic that is new to you
Nice to have
- Experience (work, internships or practical projects) in ML, C++, HFT
- Graduated from the Yandex School of Data Analysis
- English at B2 (Upper-intermediate) or above
- Knowledge of classical trading or finance is not required: you will learn everything you need on the job.
- A strong team: engineers from tier-1 companies and experienced industry specialists, winners and prize winners of olympiads in mathematics, programming and physics at the level of IMO, IOI and the All-Russian Olympiad
- Tasks that make you think: there is no predefined pipeline here, you constantly look for the balance between the quality and the speed of implementation, because every detail, even one that looks minor, can change the result here and now
- Fast (from a few hours to a couple of days) and objective feedback on whether your ideas work, from the most honest judge, the market
- Full care for employees: ー monitoring and help with keeping key health indicators ー health insurance with dental care ー company events in different parts of the world ー monthly events: sports and wellness activities from the company ー food in the office from the best restaurants