Wanted:
Senior Quantitative Analyst

Imagine working with cutting-edge machine learning models, crunching high frequency data sets and sparring with exceptional and fun colleagues, all while taking part in scaling our business even further.

Does this sound highly appealing to you? Then you might be our new Senior Quantitative Analyst at Alipes.

At Alipes Capital, we have been the market leader in automating the financial markets since we started back in 2008, shaping a fully automatic natural language processing system for reading and interpreting financial news.

Your work as a Senior Quantitative Analyst will involve turning massive data sets of financial information into mathematical models that accurately predict movements in the financial markets. In doing so, you will get a chance to tackle a variety of challenging problems, such as:

  • Development and optimization of new machine learning algorithms ranging from standard probabilistic models to deep layered kernel machines.
  • Creative data handling for new algorithms as well as existing ones
  • Improving automated monitoring and benchmarking of the algorithms

You will get instant validation of your work and experience short feedback cycles, where going from inception to deployment can be a matter of hours. There will be no red tape to cut and no sales people to consult.

About the Team

All of this will happen in an informal atmosphere where technical discussions are valued, and you are encouraged to take ownership of, and pride in, your work. You will impact the direction of the team, prioritize your work and choose the tools that get the job done. We are a tight-knit modeling team with eleven passionate quantitative analysts covering 6 nationalities – nine PhD's and two MSc's with expertise in statistical analysis, mathematical modeling and machine learning. We enjoy collaboration and are always willing to lend a helping hand. We are working alongside two other teams of software developers and economists that implement and conceive the mathematical models together with us. What makes this constellation work great is that all of the individual team members write code and understand that a seemingly trivial change can actually require a lot of work, and vice versa.

About You

  • Fluency within mathematics and statistics
  • At least 2-5 years of experience with Python or similar numerical scripting language
  • A scientific and inquisitive mind

Nice to have

  • Experience working with tools like PyTorch, Tensorflow, XGBoost and/or LightGBM
  • Proficiency in languages like C# and C/C++
  • Experience working with financial data, in particular valuation and hedging of fixed-income instruments
  • PhD or MSc degree in economics, engineering, physics, or mathematics

What we can offer You

  • Flat hierarchy and high levels of trust and autonomy
  • Exciting problems to solve
  • Instant validation of your work and short feedback cycles
  • Collaborative team made up of really smart and curious people
  • Nice office in central Copenhagen with a hybrid work model
  • Pension, Health Insurance and 30 days of vacation

Practicalities

To apply, please send your CV or LinkedIn profile to quant_jobs@alipescapital.com and feel free to let us know in your mail if you have any questions about the job or our business. If your profile looks like a good match, we will get in touch to coordinate an online technical test as a first step in the interview process.