کارگزاری مفید | Mofid Securities

تاسیس در ۱۳۷۳ مالی و اعتباری بیش از ۱۰۰۰ نفر www.emofid.com

استخدام Quantitative Trading Researcher

دسته‌بندی شغلی

وب،‌ برنامه‌نویسی و نرم‌افزار
موقعیت مکانی

تهران ، تهران
نوع همکاری

تمام وقت
حداقل سابقه کار

سه تا شش سال
حقوق

توافقی

شرح موقعیت شغلی

Role Overview

We are looking for a Quantitative Trading Researcher to join our algorithmic trading team. The person in this role will be responsible for designing, testing, and improving trading strategies across execution algorithms, market making, and profit-seeking quantitative strategies.

The ideal candidate should combine strong quantitative research skills, practical market understanding, and hands-on programming ability. This role requires someone who can transform trading ideas into testable strategies, build robust backtests, analyze performance, and work closely with developers and traders to move successful strategies toward production.

Key Responsibilities

Research, design, and test algorithmic trading strategies across different market conditions.
Develop execution algorithms such as VWAP, TWAP, POV, liquidity-seeking, and cost-minimizing execution models.
Design and improve market making strategies, including quoting logic, spread management, inventory control, and adverse selection reduction.
Build short-term alpha models using price, volume, order book, trade flow, volatility, and liquidity data.
Create and maintain backtesting frameworks for intraday and high-frequency trading strategies.
Evaluate strategies using realistic assumptions for transaction costs, slippage, market impact, latency, and fill probability.
Analyze strategy performance using P&L, Sharpe ratio, drawdown, hit ratio, turnover, capacity, and risk-adjusted return metrics.
Work with developers to implement strategies in production trading systems.
Monitor live strategy performance and identify opportunities for improvement.
Collaborate with traders, product teams, and technology teams to improve trading quality and execution performance.

Required Skills and Capabilities

Strong background in quantitative finance, mathematics, statistics, computer science, engineering, or a related field.
Solid understanding of financial markets, trading mechanisms, order types, and market microstructure.
Experience with algorithmic trading, market making, execution algorithms, or quantitative strategy research.
Strong programming skills, especially in Python.
Experience with LightGBM, XGBoost, Scikit-learn, or other machine learning libraries.
Experience working with financial time-series data, tick data, order book data, or intraday market data.
Strong knowledge of backtesting, simulation, and performance evaluation.
Ability to identify and avoid common research mistakes such as overfitting, look-ahead bias, survivorship bias, and unrealistic execution assumptions.
Familiarity with statistical modeling, machine learning, and signal research.
Strong analytical thinking and problem-solving skills.
Ability to communicate research results clearly to both technical and business stakeholders.

Preferred Skills

Experience with market making models, inventory management, and spread optimization.
Knowledge of execution cost analysis and transaction cost modeling.
Experience with SQL and large-scale financial datasets.
Understanding of risk management in algorithmic trading.
Experience in equities, ETFs, options or fixed income markets.

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معرفی شرکت

مفید به عنوان اولین مجموعه خدمات بازار سرمایه و بزرگترین کارگزاری بورس در ایران همواره به دنبال نیروی‌های خلاق و مسئولیت‌پذیر است. اگر علاقه‌مند به فعالیت در محیطی مدرن با فضایی صمیمی در عین حال حرفه‌ای هستید، مفید محل کاری ایده‌آل برای شما خواهد بود.