JustMarkets
From JustMarkets's careers page
Status: listed on the employer's own careers page when we last checked (daily). Confirm on their site before applying.
We are looking for a Data Scientist to become the data-driven backbone of our Trading Core and Risk Tech squads.
We are looking for a Data Scientist to become the data-driven backbone of our Trading Core and Risk Tech squads. In a high-frequency trading environment processing billions in volume, success is defined by precision.
In this role, you will research, model, and validate the core data-driven models that drive our pricing engines, automated market-making algorithms, risk management frameworks (A/B/C-book optimization), and liquidation mechanics. You will sit at the intersection of statistics, data science, and high-performance software engineering, working directly with Core Product Managers and engineering teams to turn complex financial data into proprietary algorithmic advantages.
Research, design, and prototype behavioral, risk, and toxicity-scoring models for client and partner-flow segmentation
Build backtesting and monitoring frameworks to validate models, signals, and hypotheses across data of varying granularity
Detect early risk signals, anomalies, and regime shifts in market and client behavior, including probability of critical capital loss
Develop explainable risk signals and labels for the R&D team, and long-term client value/risk models with forecasting
Conduct research and hypothesis-testing on client economics, flow quality, and model performance
3+ years of experience as a Data Scientist / Quantitative Researcher
Exceptional knowledge of probability theory, statistics, time-series analysis, and financial mathematics
Advanced proficiency in Python (NumPy, Pandas, SciPy, Scikit-learn, Statsmodels) for data analysis, modeling, and backtesting
Solid experience with Machine Learning
Deep understanding of market microstructure, order book dynamics, risk metrics (VaR, Expected Shortfall), and margin/liquidation mechanisms
SQL skills and experience working with large-scale historical market data (tick data, order logs)
Strong logical thinking, initiative, and well-developed communication skills
Will be a plus
Experience in CFD, Crypto CEX, Prop Trading Firm, or Hedge Fund
Degree (MSc or PhD preferred) in a highly quantitative field: Mathematics, Physics, Statistics, Quantitative Finance, or Computer Science
Understanding of Asset pricing models (e.g., Black-Scholes, local volatility models, Greeks management)
Knowledge of the MetaTrader platforms (MT4/MT5)
We offer
20 paid vacation days per year
10 paid sick leave days per year
Public holidays as per the company's approved Public holiday list
Medical insurance
Opportunity to work remotely
Professional education budget
Language learning budget
Wellness budget (gym membership, sports gear and related expenses)
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