Data Scientist/Quant trader at Invictus Capital

Data Scientist/Quant trader in the quantitative trading team

Invictus Capital developed the first tokenized cryptocurrency index fund and has just launched its second syndicated venture capital fund for early-stage blockchain projects as well as a cash-hedged index fund and a margin lending fund. The business has approximately $50m of assets under management to date.

Invictus Capital’s Quantitative trading team is responsible for:

• The maintenance and development of data-driven algorithms dealing with the asset management of our funds, risk management and automation
• The development of proprietary trading and hedging algorithms in the cryptocurrency space
• Putting the trading algorithms in production so that they run in a scalable and robust manner

Crypto is a fast-moving space and we want you to be part of one of the most exciting, innovative companies in Africa. We are looking for a Data Science / AI professional, specializing in Python, to join the quant team and assist with the developing and productionalizing of algorithms and models.  

Technical job description

The quant team is responsible for all analytics and machine learning in the company. 

Examples of work are: 

• Reinforcement-learning based cryptocurrency trading AI bot 
• Market-neutral crypto trading algorithms
• Directional trading algorithms using supervised learning and/or rules engines
• Building advanced simulations used in backtesting our own trading algorithms
• High frequency trading algorithms operating on various crypto exchanges
• Market making algorithms

You will be part of the quant team at Invictus Capital and your primary focus and responsibility will be development and productionalization of trading algorithms. You will be responsible for the ideation, development, backtesting and deployment of successful models. These models should be profitable, risk managed and scalable in an automated manner.

You have at least 3 years experience working with a Python stack in Linux or MacOS. You need a comprehensive understanding of PostgreSQL as well as experience with tools like Git, Kubernetes and Docker. Bonus points if you have set up production servers yourself, or have created some cool projects on your own. Your focus will be quantitative trading and model development in the cryptocurrency space so you will need to be an accomplished data scientist as well as have experience in (quantitative) finance. Because we develop some CPU intensive algorithms you would also have to know how to optimize Python code. Bonus would be if you know C/C++ and have developed dashboards or other front-ends.

Qualifications: You should have a relevant formal qualification from a first-rate university, or equivalent knowledge:

• BSc Eng in a relevant field (Electrical Engineering; Information Engineering/Systems; Network engineering; or similar);
• BSc Comp Sci with network or ops experience; etc.

Work experience: We're not looking for a junior, so we're looking to understand your experience in using the tools of the trade (but don't really mind where you've used them). You have:

• A full understanding of all the relevant concepts in machine learning and general statistical modelling 
• Worked in a production environment and have demonstrable experience with putting models into production as well as maintaining these models in production
• Have examples where you are able to quantify the contribution you models have made to a business
• Have experience in the financial sector either as in professional or in personal capacity

Tools and languages: We use the following tools, frameworks, languages and technologies in the backend

• Languages: Python, SQL, C/C++
• Task management and version control tools: Jira, Confluence, Gitlab
• Frameworks: Tensorflow, Optuna, Scikit-learn, Jupyter 
• Other technologies: Kubernetes, PostgreSQL, GRPC, REST, websockets

Optional requirements: When you have experience / understanding of the following it will be very helpful in the job application process

• An understanding of cryptocurrency/blockchain technology
• Experience with prop trading or built trading algorithms in your private capacity