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. Responsibilities * 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 Requirements * 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) * Experience with AI (Claude.io, Copilot, Codex) 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)