Location: Bratislava, Slovakia, On-Site
Type: Fulltime
Starting date: January 2026
Industry: Fintech
Compensation: 2 850 Eur (The final compensation and benefits vary according to candidate’s experience and type of contract)
Role summary
Research, backtest, and implement financial systematic strategies and risk models. Work with large, noisy datasets to produce productionready alphas and tools.
What you’ll do
● Source and clean market/alt data; build research pipelines.
● Develop, backtest, and evaluate strategies; manage overfitting and multiple testing.
● Build risk and portfolio construction components (e.g., factor models, optimization).
● Partner with engineering to productionize signals; monitor live performance.
● Write clear research reports and present results.
What you’ll bring
● Advanced degree in a quantitative field (Math/Stats/CS/Physics/EE) or equivalent experience.
● Strong Python (NumPy/Pandas), backtesting libraries; C++/Rust a plus for lowlatency.
● Deep stats/ML knowledge (crossvalidation, regularization, Bayesian methods, timeseries).
● Experience with market microstructure and transaction cost modeling (for HFT/lowlatency roles).
● Practical mindset about slippage, liquidity, and capacity.
● Excellent knowledge of financial analysis across various asset classes.
Send us your CV to cv@mvacademy.sk
We will be happy to answer your questions and provide you with more information.
By sending your CV, you consent to the processing of your personal data (in accordance with Act No. 122/2013 Coll. on the Protection of Personal Data, as amended)