About PharVision Capital
PharVision Capital was founded in 2020 in Chicago, IL as a systematic long-short, market-neutral, factor-neutral investment fund, capturing opportunities in the US listed equity markets. PharVision is looking to deliver superior uncorrelated returns to investors, i.e. pure alpha, through a machine-plus-man approach. The team is utilizing proprietary quality data sources, sound economic reasoning, machine learning signal generation, vast computational resources and airtight portfolio risk-management to drive performance. The culture is centered around meritocracy, collaboration, innovation, creativity, overcommunication, urgency and relentless ambition to grow our intellectual competitive advantage.
About Blago Baychev, Co-founder and Chief Investment Officer
Most recently, Blago has been a trader at Citadel Global Equities in Chicago for over 4 years where he gained extensive experience in long-short market-neutral execution, risk & portfolio management, data analysis and operations. Blago helped oversee up to $15B of gross assets in the consumer, TMT and healthcare sectors. Before Citadel, Blago spent 4 years on the Morgan Stanley Quantitative & Derivatives Strategies team in New York engineering fully systematic equity derivatives strategies. Blago graduated Summa Cum Laude with a Mathematics & Economics degree from Lafayette College in Easton, PA.
- Experience programming in Python, using packages such as pandas, numpy, statsmodels, sklearn, scipy, matplotlib, tensorflow
- Experience working with large databases and data sets
- Great communication skills, both written and oral
Nice to Have
A degree in a technical or quantitative discipline, like statistics, mathematics, physics, electrical engineering, or computer science
Understanding of time series analysis, data mining, numerical methods and statistical tools, including PCA and regression.
Experience working with distributed compute infrastructure
Experience with machine learning techniques, time series analysis and econometrics
Familiarity with Deep Learning: DNN, CNN, RNN/LSTM, GAN or other autoencoders
KDB+, C++ experience
Basic understanding of financial markets
This is a full-time job opportunity, where you’d be working on projects lasting 12 months on average. At the end of the period, you will be able to continue being a Pro Consultant by getting assigned to another exciting project. The continuity of your permanent employment with all social and additional benefits included is guaranteed by Motion Software.