# Data Scientist at JustMarkets

Data Scientist at JustMarkets in Europe. Posted August 4, 2026.

- Company: JustMarkets
- Location: Europe
- Experience: 3+ years
- Posted: 2026-08-04
- Apply: https://job-boards.eu.greenhouse.io/justmarkets/jobs/4944335101
- Source: https://jobmagic.ai/jobs/data-scientist-justmarkets-6jhwzh

## 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

## Description

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)