Quantitative Researcher (Crypto Markets)

Location: Amsterdam or Montreal

What you will do

• Own the full lifecycle of medium-frequency systematic trading strategies for digital-asset spot and derivatives markets, from idea generation and validation through implementation and live monitoring.
• Research alpha using order books, trades, funding, basis, and liquidation data.
• Build realistic backtests accounting for fees, slippage, latency, liquidity, and market impact.
• Validate strategies out of sample and across market regimes while controlling for data leakage and overfitting.
• Combine signals into portfolios and define risk, sizing, execution, and production strategy logic.
• Automate research workflows, monitor live performance, adapt strategies to market-structure changes, and collaborate with engineering on deployment.

Requirements

• Experience researching and implementing systematic trading strategies for digital-asset markets.
• Ability to evaluate risk-adjusted returns, decay, turnover, capacity, and execution sensitivity.
• Strong understanding of backtesting methodology, market impact, liquidity, and execution constraints.
• Ability to develop production-quality strategy and execution logic.
• Availability to work from Amsterdam or Montreal.