Senior Quant Researcher (Crypto)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
Senior Quant Researcher (Crypto): Developing next-generation alpha signals for digital asset markets using advanced ML and DL techniques with an accent on non-linear signal generation across spot, derivatives, and on-chain data. Focus on implementing transformer architectures, GNNs, and RL to turn raw predictive signals into live, capital-weighted strategies.
Location: UAE (Dubai preferred), UK (London), USA (New York), EU, or ASIA
Company
Asset Management is a multi-strategy digital asset manager allocating capital across 25+ internal and external quantitative trading pods.
What you will do
- Design and deploy advanced ML and DL models (Transformers, GNN, RL, Ensemble methods) for alpha signal generation in digital asset markets.
- Manage the full model stack, including feature engineering, architecture selection, training, validation, and live signal monitoring.
- Build production-grade research pipelines with a rigorous approach to preventing lookahead bias, data leakage, and overfitting.
- Analyze market microstructure, order flow, and cross-venue dynamics to enrich feature sets and improve signal quality.
- Collaborate with engineers to transition models from research to production infrastructure.
- Mentor junior researchers and raise the standard for statistical rigor across the research team.
Requirements
- PhD or equivalent research depth in machine learning, statistics, physics, mathematics, or computer science.
- Hands-on implementation experience with transformers, attention mechanisms, graph neural networks, boosting algorithms (XGBoost, LightGBM), and reinforcement learning.
- Proven track record of applying ML in a live, capital-at-risk environment with attributable P&L or measurable out-of-sample performance.
- Expertise in model validation and handling failure modes such as overfitting, regime change, and non-stationarity.
- Strong programming skills in Python.
- Experience working with large, complex, or unconventional datasets.
Nice to have
- Proficiency in C++ or Rust for production performance.
- Experience with on-chain data.
- Prior exposure to crypto markets and curiosity about digital asset market structure.
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