Quantitative Researcher (Crypto)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
Quantitative Researcher (Quantitative Research): Developing and enhancing mid-frequency intraday systematic trading strategies across crypto and traditional financial markets with an accent on alpha discovery, signal generation, and portfolio construction. Focus on building statistical/ML models for return prediction and developing rigorous backtesting frameworks.
Location: Singapore
Company
is a proprietary trading firm dedicated to the cryptocurrency industry, processing millions of transactions daily across CEx and DEx markets.
What you will do
- Conduct end-to-end alpha research and design intraday predictive strategies, such as cross-asset statistical arbitrage.
- Build statistical and ML models for return and volatility prediction.
- Develop rigorous backtesting frameworks with realistic transaction cost and market impact simulation.
- Refine intraday portfolio construction and optimize execution logic (scheduling, passive/aggressive trade-offs).
- Partner with engineers for strategy deployment, monitor live PnL, and iterate on risk controls.
Requirements
- Degree (BS/MS/PhD) in a highly quantitative discipline (Mathematics, Statistics, Physics, CS, Engineering).
- Strong grasp of probability, stochastic processes, time-series analysis, and intraday econometrics.
- Proficiency in Python for prototyping and comfort with Linux and Git.
- Proven track record in quant research or systematic trading handling large intraday datasets.
- Exposure to at least one core market: Crypto CEX, Commodity Futures, or Global Equities/Index Futures.
Nice to have
- Proficiency in C++.
- Experience applying Machine Learning (gradient boosting, sequential models) for intraday alpha generation.
- Deep understanding of order book dynamics, slippage modeling, and execution benchmarking.
- Demonstrable record of profitable live strategies.
- Background in Competitive Programming (ACM-ICPC), Math Olympiads, or Kaggle.
Culture & Benefits
- Competitive remuneration package and a meritocratic culture where accomplishments are rewarded.
- Fast-paced, result-oriented environment with a flat organizational structure.
- Casual and collaborative working environment.
- Excellent exposure to the digital asset ecosystem and latest market insights.
- Great career development opportunities.
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