Quantitative Trading Research Intern (Blockchain)

Quantitative Trading Research Intern

Company

Acheron Trading

Conditions

6 days agoIntern Internship Research Jobs by Acheron Trading

Acheron Trading Acheron Trading is a digital asset market maker that provides robust, tradable liquidity across a broad price spectrum, ensuring efficient price discovery and sustainable market depth for digital assets. They serve innovators and institutional clients building on centralized and decentralized exchanges worldwide. Company intelligence Singapore, SG About Acheron Trading Acheron Trading provides liquidity and market-making services for the digital assets industry, offering principal market making (PMM), designated market making (DMM), managed execution, and a technology provider offering (Command Station) for professional trading infrastructure and software licensing with consulting. The firm emphasizes transparency and real-time execution to support efficient price discovery and sustainable market depth across centralized and decentralized exchanges. Its team is composed of domain experts in pure and applied mathematics, computer science, actuarial/risk management sciences, economics, consulting, accounting, and regulatory matters, with members having prior experience at firms such as Goldman Sachs, PwC, and Macquarie Group, and ties to academic institutions including Princeton, Cornell, and MIT. Acheron Trading's clients are primarily innovators and institutions operating in the digital asset markets across both centralized and decentralized exchange venues. View jobs by Acheron Trading

Skills

Adverse Selection Bid-Ask Spread Blockchain Consensus Dex Evm Inventory Management Market Microstructure On-Chain Analytics Order Book Python Quantitative Research Research Smart Contract Solana Statistics

About the Role

You will research on-chain market-making primitives, analyze large on-chain datasets, evaluate execution quality and flow toxicity, and turn complex findings into technical research and documentation. You will also collaborate with quantitative developers to optimize algorithmic strategies.

Requirements

• Currently pursuing an advanced or final-year BSc, MSc, or PhD in Financial Engineering, Mathematics, Physics, Quantitative Finance, or an analytical equivalent
• Proficiency in Python for data manipulation, statistical analysis, and quantitative research
• Understanding of market microstructure, bid-ask spreads, order book dynamics, inventory management, and adverse selection
• Understanding of distributed ledgers, smart contracts, and consensus mechanisms

Responsibilities

• Research emerging on-chain market-making primitives
• Analyze large on-chain datasets
• Evaluate execution quality, latency constraints, and flow toxicity
• Synthesize data findings into technical research papers and documentation
• Collaborate with quantitative developers to refine algorithmic strategies

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