Quantitative Researcher

We are a private crypto HFT firm specializing in operations across centralized and decentralized markets through the use of mathematical and statistical models.

We develop and utilize low-level, high-speed infrastructure to execute trading strategies efficiently and ensure consistent profitability. The company’s core objective is to maintain an optimal balance between profitability and risk control.

Our approach is fundamentally conservative — we prioritize stability and predictability over excessive risk-taking or pursuit of short-term gains. This philosophy allows us to remain resilient in highly volatile market conditions and sustain long-term performance and reliability.

Responsibilities

• Develop and implement quantitative trading strategies using the company’s high-speed infrastructure.
• Design, calibrate, and validate predictive models for digital assets.
• Analyze market data to identify short-term alpha signals and market microstructure patterns.
• Conduct backtesting, statistical experiments, and parameter optimization.
• Collaborate closely with developers to improve execution performance and efficiency.

Requirements

• Proficiency in Python and/or C++, Bash, Linux.
• Relevant academic background (Computer Science, Mathematics, Economics).
• 3+ years of commercial experience in Quantitative Research.
• Deep understanding and experience with order book.
• Practical experience applying ML to trading tasks.

Benefits

• Top-of-market compensation with a transparent bonus structure.
• Profit-share from jointly developed strategies.
• Low-latency infrastructure.
• Minimal bureaucracy.