Quantitative Researcher (HFT)

Client - One of the fastest growing HFTs in the Crypto space. Founder - 3rd Time Entrepreur; previous 2 were succesful exits (acquired)

Position Overview We are seeking a talented Quantitative Researcher to design and optimize high-frequency trading (HFT) strategies in the cryptocurrency markets. You will leverage statistical modeling, machine learning, and deep market microstructure knowledge to extract alpha from highly volatile digital asset data. This role is ideal for a researcher with 2–5 years of experience looking to transition their traditional HFT expertise into crypto, or scale their existing crypto alpha generation. Key Responsibilities

• Strategy Development : Design, backtest, and deploy high-frequency and market-making strategies for crypto spot, perpetuals, and futures.
• Alpha Generation : Identify predictive signals and statistical anomalies using vast datasets, order book dynamics, and on-chain metrics.
• Microstructure Analysis : Analyze exchange matching engines, latency bottlenecks, and liquidity patterns to optimize execution.
• Risk Management : Build mathematical models to manage portfolio risk, optimize position sizing, and mitigate downside in volatile regimes.
• Collaboration : Work closely with core developers to implement research code into production-ready C++ or Rust systems. Required Qualifications
• Experience : 2 to 5 years of professional experience as a QR within an HFT firm, hedge fund, or proprietary trading desk.
• Education : Master’s or PhD degree in Mathematics, Physics, Computer Science, Statistics, or a related quantitative field.
• Programming : Advanced proficiency in

Python (NumPy, Pandas, SciPy) for research and data analysis.

• Core Technical Skills : Solid understanding of

C++ or

Rust for code integration and performance evaluation.

• Mathematical Depth : Strong foundation in stochastic calculus, time-series analysis, machine learning, and linear algebra.
• Market Knowledge : Deep understanding of electronic market microstructure, limit order books, and execution algorithms. Preferred Qualifications
• Direct experience trading cryptocurrency instruments (Binance, OKX, Coinbase, Bybit, dYdX).
• Familiarity with DeFi protocols, MEV (Maximal Extractable Value), and smart contract execution.
• Experience handling ultra-large datasets like tick-by-tick order book data and cryptographic transaction logs. What We Offer
• Competitive base salary with an aggressive, performance-linked formula bonus.
• Access to world-class, ultra-low latency compute infrastructure and comprehensive datasets.
• Flexible or hybrid work environment with a highly collaborative, flat team structure.