You will work directly with researchers and founders on problems involving:
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Market making
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Delta-neutral strategies
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Reinforcement learning
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Portfolio allocation
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Backtesting infrastructure
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Market microstructure research
Responsibilities
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Conduct quantitative research on crypto and DeFi markets
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Analyze market data and identify alpha opportunities
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Develop and evaluate trading strategies
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Build and improve backtesting frameworks
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Research applications of machine learning and reinforcement learning in trading
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Design experiments and evaluate strategy performance
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Collaborate with the team on production research initiatives
Requirements
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PhD in Mathematics, Statistics, Computer Science, Physics, Financial Engineering, Quantitative Finance, or a related field
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Strong mathematical and statistical background
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Proficiency in Python
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Experience with machine learning frameworks such as PyTorch or Scikit-Learn
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Familiarity with quantitative research methodologies
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Ability to work independently in a research-driven environment
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Good written and spoken English
Preferred Qualifications
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Previous internship experience at a quantitative trading firm, hedge fund, market maker, or research lab
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Experience with reinforcement learning
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Knowledge of financial markets or market microstructure
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Experience working with order book or trade-level data
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Interest in digital assets, crypto markets, or DeFi
What We Offer
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Direct exposure to real-world quantitative research
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Opportunity to work on live strategies and production research
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Remote-first environment
Apply for this job
We are an inclusive organisation and actively promote equality of opportunity for all with the right mix of talent, skills, and potential. We welcome all applications from a wide range of candidates. Selection for roles will be based on individual merit alone.
