Quantitative Researcher – High-Frequency & Crypto Markets
Core
Research and implement high-frequency trading strategies, analyze market data to uncover inefficiencies, and build simulation/backtesting tools for crypto and traditional markets.
Role type
Senior quantitative researcher (high-frequency trading)
Builds
Production-grade signal generation, execution logic, and low-latency trading infrastructure
Domain
Financial markets (High-Frequency Trading, Crypto, Traditional Markets)
Deliverable
production ML models
Required skills
Python, Rust/C++/Go, market microstructure, low-latency trading, mathematics/statistics/physics/computer science, large-scale data analysis, real-time data pipelines, cloud environments, Git, Linux/Unix, Docker
Preferred skills
MSc or PhD in quantitative discipline, experience in systematic strategies
Technologies
Python, Rust, C++, Go, Docker, Git, Linux/Unix
Responsibilities
Research and implement high-frequency trading strategies, analyze large-scale market data, build and maintain simulation and backtesting tools, write and optimize production-grade code, monitor strategy performance and adapt models, manage risk
