Quantitative Analyst Intern - Digital Assets Market Making (HFT)
Core
Research and deploy systematic trading strategies across centralized digital asset venues, analyzing market microstructure and execution quality.
Role type
Quantitative Analyst Intern (HFT)
Builds
Latency-aware backtests, data pipelines, and strategy performance tools
Domain
Digital Assets / High-Frequency Trading
Deliverable
production ML models
Required skills
Python, SQL, Git, probability, statistics, time-series analysis, limit order books, exchange APIs, market microstructure
Preferred skills
Rust, ClickHouse, WebSocket/REST APIs, event-driven simulation
Technologies
Python, SQL, Git, ClickHouse, Polars
Responsibilities
Analyse multi-venue top-of-book and depth data; Build and validate latency-aware, event-driven backtests; Measure spread capture, fees, and adverse selection; Build reusable Python tools and data pipelines; Study cross-venue price discovery and fair-value construction; Support live strategies through PnL and exposure analysis; Evaluate liquidity-program economics
Seniority
Intern
