Machine Learning Quantitative Researcher - Crypto Derivatives
Core
Design, research, prototype, and deploy machine learning models for crypto derivative market-making and systematic trading strategies.
Role type
Senior IC machine learning quantitative researcher (crypto derivatives)
Builds
Production-ready trading systems for market-making and systematic strategies
Domain
Fintech / Crypto derivatives / Quantitative trading
Deliverable
production ML models
Required skills
Time-series ML, gradient boosting, neural networks, sequence models, probabilistic modelling, feature engineering for high-frequency data, Python, statistical foundations, market microstructure, backtesting frameworks, streaming data pipelines
Preferred skills
Low-latency trading stack experience, C++/Rust, online learning, reinforcement learning, risk models using ML, cloud containerised deployments
Technologies
Python, NumPy, Pandas, Scikit-learn, PyTorch, TensorFlow, Kafka, PubSub, Redis, Docker
Responsibilities
Research and validate ML models for market microstructure and alpha signal generation; Build backtesting and validation pipelines; Engineer features from high-frequency market data; Partner with traders to translate hypotheses into ML frameworks; Deploy models into low-latency execution systems; Develop monitoring dashboards for model performance and drift; Perform statistical research on market regimes and liquidity patterns; Document research findings and model specifications.
Seniority
Senior, hands-on IC