Experienced Quantitative Researcher
Core
Design, test, and refine features and model architectures to improve prediction and execution performance in high-frequency trading.
Role type
Quantitative Researcher (High-Frequency Trading)
Builds
Alpha signals, predictive models, and research pipelines for systematic trading strategies.
Domain
Digital assets, high-frequency trading, quantitative finance
Deliverable
production ML models
Required skills
Python, C++, algorithms, linear algebra, statistics, optimization techniques, high-frequency market data analysis
Preferred skills
PNL generation track record, competitive programming, quantitative olympiads
Technologies
Python, C++, cutting-edge compute clusters
Responsibilities
Design and refine model architectures for prediction and execution; Develop research pipelines for large-scale strategy simulation; Analyze market data and model outputs to guide iterative improvements; Apply advances in quantitative methods and ML to real-world challenges.
Seniority
Mid-Senior (2-7 years experience)