Description

📍We are looking for bright and enthusiastic interns (Master/PhD graduates) to join the team to learn and develop skills used in quantitative research and algorithmic trading with a focus on De-Fi research. 📍This is a hands-on front office trading role. You will see strategies you’ve developed traded in production.

You will be supporting our quantitative researchers in the following areas:

📍Researching vast amounts of De-Fi market data to identify patterns and express your own fully algorithmic trading strategies 📍Creating and implementing De-Fi strategies into production which means direct feedback on your work 📍Manage your portfolio of live strategies and adjust based on market conditions and upcoming economic calendar 📍Generating novel ways of analysing and interpreting our proprietary data 📍Improving the quality of our simulations and accuracy of forecasts 📍Shaping our trading footprint by identifying new markets to trade on

Requirements

Qualities that make you an ideal candidate may include: 📍Proficient in one or more of Python/C++/Java with a good foundation in software engineering principles 📍Familiarity with Blockchain technology is a plus Complex problem solving, focusing on results rather than process 📍Unconventional thinking, creativity and persistence 📍Good mix of engineering and data science skills in the domain of time series analysis 📍Ability to build whole data analysis pipelines from data preparation and feature selection to efficient training, hyper-parameter optimisation, validation and testing 📍PhD, MSc from top tier universities in relevant STEM subjects (mathematics, physics, computer science)