About the company
Kronos Research stands at the forefront of proprietary trading, elevating trading performance through its profound expertise in quantitative research. Driven by a fusion of rigorous research methodologies and advanced machine-learning techniques, we are revolutionizing the way trading is approached. We have 4 main business pillars, i.e. (i) High-Frequency Trading (HFT), particularly in the dynamic landscape of cryptocurrency trading, (ii) market-making, providing the best liquidity across CeFi and DeFi solutions, (iii) asset management services for institutions and brokers covering a wide range of asset classes, and (iv) ventures, identifying high growth potential projects to invest in, provide expertise and drive returns.
Job Summary
Responsibilities
šData Analysis & Preprocessing: Understand and preprocess orderbook data. šDeep Learning Model Design: Design models for time-series and orderbook data (Transformers, RNNs, CNNs, Attention). šScalable Training Implementation: Implement parallelized data loading pipelines. šFeature Engineering: Develop and optimize orderbook features using C++. šBacktesting & Evaluation: Conduct rigorous backtesting across markets. šProduction Integration: Deploy models into real-time, low-latency systems.
Requirements
šBackground in machine learning or quantitative research, preferably related to financial markets. šExperience deploying ML models in real-time, low latency environments is a plus. šFamiliarity with optimizing model latency and inference speed(e.g., KV caching, quantization, pruning) is advantageous. šOpen to both experience candidates and highly motivated fresh graduated.
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