Key Responsibilities:

📍Design, develop, and refine systematic trading strategies in high-frequency and algorithmic crypto markets. 📍Conduct rigorous quantitative research and statistical modeling to identify market inefficiencies, arbitrage, and liquidity opportunities in centralized (CEX) and decentralized (DEX) markets. 📍Develop predictive models and machine learning techniques for alpha signal generation and execution optimization. 📍Collaborate with engineers to enhance backtesting frameworks, trading infrastructure, and low-latency execution systems. 📍Analyze high-frequency market data, order book dynamics, and liquidity patterns to improve trading performance. 📍Optimize risk-adjusted returns by implementing robust portfolio and risk management frameworks. 📍Stay ahead of the evolving crypto landscape, exploring new DeFi protocols, derivative markets, and trading venues.

Qualifications:

📍Proven experience as a Quantitative Researcher in crypto trading, HFT, or systematic trading. 📍Strong mathematical and statistical foundation with expertise in probability, stochastic processes, optimization, and time-series analysis. 📍Programming proficiency in Python, C++, Rust, or Java for research, strategy development, and automation. 📍Deep understanding of crypto market microstructure, execution algorithms, and liquidity dynamics. 📍Experience with machine learning, reinforcement learning, or alternative data sources is a plus. 📍Ability to work in a fast-paced, high-pressure environment and adapt to evolving market conditions. 📍Ph.D. or Master's degree in a quantitative field (Mathematics, Physics, Computer Science, Finance, etc.) preferred.

The crypto industry is evolving rapidly, offering new opportunities in blockchain, web3, and remote crypto roles — don’t miss your chance to be part of it.