A systematic crypto trading firm is hiring quantitative talent to run and scale market-making, statistical-arbitrage and funding/basis strategies across centralised exchanges, perpetuals, options and on-chain venues. We are looking for buy-side or prop backgrounds, not exchange-side or retail platform engineers.
Crypto Quantitative Researcher
- Research and deploy alpha, market-making and execution strategies in spot, perpetuals and options (Deribit, Binance, OKX, CME, on-chain DEX liquidity)
- Model funding, basis, volatility surface and cross-venue dislocations; build inventory, hedging and risk-limit logic
- Run backtests on tick and order-book data with realistic fees, latency and liquidity assumptions
- Requirements: 3+ years of systematic trading research (crypto, HFT, stat-arb or options market making); strong statistics and Python; a record of strategies taken live; PhD or equivalent quantitative training valued
Crypto Quantitative Developer
- Build low-latency connectivity, order management, market-data, simulation and risk systems across multiple exchanges and venues
- Own production reliability: monitoring, failover, reconciliation and exchange API change management
- Support research with scalable data and backtesting infrastructure
- Requirements: strong C++, Rust, Go or Python in a trading environment; multi-venue connectivity and market-data experience; prior crypto or HFT market-making stack preferred
Not a fit: retail trading-bot builders, exchange or wallet engineers without trading P&L exposure, sell-side flow desks.