Quantitative Researcher / Algorithmic Strategist

Role Overview

We are a systematic prop trading firm operating at the intersection of CeFi and DeFi, with infrastructure deployed across 50+ exchanges and 20+ chains.
 

We are looking for a Senior Quantitative Researcher & Algorithmic Strategist to join the trading team. In this role, you will fully own the lifecycle of trading strategies — from research and backtesting to production deployment and optimisation.
 

This is a high-autonomy, high-impact position with direct collaboration with the founding team.
 

Key ResponsibilitiesStrategy Development

• Develop proprietary alpha signals or adapt existing strategies
• Design, backtest, and forward-test systematic trading strategies
• Conduct statistical validation (walk-forward, out-of-sample, regime analysis)
• Analyse capacity, decay, and correlation within the portfolio
• Prepare research documentation and performance reports
   

Engineering & Deployment

• Translate research into production-grade code (Python / C++ / Rust)
• Build algorithms for CEX market-making programs (Binance, OKX, Bybit)
• Improve order book logic (spread, inventory, execution efficiency)
• Integrate strategies into low-latency infrastructure
• Monitor live performance and conduct post-trade analysis
   

Market Microstructure & Execution

• Optimize fill rates, slippage, and latency
• Work with order book dynamics and execution logic
• Improve rebate capture and maker program performance
   

RequirementsHard Requirements (Must-have)

• Proven live trading track record (real P&L, not only backtests)
• Strong knowledge of crypto market microstructure
• Production-level coding in Python
• Working knowledge of C++ or Rust (preferred)
• Strong quantitative background (statistics, probability, time-series)
• Experience with exchange APIs (REST/WebSocket)
• Ability to own strategies end-to-end independently
   

Nice to Have

• Experience in prop trading / HFT / crypto quant firms
• Market-making algorithm experience
• Experience with CEX maker programs
• Familiarity with DEX / on-chain trading / MEV
• Experience in arbitrage strategies (CeFi–DeFi / cross-venue)
• Risk management systems (PnL limits, volatility sizing)
   

Academic Background

• Degree in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or similar
• Practical track record is prioritized over formal education
   

What We’re Looking For

• Strong ownership mindset over strategies and results
• Ability to explain and defend your edge
• Deep understanding of why strategies work (and fail)
• Attention to execution details (fees, latency, fills)
• Intellectual honesty and data-driven thinking
• Collaborative, non-ego-driven approach
   

Compensation

• Base Salary: Competitive (USD / stablecoin)
• Performance Bonus: P&L-based allocation (high-water mark model)
• Capital Allocation: Up to $100M+ per strategy (based on performance)
• Infrastructure: Full access to trading stack (50+ venues, low latency)
• Format: Remote-first, high autonomy
   

What We Offer

• Ready-to-use trading infrastructure (no need to build from scratch)
• Direct access to decision-makers
• Fast capital deployment
• Exposure to cutting-edge crypto markets (CEX + DEX)
• Collaborative research environment
• Flat team structure
   

Hiring Process

1. Call with Recruiter (30 min) — background and strategy discussion
2. Team interview (60 min) — strategy walkthrough
3. Final C-level Interview (30 min)