Position Overview

We are seeking an exceptional quantitative trader to develop and execute systematic trading strategies in digital asset markets. You will combine rigorous quantitative research, sophisticated modeling, and real-time market intuition to generate consistent alpha. This role offers direct P&L responsibility, cutting-edge technology infrastructure, and the opportunity to trade in one of the most dynamic and inefficient markets globally.

What You'll Do

Strategy Development & Research

• Design, backtest, and implement systematic trading strategies across cryptocurrency spot, futures, perpetuals, and options markets
• Identify and exploit market inefficiencies through statistical analysis, machine learning, and mathematical modeling
• Develop alpha signals from market microstructure, orderbook dynamics, cross-asset relationships, and alternative data sources
• Continuously iterate on existing strategies to maintain edge as markets evolve and competition intensifies
• Conduct post-trade analysis to understand P&L drivers, execution quality, and strategy performance attribution

Live Trading & Execution

• Manage live positions with real-time decision-making across multiple exchanges and instruments
• Monitor markets continuously for regime changes, anomalies, and emerging opportunities
• Optimize execution to minimize market impact and transaction costs while maximizing signal capture
• Respond dynamically to fast-moving market conditions, news events, and liquidity shifts
• Collaborate with technology to improve execution infrastructure and reduce latency

Risk Management

• Design and enforce position limits, exposure constraints, and drawdown controls
• Stress test strategies against historical crises and hypothetical scenarios
• Monitor counterparty risk across exchanges and understand liquidation mechanics
• Balance risk and reward to optimize risk-adjusted returns, not just absolute P&L

Collaboration & Communication

• Work closely with quantitative developers to productionize research and optimize systems
• Share insights with research and technology department to improve firm-wide strategies
• Communicate clearly about strategy performance, risks, and market conditions to leadership
• Contribute to trading infrastructure improvements and tool development

What We're Looking For

Educational Background

• Top-tier undergraduate or graduate degree in Mathematics, Computer Science, Physics, Statistics, Electrical Engineering, or related quantitative field
• Exceptional academic performance: Strong GPA from highly competitive program
• Demonstrated problem-solving ability: Success in mathematical olympiads, programming competitions (IOI, ACM ICPC, Putnam), or advanced research
• PhD preferred but not required - we value demonstrated trading ability and quantitative reasoning over credentials alone

Quantitative & Analytical Skills

• Strong mathematical intuition across probability, statistics, optimization, and numerical methods
• Deep understanding of statistical inference, hypothesis testing, and experimental design
• Ability to model complex systems and extract actionable insights from noisy data
• Experience with time-series analysis, signal processing, or econometric modeling highly valued
• Machine learning knowledge (supervised/unsupervised learning, ensemble methods, neural networks) is a plus
• Comfort with uncertainty: Ability to make decisions with incomplete information and quantify confidence levels

Programming & Technical Proficiency

• Expert-level programming in at least one of: Python, C++, Rust, or similar
• Ability to write clean, efficient code for both research and production environments
• Familiarity with version control (git), testing frameworks, and software development best practices
• Comfort working in Linux environments and command-line tools
• Database querying skills (SQL) and large-scale data manipulation
• Plus: Experience with low-latency systems, FIX protocol, or exchange APIs

Trading Aptitude & Market Intuition

• Genuine intellectual curiosity about markets and price formation
• Ability to think probabilistically and size bets appropriately
• Pattern recognition and ability to synthesize information from multiple sources
• Adaptability: Comfort operating in rapidly changing, ambiguous environments
• Knowledge of cryptocurrency markets (market micro structure, derivatives) is a plus

Personal Characteristics

• Intellectual horsepower: Ability to learn complex concepts quickly and think creatively
• Attention to detail: Catches edge cases, validates assumptions, double-checks critical work
• Collaboration skills: Works effectively in team environment, shares knowledge generously
• Resilience: Handles setbacks constructively, learns from mistakes, maintains performance under pressure

Experience Requirements

We hire traders at multiple experience levels:

Junior Quantitative Trader (0-2 years)

• Recent graduate or early-career professional
• Strong academic credentials and demonstrated quantitative ability
• Programming proficiency and eagerness to learn trading

Quantitative Trader (2-5 years)

• 2-5 years experience in quantitative trading, research, or related field
• Proven track record of strategy development or trading P&L
• Deep expertise in at least one market or strategy type

Senior Quantitative Trader (5+ years)

• 5+ years experience with verified trading track record (Sharpe > 2.0)
• Expertise across multiple strategy types and market regimes
• Proven ability to generate alpha in competitive markets