Senior Quantitative Researcher

We're partnering with a leading crypto market-making and HFT firm to hire a Senior Quantitative Researcher with 5+ years of experience in building and deploying high-frequency trading strategies across centralized or decentralized exchanges (futures, spot, perpetuals). This role is ideal for someone who thrives in low-latency environments and wants to work at the intersection of alpha research, execution, and performance optimization.

Responsibilities:

Design, test, and implement high-frequency trading strategies across centralized crypto markets

Conduct alpha research leveraging order book dynamics, market microstructure, and statistical modeling

Work closely with engineers to optimize infrastructure for ultra-low latency execution

Analyze live trading data and iterate on models to improve PnL, Sharpe, and risk-adjusted returns

Collaborate with the broader quant and trading team to identify new market opportunities and inefficiencies

Own end-to-end strategy development and deployment lifecycle

Qualifications:

5+ years of experience in HFT, proprietary trading, or systematic crypto firms

Proven track record of live strategy deployment and alpha generation

Strong proficiency in C++ with exposure to performance optimization in latency-sensitive environments

Deep understanding of market microstructure, especially in crypto spot and derivatives

Familiarity with exchange APIs (e.g., Binance, OKX, Bybit, Deribit)

Strong statistical and data analysis skills; Python or similar for research is a plus

Self-driven, comfortable working in a fast-paced, iterative environment