Quant Researchers (Digital Assets)

Europe, United Kingdom, London, United States, New York
Permanent
Job ID: 2244

Job Description

[Up to c. $300k Comp Package (or equivalent) | Hybrid Working]

Are you a quantitative researcher looking to apply cutting-edge techniques in systematic trading? Our client, a leading multi-strategy investment firm, is expanding its team with opportunities in alpha research and execution strategy. These roles offer the chance to work in a highly collaborative environment, leveraging advanced modelling, machine learning, and market microstructure insights to drive trading performance...


2 Opportunities Available:


Quantitative Researcher – Alpha Strategies

Focus: Systematic model development, predictive analytics, and alpha generation

  • Develop and refine systematic trading models using statistical techniques and machine learning
  • Identify inefficiencies in digital asset markets and translate insights into predictive signals
  • Backtest and optimise trading models for robust real-world performance
  • Work with engineers to deploy research into live trading environments
  • Continuously enhance existing strategies through rigorous performance analysis


Quantitative Researcher – Execution & Market Microstructure

Focus: Optimising order placement, reducing slippage, and enhancing execution strategies

  • Design and improve execution models to optimise order placement and scheduling across centralised crypto exchanges
  • Integrate short-term alpha signals to minimise trading costs and market impact
  • Develop market impact models and refine portfolio execution strategies
  • Validate and enhance backtesting methodologies using internal trading data
  • Collaborate with researchers to align execution strategies with overall portfolio risk management


What You Bring...

  • 3+ years of experience in a quantitative research role, ideally within a hedge fund, proprietary trading firm, or similar environment
  • Strong background in mathematical and statistical modelling (e.g. time-series analysis, optimisation techniques)
  • Proficiency in Python, with C++ knowledge being advantageous
  • Extensive experience working with large datasets and applying rigorous data analysis
  • Expertise in market microstructure and execution dynamics (for execution-focused candidates)
  • Degree in a quantitative field such as mathematics, physics, statistics, or computer science
  • Ability to think independently, develop innovative solutions, and work collaboratively within a team
  • (Desired) Knowledge of digital asset markets


...


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