Quantitative Researcher (Alpha Strategies)

Location: Remote Type: Permanent

Role Overview

We are hiring a Quantitative Researcher to design, test, and deploy systematic trading strategies within a market-neutral crypto trading framework.

This role focuses on data-driven strategy research, including futures arbitrage, funding-rate strategies, cross-venue relative value, and derivatives-based opportunities across centralized and decentralized markets.

The researcher will work closely with traders, quants, and engineers to develop factor models, execution signals, and alternative alpha strategies, while supporting portfolio construction, risk management, and capital efficiency across institutional trading mandates.

Key Responsibilities

• Research and develop data-driven trading strategies across crypto spot and derivatives markets

• Identify futures arbitrage, funding-rate inefficiencies, and cross-venue dislocations across CEX and DEX venues

• Design and test factor models and systematic alpha signals

• Build and maintain research pipelines, backtesting frameworks, and data analysis tools

• Analyze market microstructure, liquidity dynamics, and execution quality

• Work alongside traders to translate research into deployable strategies and execution logic

• Collaborate with engineering to improve data infrastructure, automation, and strategy monitoring systems

• Evaluate new strategy opportunities including market making, volatility strategies, and alternative alpha approaches

Requirements

• 3+ years of experience in quantitative research, systematic trading, or crypto market analysis

• Strong background in data analysis and strategy development

• Experience researching relative value, arbitrage, or systematic trading strategies

• Solid understanding of crypto derivatives, perpetual swaps, and futures markets

• Proficiency in Python and quantitative research tools

• Experience working with large datasets and market data pipelines

• Ability to work closely with trading and engineering teams

• Strong analytical mindset with a structured research process

Preferred Experience

• Experience researching funding-rate strategies, futures basis trades, or cross-exchange arbitrage

• Background in statistical arbitrage, volatility strategies, or factor modeling

• Familiarity with market making or liquidity provision strategies

• Strong knowledge of crypto market structure across CeFi and DeFi venues

• Experience contributing to systematic trading systems deployed in production