About the Role
This is not a signal-copying or indicator-tuning role. This is a seat at the table for someone who designs, tests, breaks, and rebuilds their own trading strategies from first principles.
As a Crypto Quant Researcher, you will take full ownership of researching, designing, backtesting, and iterating original crypto trading strategies across spot, perpetuals, and derivatives — working closely with engineering and trading to convert your ideas into production-ready systems on a next-generation quantitative trading platform focused on systematic, data-driven alpha generation.
If you've built your own strategies end-to-end, know why they fail, and can make them survive regime changes — this role was built for you. We reward real alpha, not slide decks.
Requirements
Must-Have (Non-Negotiable)
Hands-on experience developing your own crypto trading strategies — not borrowed, not copied
Strong quantitative foundation across mathematics, statistics, and probability
Proficiency in Python including NumPy, Pandas, and vectorized backtesting
Direct experience working with crypto market data — spot, perpetuals, and funding rates
Deep understanding of market microstructure and crypto-specific mechanics
Ability to clearly articulate why a strategy should work, not just that it backtests well
Strongly Preferred
Live or paper-traded strategies with verifiable performance data
Experience with derivatives, funding rate dynamics, and liquidation mechanics
Familiarity with event-driven or low-latency backtesting frameworks
Experience handling noisy, imperfect, real-world data
Knowledge of regime detection, volatility clustering, or nonlinear effects
Prior experience at a prop shop, hedge fund, or serious personal trading operation
Big Plus
GitHub with backtesting or trading projects
Trading journals or research notes
Prior PnL track record — honesty matters more than scale
Responsibilities
◉ Strategy Research & Design
- Design original crypto trading strategies across momentum, mean reversion, market structure, volatility, funding, microstructure, and more
- Research and engineer custom features and factors that go beyond standard indicators
- Document strategy logic, underlying assumptions, and failure modes with clarity
◉ Backtesting & Evaluation
- Build and maintain rigorous backtesting pipelines using historical crypto data — tick, OHLCV, funding rates, and order book data where available
- Perform thorough statistical evaluation covering drawdowns, regime behavior, robustness, and overfitting checks
- Iterate strategies based on honest failure analysis — not curve-fitting
◉ Production & Collaboration
- Work closely with engineers to move validated research into live trading systems
- Ensure strategies can be deployed, monitored, and continuously improved in production environments
Salary and Benefits
- Competitive base salary commensurate with experience and demonstrated ability
- Performance-linked upside directly tied to strategy results — your alpha is rewarded
- Work on a next-generation quantitative trading platform at the frontier of crypto markets
- High-autonomy research environment where your ideas are taken seriously and tested at scale
- Collaborate directly with engineering and trading teams to see your work come to life in production
- Be part of a team that values intellectual rigor, first-principles thinking, and genuine trading intuition
About the Company
Our client is building a next-generation quantitative trading and research platform focused on systematic, data-driven alpha generation across crypto markets. This is a team of serious practitioners — not hobbyists — who are committed to building strategies that are robust, explainable, and production-ready.
They operate at the intersection of rigorous research and real-world trading, and they are looking for researchers who share that standard. If you want to work somewhere that holds your work to a high bar and rewards you generously when it delivers — this is the environment for you.