Role and Responsibilities:
- Designing, implementing and deploying trading algorithms
- Researching high frequency alphas
- Exploring trading ideas by analyzing market data, market microstructure and alternate data for patterns
- Creating tools to analyze data for patterns and developing data platforms
- Contributing to libraries of analytical computations to support market data analysis and trading
- Developing, augmenting and calibrating exchange simulators
Requirements:
- A Bachelor's, Master's or PhD degree in Mathematics, Statistics, Computer Science or equivalent STEM degree
- Experience in crytocurrency quantitative research or trading; proven track record in professional crypto quant trading is preferred
- Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation and Principal Component Analysis)
- Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
- Familiarity with time series prediction models is preferred
- Strong programming skills in Python or C++