Job VC
Quantitative Researcher / Algorithmic Strategist
Technologies
Description
Role Overview
We are a systematic prop trading firm operating at the intersection of CeFi and DeFi, with infrastructure deployed across 50+ exchanges and 20+ chains.
We are looking for a
Senior Quantitative Researcher & Algorithmic Strategist
to join the trading team. In this role, you will fully own the lifecycle of trading strategies — from research and backtesting to production deployment and optimisation.
This is a
high-autonomy, high-impact position
with direct collaboration with the founding team.
Key ResponsibilitiesStrategy Development
Develop proprietary alpha signals or adapt existing strategies
Design, backtest, and forward-test systematic trading strategies
Conduct statistical validation (walk-forward, out-of-sample, regime analysis)
Analyse capacity, decay, and correlation within the portfolio
Prepare research documentation and performance reports
Engineering & Deployment
Translate research into production-grade code (Python / C++ / Rust)
Build algorithms for CEX market-making programs (Binance, OKX, Bybit)
Improve order book logic (spread, inventory, execution efficiency)
Integrate strategies into low-latency infrastructure
Monitor live performance and conduct post-trade analysis
Market Microstructure & Execution
Optimize fill rates, slippage, and latency
Work with order book dynamics and execution logic
Improve rebate capture and maker program performance
RequirementsHard Requirements (Must-have)
Proven
live trading track record
(real P&L, not only backtests)
Strong knowledge of
crypto market microstructure
Production-level coding in
Python
Working knowledge of
C++ or Rust
(preferred)
Strong quantitative background (statistics, probability, time-series)
Experience with
exchange APIs (REST/WebSocket)
Ability to own strategies
end-to-end independently
Nice to Have
Experience in
prop trading / HFT / crypto quant firms
Market-making algorithm experience
Experience with
CEX maker programs
Familiarity with
DEX / on-chain trading / MEV
Experience in
arbitrage strategies (CeFi–DeFi / cross-venue)
Risk management systems (PnL limits, volatility sizing)
Academic Background
Degree in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or similar
Practical track record is prioritized over formal education
What We’re Looking For
Strong
ownership mindset
over strategies and results
Ability to explain and defend your edge
Deep understanding of
why strategies work (and fail)
Attention to execution details (fees, latency, fills)
Intellectual honesty and data-driven thinking
Collaborative, non-ego-driven approach
Compensation
Base Salary:
Competitive (USD / stablecoin)
Performance Bonus:
P&L-based allocation (high-water mark model)
Capital Allocation:
Up to $100M+ per strategy (based on performance)
Infrastructure:
Full access to trading stack (50+ venues, low latency)
Format:
Remote-first, high autonomy
What We Offer
Ready-to-use trading infrastructure (no need to build from scratch)
Direct access to decision-makers
Fast capital deployment
Exposure to cutting-edge crypto markets (CEX + DEX)
Collaborative research environment
Flat team structure
Hiring Process
Call with Recruiter (30 min)
— background and strategy discussion
Team interview (60 min)
— strategy walkthrough
Final C-level Interview (30 min)
We are a systematic prop trading firm operating at the intersection of CeFi and DeFi, with infrastructure deployed across 50+ exchanges and 20+ chains.
We are looking for a
Senior Quantitative Researcher & Algorithmic Strategist
to join the trading team. In this role, you will fully own the lifecycle of trading strategies — from research and backtesting to production deployment and optimisation.
This is a
high-autonomy, high-impact position
with direct collaboration with the founding team.
Key ResponsibilitiesStrategy Development
Develop proprietary alpha signals or adapt existing strategies
Design, backtest, and forward-test systematic trading strategies
Conduct statistical validation (walk-forward, out-of-sample, regime analysis)
Analyse capacity, decay, and correlation within the portfolio
Prepare research documentation and performance reports
Engineering & Deployment
Translate research into production-grade code (Python / C++ / Rust)
Build algorithms for CEX market-making programs (Binance, OKX, Bybit)
Improve order book logic (spread, inventory, execution efficiency)
Integrate strategies into low-latency infrastructure
Monitor live performance and conduct post-trade analysis
Market Microstructure & Execution
Optimize fill rates, slippage, and latency
Work with order book dynamics and execution logic
Improve rebate capture and maker program performance
RequirementsHard Requirements (Must-have)
Proven
live trading track record
(real P&L, not only backtests)
Strong knowledge of
crypto market microstructure
Production-level coding in
Python
Working knowledge of
C++ or Rust
(preferred)
Strong quantitative background (statistics, probability, time-series)
Experience with
exchange APIs (REST/WebSocket)
Ability to own strategies
end-to-end independently
Nice to Have
Experience in
prop trading / HFT / crypto quant firms
Market-making algorithm experience
Experience with
CEX maker programs
Familiarity with
DEX / on-chain trading / MEV
Experience in
arbitrage strategies (CeFi–DeFi / cross-venue)
Risk management systems (PnL limits, volatility sizing)
Academic Background
Degree in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or similar
Practical track record is prioritized over formal education
What We’re Looking For
Strong
ownership mindset
over strategies and results
Ability to explain and defend your edge
Deep understanding of
why strategies work (and fail)
Attention to execution details (fees, latency, fills)
Intellectual honesty and data-driven thinking
Collaborative, non-ego-driven approach
Compensation
Base Salary:
Competitive (USD / stablecoin)
Performance Bonus:
P&L-based allocation (high-water mark model)
Capital Allocation:
Up to $100M+ per strategy (based on performance)
Infrastructure:
Full access to trading stack (50+ venues, low latency)
Format:
Remote-first, high autonomy
What We Offer
Ready-to-use trading infrastructure (no need to build from scratch)
Direct access to decision-makers
Fast capital deployment
Exposure to cutting-edge crypto markets (CEX + DEX)
Collaborative research environment
Flat team structure
Hiring Process
Call with Recruiter (30 min)
— background and strategy discussion
Team interview (60 min)
— strategy walkthrough
Final C-level Interview (30 min)