Quantitative Researcher, Systematic Derivatives Strategies.

What You Will Do

Research, build and ship systematic strategies across digital asset derivatives: perpetuals, futures and options; carry, basis and relative value; market-neutral, hedging and systematic short strategies; and, increasingly, the derivative markets forming around tokenised real-world assets. This is a role for a builder who generates original hypotheses and has the discipline to carry them through research, validation, forward testing and implementation.

• Strategy research. Own each project from hypothesis through data acquisition, analysis, testing, documentation, validation and implementation.
• Rigorous validation. Design backtests with realistic trading assumptions and a clean separation between research, validation and final evaluation periods. Identify the conditions under which a strategy deteriorates or breaks.
• Derivatives economics and risk. Study the complete economics of derivative positions, from funding, basis and margin to liquidation risk and venue-specific contract structures, and develop the portfolio construction and risk methods for derivative exposure.
• Data and market structure. Build and automate the derivatives and on-chain data flows that underpin our research.
• Machine learning and AI. Apply machine learning where it produces measurable value: signal discovery, regime identification, forecasting, execution, anomaly detection and risk modeling.
• Production. Move viable strategies into forward testing and production, and investigate differences between expected and realized behavior.

What You Bring

• Experience. Approximately three to eight years in quantitative research, derivatives or systematic trading, or equivalent evidence of ability.
• Markets. Practical command of perpetual funding, futures basis, options pricing, volatility, Greeks, margin, collateral, liquidation, hedging and market microstructure.
• Engineering. Strong Python, APIs, databases, version control and research code, with experience of large, incomplete or noisy datasets.
• Communication. Clear, concise writing, and the ability to explain market structure and research findings to demanding stakeholders.

Apply

Send us your CV, a brief cover letter on the experience most relevant to the role, and links to research, code repositories, notebooks, trading systems or written market analysis. We would much rather see completed work than credentials.

Apply