About the role
We’re hiring Senior Quant Researchers for hedge funds, prop trading firms, and crypto market makers to find alpha and take it all the way to production.
You will
Own the full research lifecycle, from hypothesis to strategies that trade real capital.
Explore large-scale market data, generate and test hypotheses, and build predictive models.
Run rigorous backtests and deploy strategies to production.
Work closely with engineers and traders; your work is measured by PnL, not by what looks good in a notebook.
Focus on market making, statistical arbitrage, options and volatility, or high-frequency signals, depending on the team.
Requirements
Strong quantitative background in math, statistics, physics, or CS.
Fluency in Python.
Prior experience in HFT.
Nice to have
Machine learning for time series.
Market microstructure and order book data.
C++ or Rust for production work.
Publications and competitive math or programming achievements.