Role Overview
- Research, design, and implement systematic trading strategies in crypto markets (perp2spot arbitrage, funding rate arb, cross-exchange stat arb, etc.)
- Build robust backtesting pipelines and simulation frameworks to validate strategies under realistic market conditions.
- Analyze exchange market microstructure, liquidity, and funding dynamics to uncover edges.
- Monitor and improve live strategy performance, including execution and risk management.
- Collaborate with developers to deploy research code into production trading systems.
- Maintain research documentation and communicate findings to the investment team
Requirements
- 2 2 4 years of experience in quantitative research or trading (crypto preferred, but equities/futures acceptable with transferable skills)
- Experience researching and trading market-neutral or statistical arbitrage strategies
- Deep familiarity with crypto derivatives (perpetual swaps, funding rates, basis trades)
- Comfort working with tick-level order book data and designing event-driven simulations
- Understanding of exchange APIs (REST, WebSocket, FIX) and market data handling
- Familiarity with cloud-based workflows (AWS, Docker, distributed compute)
- Bonus: prior live deployment of crypto quant strategies at a prop firm, hedge fund, or HFT desk
Compensation and Benefits
- Between $120,000 - $250,000 total compensation with added trading performance bonus and opportunities for provision of seed capital
- Gym stipend to support fitness and wellness
- Health insurance and wellness stipend via Superpower.com
- Daily lunch provided, and dinner covered past 7pm
- Potential sponsorship for H-1B visas for eligible candidates
