Founding Quantitative Researcher

Swaap Labs; Paris; À distance; EUR 60 000 - 100 000; Plein temps

Résumé du poste

A leading company in the crypto market is seeking a Founding Quantitative Researcher to join their innovative team. This role involves designing and optimizing algorithmic trading strategies, contributing significantly to the company's trajectory. Ideal candidates will have a strong quantitative background and proficiency in C++ or Rust, with opportunities to work on cutting-edge problems at the intersection of finance and blockchain technology.

Prestations

Competitive salary

P&L tied bonus

Stock options

Lunch & health insurance

Remote-friendly policy

Monthly team events

Qualifications

• Strong quantitative background in Mathematics, Statistics, Physics, or Computer Science.
• Proficiency in C++ / Rust for data analysis and model implementation.
• Experience in market-making strategies and statistical arbitrage.

Responsabilités

• Design, implement, and refine predictive trading strategies.
• Conduct research on market microstructure and execution optimization.
• Monitor and improve model performance in live trading environments.

Connaissances

Quantitative background

C++

Rust

Market-making strategies

Probability theory

Time-series analysis

Optimization techniques

Market microstructure

Algorithmic trading concepts

Data analysis

Formation

Mathematics

Statistics

Physics

Computer Science

Description du poste

Swaap is a group of scientists and technologists committed to build open systems.

We blend cutting-edge research with resilient infrastructures to improve crypto markets.

Our research team is composed by leading researchers in algorithmic trading — such as Olivier Guéant.

Join us to help redefining the liquidity layer of the Internet!

Role

We are looking for a Founding Quantitative Researcher to contribute to Swaap’s trading research efforts, helping us design and optimize algorithmic market-making strategies in digital asset markets.

As the first Quant in the team, your scope will include structuring the quant function at Swaap, in partnership with the Founders and our academic Researchers. Your impact will be major on the trajectory of the company.

Missions

• Design, implement, and refine predictive trading strategies
• Conduct research on market microstructure, pricing models, and execution optimization.
• Develop and backtest strategies using vast amounts of historical and real-time data.
• Collaborate with engineers to deploy strategies into production and enhance infrastructure.
• Monitor, analyze, and improve model performance in live trading environments.
• Structure the quant function at Swaap

Requirements

• Strong quantitative background (Mathematics, Statistics, Physics, Computer Science, or related field).
• Proficiency in C++ / Rust for data analysis, backtesting, and implementation of models.
• Experience in market-making strategies, HFT, or statistical arbitrage.
• Understanding of probability theory, time-series analysis, and optimization techniques.
• Knowledge of market microstructure and algorithmic trading concepts.
• Ability to work with large datasets, developing and testing hypotheses rigorously.

Nice to Have

• Familiarity with DeFi protocols and blockchain-based trading.
• Forefront : Work on cutting-edge problems at the intersection of quantitative trading and blockchain technology.
• Package : Competitive salary + P&L tied bonus + stock options + lunch & health insurance (Swile, Alan).
• Settings : Remote-friendly policy, well-located offices + monthly team events.
• Explanatory interview to get to know each other.
• Case study or live brainstorming session + live tests.
• Final interview to debrief and meet with the team.

Quantitative Researcher • Greater Paris Metropolitan Region, France