Founding Quantitative Researcher

JR France; Paris; À distance; EUR 75 000 - 120 000; Plein temps

Résumé du poste

Une entreprise à la pointe de l'innovation recherche un chercheur quantitatif fondateur pour optimiser des stratégies de trading algorithmique dans les marchés d'actifs numériques. Ce rôle stratégique implique de structurer la fonction quantitative en collaboration avec des chercheurs académiques. Vous influencerez considérablement la trajectoire de l'entreprise tout en travaillant sur des problèmes de pointe à l'intersection du trading quantitatif et de la blockchain.

Prestations

Salaire compétitif

Bonus lié à P&L

Options d'achat d'actions

Assurance santé

Politique de travail à distance

Qualifications

• Solide formation quantitative.
• Proficience en C++ / Rust.
• Expérience en stratégies de market-making, HFT ou arbitrage statistique.

Responsabilités

• Concevoir, mettre en œuvre et affiner des stratégies de trading prédictives.
• Conduire des recherches sur les microstructures de marché et l'optimisation d'exécution.
• Développer et tester des stratégies avec de grands ensembles de données.

Connaissances

Mathématiques

Statistiques

Physique

Informatique

Formation

Diplôme en Mathématiques, Statistiques, Physique, Informatique ou domaine connexe

Outils

C++

Rust

Description du poste

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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.