Quantitative Researcher

H&P Executive Search; Paris; Sur place; EUR 60 000 - 80 000; Plein temps

Résumé du poste

An innovative trading firm is on the lookout for a Quantitative Researcher to enhance their market-making strategies in the rapidly evolving crypto landscape. This role combines financial theory and statistical modeling, allowing you to directly impact strategy design and performance optimization. You will engage in research, develop predictive models, and collaborate closely with a talented team to refine trading strategies. If you thrive in a fast-paced, data-driven environment and are passionate about the digital asset revolution, this is the perfect opportunity for you to make a significant impact.

Qualifications

• Advanced degree in a quantitative field is essential.
• Strong programming skills in Python, C++, or Rust are required.

Responsabilités

• Research and design market-making algorithms for crypto markets.
• Develop predictive models using statistical and machine learning techniques.
• Collaborate with developers and traders to integrate research.

Connaissances

Python

C++

Rust

Statistical Modeling

Machine Learning

Communication Skills

Formation

Master’s or PhD in Mathematics

Master’s or PhD in Physics

Master’s or PhD in Statistics

Master’s or PhD in Computer Science

Outils

Exchange APIs

Data Science Libraries

Description du poste

About The Firm

I am speaking on behalf of my client who are a data-driven trading firm operating at the forefront of the digital asset revolution. With a strong emphasis on research and cutting-edge technology, they specialize in providing deep liquidity and efficient pricing across global cryptocurrency markets. Their mission is to create transparent, resilient, and scalable trading systems for the fast-evolving world of digital assets.

The Role

They are seeking a Quantitative Researcher to join their trading team and drive the development of high-performance market-making strategies in the crypto space. You’ll work at the intersection of financial theory, statistical modeling, and high-frequency trading, contributing directly to strategy design, signal generation, and performance optimization.

Key Responsibilities

• Research and design market-making algorithms for spot and derivatives crypto markets
• Analyze order book dynamics, market microstructure, and liquidity patterns
• Develop predictive models using statistical and machine learning techniques
• Conduct backtesting and simulation of trading strategies using historical and live data
• Collaborate closely with developers and traders to integrate research into production
• Continuously monitor and refine strategies based on market conditions and performance metrics

Requirements

• Advanced degree (Master’s or PhD) in a quantitative field (e.g., Mathematics, Physics, Statistics, Computer Science)
• Strong programming skills in Python, C++, or Rust
• Experience working with large, noisy datasets in real-time or near real-time environments
• Deep understanding of market-making, execution algorithms, and crypto market microstructure
• Prior experience in a trading or quantitative research role (crypto or traditional markets)
• Ability to communicate complex ideas clearly and collaborate across teams

Nice to Have

• Experience in high-frequency trading (HFT) environments
• Familiarity with exchange APIs (e.g., Binance, Deribit, Coinbase Pro, etc.)
• Knowledge of DeFi protocols and on-chain data analysis
• Prior contributions to open-source trading or data science libraries

If you think this sounds like the role for you please apply or reach out directly to Ben Adshead on LinkedIn.