Crypto Quant ML Scientist - Market Making

Hytech; Singapore; Sur place; SGD 180 000 - 240 000; Plein temps

Résumé du poste

Hytech is a leading management consulting firm with a global footprint, seeking a quantitative trading ML specialist to design, research, and deploy models for crypto derivatives and market-making. You will collaborate with researchers, traders and engineers to turn insights into production-ready systems.

The role emphasizes applied ML, time-series modelling, and market microstructure research, with responsibilities spanning model development, backtesting, monitoring and risk controls in a

Qualifications

• Master’s or PhD in Computer Science, Statistics, Applied Mathematics, Physics, Quantitative Finance or related quantitative field.
• 3+ years of hands-on experience building production ML models for systematic trading or market-making.
• Strong background in time-series ML: gradient boosting, neural networks, sequence models, probabilistic modelling.
• Proficiency in Python and solid statistical foundations (hypothesis testing, probability, Bayesian methods).
• Deep understanding of market microstructure, order books, funding, exchange APIs; backtesting experience.
• Experience with streaming data tools (Kafka, Pub/Sub, Redis streams) and real-time feature ingestion.
• Ability to deploy models into low-latency production systems, preferably with C++/Rust integration.

Responsabilités

• Research, design, prototype and validate ML models for market microstructure and alpha signal generation.
• Build backtesting and cross-validation pipelines to evaluate model performance and robustness.
• Engineer feature sets from high-frequency data: order book, trades, funding rates and latency metrics.
• Collaborate with traders and researchers to translate hypotheses into ML frameworks.
• Deploy models into low-latency trading stacks and balance predictive power with latency.
• Develop dashboards to monitor model performance, drift and strategy PnL.
• Document research findings, model specs and testing methodologies for compliance.
• Support stress testing and scenario simulations under volatile market conditions.

Connaissances

Python

Time-series ML

Backtesting

Low-latency

C++ / Rust

Docker

Crypto derivatives

ML Frameworks

Formation

MS/PhD

Quantitative field

Outils

Kafka

Pub/Sub

Redis streams

Git

Description du poste

Hytech is a leading management consulting firm with a global footprint, seeking a quantitative trading ML specialist to design, research, and deploy models for crypto derivatives and market-making. You will collaborate with researchers, traders and engineers to turn insights into production-ready systems.

The role emphasizes applied ML, time-series modelling, and market microstructure research, with responsibilities spanning model development, backtesting, monitoring and risk controls in a