ML Quant Researcher: Crypto Market-Making & Trading

Fuku; Singapore; On-site; SGD 180,000 - 280,000; Full time

Job summary

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

The role combines time-series modelling with market microstructure research, backtesting, and live deployment to optimise alpha, risk controls, and execution quality across multiple venues.

Qualifications

• Master's or PhD in Computer Science, Statistics, Applied Mathematics, Physics, Quantitative Finance, or related field.
• 3+ years building production ML models for systematic trading, market-making, or high-frequency finance.
• Strong background in time-series ML and feature engineering for high-frequency data.
• Proficiency in Python and solid statistical foundations (hypothesis testing, probability).
• Deep understanding of market microstructure, order books, funding, and exchange behavior.
• Experience with backtesting frameworks and avoiding overfitting in financial time series.
• Familiarity with streaming data, event-driven pipelines, Kafka/ PubSub, or Redis streams.
• Experience deploying ML in low-latency trading stacks (C++/Rust).
• Knowledge of crypto derivatives, perpetual futures, and CME/DEX edge cases.
• Strong communication to traders and engineers about quantitative results.

Responsibilities

• Research, design, and validate ML models for market microstructure and price prediction.
• Build backtesting pipelines with walk-forward validation and robustness checks.
• Engineer features from high-frequency data: order book, trades, funding, volume imbalance.
• Collaborate with traders and researchers to translate hypotheses into ML frameworks.
• Deploy models into low-latency execution systems with engineers for integration.
• Develop dashboards to monitor model performance, drift, and PnL.
• Conduct market regime analysis to refine risk guardrails and assumptions.
• Document research methods, model specs, and production constraints for compliance.

Skills

Time-series ML

Backtesting

Market microstructure

Low-latency trading

Experiment design

Model evaluation

Communication with traders/engineers

Education

Master's or PhD in quantitative field

Tools

Python

NumPy

Pandas

Scikit-learn

PyTorch

TensorFlow

C++

Rust

Kafka

PubSub/Redis streams

Job description

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

The role combines time-series modelling with market microstructure research, backtesting, and live deployment to optimise alpha, risk controls, and execution quality across multiple venues.