Senior Quant Researcher

ALGOQUANT; United States; On-site; USD 180,000 - 280,000; Full time

Job summary

AlgoQuant Asset Management is seeking a Senior Quant Researcher with deep ML/DL expertise to lead alpha research across digital asset markets, including on-chain data. This role is highly autonomous, with ownership from problem framing to live deployment.

You will advance state-of-the-art techniques, build production-grade research pipelines, and collaborate with engineers to translate research into scalable trading signals while maintaining rigorous validation and performance attribution.

Qualifications

• PhD or equivalent in ML/CS/Statistics/Physics/Math required.
• Hands-on implementation experience with modern ML/DL techniques beyond theory.
• Live, capital-at-risk ML deployments with attributable P&L or out-of-sample performance.
• Rigorous model validation addressing overfitting, regime change, data leakage, non-stationarity.
• Strong programming in Python; C++ or Rust a plus for production.

Responsibilities

• Design and deploy advanced ML/DL models for alpha signal generation across digital asset markets.
• Work across the full model stack: feature engineering, architecture selection, training and validation regimes, and live signal monitoring.
• Apply and adapt state-of-the-art techniques — transformers, graph neural networks, reinforcement learning, ensemble methods — to financial prediction problems.
• Build robust, production-grade research pipelines with rigorous measures to prevent lookahead bias and data leakage.
• Analyse microstructure, order flow, and cross-venue dynamics to enrich feature sets and improve signal quality.
• Collaborate with engineers to move models from research to production infrastructure.
• Mentor junior researchers and raise the bar for statistical rigour across the team.
• Contribute to shared research infrastructure, tooling, and datasets.

Skills

Python

ML/DL

C++

Rust

Transformers

Graph Neural Networks

Reinforcement Learning

Model Validation

P&L Live Trading Experience

Education

PhD or equivalent in ML/CS/Statistics/Physics/Math

Tools

XGBoost

LightGBM

Job description

• New York – Reports to Head of Research – Rolling start

AlgoQuant Asset Management

Dubai (preferred)

• London
• New York – Reports to Head of Research – Rolling start

About AlgoQuant

AlgoQuant Asset Management is a multi-strategy digital asset manager allocating capital across 25+ internal and external quantitative trading pods. Founded in 2018, we have evolved into an institutional platform combining trading edge with strong governance and advanced technology, serving family offices and institutional investors globally.

The role

We are hiring a Senior Quant Researcher with deep machine learning and deep learning expertise to drive the next generation of alpha research at AlgoQuant. This is a senior, high-ownership role for someone who has moved beyond applying ML frameworks — you understand why models work, where they break, and how to turn raw predictive signal into live, capital-weighted strategy.

You will lead research into complex, non-linear signal generation across digital asset markets, working across spot, derivatives, and on-chain data. You will own research end-to-end: from problem formulation and data architecture through to live deployment and performance attribution. You will also set the standard for rigour and methodology across the research team.

Responsibilities

• Design and deploy advanced ML and DL models for alpha signal generation across digital asset markets
• Work across the full model stack: feature engineering, architecture selection, training and validation regimes, and live signal monitoring
• Apply and adapt state-of-the-art techniques — transformer architectures, graph neural networks, reinforcement learning, and ensemble methods — to financial prediction problems
• Build robust, production-grade research pipelines with a rigorous approach to preventing lookahead bias, data leakage, and overfitting
• Analyse microstructure, order flow, and cross-venue dynamics to enrich feature sets and improve signal quality
• Collaborate with engineers to move models from research to production infrastructure
• Mentor junior researchers and raise the bar for statistical rigour across the team
• Contribute to shared research infrastructure, tooling, and datasets

What we are looking for

• Exceptional quantitative background — PhD or equivalent research depth in machine learning, statistics, physics, mathematics, or computer science
• Genuine expertise in modern ML and DL: transformers, attention mechanisms, graph neural networks, boosting algorithms (XGBoost, LightGBM), and reinforcement learning — not just familiarity, but hands-on implementation experience
• A track record of applying ML in a live, capital-at-risk environment — attributable P&L or measurable out-of-sample performance from systematic strategies
• Rigorous, almost paranoid approach to model validation — deeply experienced with the failure modes of ML in finance: overfitting, regime change, feature leakage, and non-stationarity
• Strong programming skills — Python required; C++ or Rust a strong plus for production performance
• Experience working with large, complex, or unconventional datasets; on-chain data experience a plus
• Self-directed and high-agency — you set your own research agenda and drive it to completion
• Crypto market exposure a strong plus; intellectual curiosity about digital asset market structure essential