Senior Quantitative Researcher

Selby Jennings; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

An innovative firm in the crypto space is seeking a Senior Quantitative Researcher to join their dynamic team. This role offers the opportunity to design and implement high-frequency trading strategies across both centralized and decentralized exchanges. With a focus on alpha research and performance optimization, you'll leverage your expertise in C++ and market microstructure to drive strategy development and deployment. If you're passionate about trading and thrive in fast-paced environments, this is the perfect opportunity to make a significant impact in the evolving world of cryptocurrency.

Qualifications

• 5+ years of experience in HFT or systematic crypto firms.
• Proven track record of live strategy deployment and alpha generation.
• Strong proficiency in C++ with performance optimization.

Responsibilities

• Design and implement high-frequency trading strategies in crypto markets.
• Conduct alpha research using market microstructure and statistical modeling.
• Collaborate with engineers to optimize for ultra-low latency execution.

Skills

High-Frequency Trading (HFT)

C++

Market Microstructure

Statistical Modeling

Data Analysis

Python

Tools

Exchange APIs (Binance, OKX, Bybit, Deribit)

Job description

We're partnering with a leading crypto market-making and HFT firm to hire a Senior Quantitative Researcher with 5+ years of experience in building and deploying high-frequency trading strategies across centralized or decentralized exchanges (futures, spot, perpetuals). This role is ideal for someone who thrives in low-latency environments and wants to work at the intersection of alpha research, execution, and performance optimization.

Responsibilities:

• Design, test, and implement high-frequency trading strategies across centralized crypto markets

• Conduct alpha research leveraging order book dynamics, market microstructure, and statistical modeling

• Work closely with engineers to optimize infrastructure for ultra-low latency execution

• Analyze live trading data and iterate on models to improve PnL, Sharpe, and risk-adjusted returns

• Collaborate with the broader quant and trading team to identify new market opportunities and inefficiencies

• Own end-to-end strategy development and deployment lifecycle

Qualifications:

• 5+ years of experience in HFT, proprietary trading, or systematic crypto firms

• Proven track record of live strategy deployment and alpha generation

• Strong proficiency in C++ with exposure to performance optimization in latency-sensitive environments

• Deep understanding of market microstructure, especially in crypto spot and derivatives

• Familiarity with exchange APIs (e.g., Binance, OKX, Bybit, Deribit)

• Strong statistical and data analysis skills; Python or similar for research is a plus

• Self-driven, comfortable working in a fast-paced, iterative environment