Selby Jennings is hiring a

Web3 Senior Quantitative Researcher

Company Overview:



Partnered with a leading digital asset management firm specializing in high-frequency and algorithmic trading strategies across the crypto markets. Our team consists of world-class quantitative researchers, engineers, and traders leveraging advanced mathematical models, data-driven insights, and cutting-edge technology to gain a competitive edge. We are seeking a Sr. QR with expertise in systematic trading strategies to drive alpha generation.



Key Responsibilities:

• Design, develop, and refine systematic trading strategies in high-frequency and algorithmic crypto markets.
• Conduct rigorous quantitative research and statistical modeling to identify market inefficiencies, arbitrage, and liquidity opportunities in centralized (CEX) and decentralized (DEX) markets.
• Develop predictive models and machine learning techniques for alpha signal generation and execution optimization.
• Collaborate with engineers to enhance backtesting frameworks, trading infrastructure, and low-latency execution systems.
• Analyze high-frequency market data, order book dynamics, and liquidity patterns to improve trading performance.
• Optimize risk-adjusted returns by implementing robust portfolio and risk management frameworks.
• Stay ahead of the evolving crypto landscape, exploring new DeFi protocols, derivative markets, and trading venues.
  
  

• Proven experience as a Quantitative Researcher in crypto trading, HFT, or systematic trading.
• Strong mathematical and statistical foundation with expertise in probability, stochastic processes, optimization, and time-series analysis.
• Programming proficiency in Python, C++, Rust, or Java for research, strategy development, and automation.
• Deep understanding of crypto market microstructure, execution algorithms, and liquidity dynamics.
• Experience with machine learning, reinforcement learning, or alternative data sources is a plus.
• Ability to work in a fast-paced, high-pressure environment and adapt to evolving market conditions.
• Ph.D. or Master's degree in a quantitative field (Mathematics, Physics, Computer Science, Finance, etc.) preferred.

Apply Now: