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| Job Position | Company | Posted | Location | Salary | Tags |
|---|---|---|---|---|---|
Selby Jennings | New York, NY, United States | $84k - $150k | |||
Decentralized Masters | New York, NY, United States | $39k - $45k | |||
Paystand | San Francisco, CA, United States | $91k - $156k | |||
CultivateChain | United States | $31k - $90k | |||
| Learn job-ready web3 skills on your schedule with 1-on-1 support & get a job, or your money back. | | by Metana Bootcamp Info | |||
Chaoslabs | New York, NY, United States | $107k - $123k | |||
Eigen Labs | Seattle, WA, United States | $200k - $225k | |||
Chainlink Labs | New York, NY, United States | $16k - $120k | |||
Neutrl Labs | New York, NY, United States | $87k - $87k | |||
Lazer | Canada | $115k - $126k | |||
Lazer | Canada | $105k - $150k | |||
Chaoslabs | New York, NY, United States | $107k - $123k | |||
Parlayed | New York, NY, United States | $130k - $141k | |||
in-House Anonymous | New York, NY, United States | $122k - $150k | |||
Sui Foundation | United States | $111k - $189k | |||
Chainalysis | United States | $98k - $120k |
Selby Jennings
$84k - $150k estimated
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.