Overview
On Site
Full Time
Skills
Dynamics
Statistical Models
Collaboration
Quantitative Analysis
Strategy Development
HFT
Trading
C++
Performance Tuning
Cryptography
Derivatives
Microsoft Exchange
Data Analysis
Python
Research
Profit And Loss
Job Details
Quantitative Researcher - HFT Crypto | Market Making | C++ | Alpha Research
We're partnering with a leading crypto market-making and HFT firm to hire a Quantitative Researcher with 3-4 years of experience in building and deploying high-frequency trading strategies across centralized 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:
Qualifications:
Location: NYC preferred, remote options available for experienced candidates
Compensation: Competitive base + performance-based bonus + potential PnL split structure
We're partnering with a leading crypto market-making and HFT firm to hire a Quantitative Researcher with 3-4 years of experience in building and deploying high-frequency trading strategies across centralized 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:
- 3-4 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
Location: NYC preferred, remote options available for experienced candidates
Compensation: Competitive base + performance-based bonus + potential PnL split structure
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