Title: Senior Quant/ML Researcher
Department: IT
A product team in the DeFi and algorithmic trading sphere is looking for a Quantitative Researcher to develop and optimize algorithmic trading strategies for DeFi and crypto markets using quantitative methods and ML (SL/RL), including market making, delta-neutral hedging, backtesting, and market data analysis for continuous improvement of results.
Responsibilities
- Full research cycle on short-term microstructure, LP/hedging, execution, cross-venue signals, risk allocation, and related crypto/DeFi tasks.
- Research design: hypothesis, target/labeling, baseline, metrics, causally correct OOS testing, regime analysis, and explicit GO/NO-GO criteria.
- Data work: source discovery, time alignment, quality control, feature engineering, and reproducible data contracts.
- ML/DL based on task structure; RL or other sequential control methods only when truly justified.
- Realistic simulation and trading economics: fees, slippage, liquidity, latency, adverse selection, impact, fill assumptions, hedging, and DEX/CEX synchronization.
- Paper/shadow strategies, sim-to-real analysis, and collaboration with quant developers in transferring proven solutions to production.
- Engineering standard of research: reproducible experiments, clean Python, critical checks, monitoring, and disciplined use of LLMs/agents.
What we expect
- Verifiable experience of 2-3 Quant/ML projects where you were personally responsible for a significant part of the chain from problem formulation and data to validation, code, and the decision to implement or GO/NO-GO.
- Excellent Python and strong engineering foundation: you write, debug, and review research code yourself.
- Strong statistics, probability, optimization, and time series analysis: temporal dependency, leakage, selection bias, uncertainty, and honest OOS testing.
- Deep practical understanding of microstructure and execution: order book/flow, liquidity, latency, fees, slippage, adverse selection, impact, sizing, and hedging.
- Strong practical command of ML/DL for sequential financial data and the ability to distinguish real signal from metric optimization.
- High autonomy: structure an unclear problem, choose the most informative experiment, quickly stop weak hypotheses, and make evidence-based decisions.
- Working understanding of crypto market structure. Direct DeFi/DEX experience will be a plus, but strong CEX/microstructure experience can compensate for it with rapid adaptation.
Bonus points
- Rust or low-latency engineering experience.
- On-chain data pipelines and direct experience with AMMs, LP strategies, or cross-venue execution.
- Practical RL, offline RL, contextual bandits, policy evaluation, or risk-constrained decision systems.
- Experience launching models/strategies with real capital; strong publications, open-source contributions, or other verifiable technical achievements.
Conditions
- Full-time, hybrid format, office in the center of Moscow.
- Individual package for Senior, profit participation, and option for payouts in stablecoins.
- Work with real capital where research quality, execution realism, and risk control are directly meaningful.
- Direct interaction with Quant/ML, development, and company leadership, high autonomy, and short feedback cycles.
- Small team where strong research can become a production system.
