Senior Quant/ML Researcher

Moscow | hybrid, office in the center

A product team in the DeFi and algorithmic trading space. The product is based on proprietary trading strategies, research work with market data, and close interaction between Quant Research, ML, and the engineering team. The team is small, without complex hierarchy, with direct interaction with the founder. This is not the team's first product: the previous one operated on real volumes and was profitable.

The task: You will research and develop trading strategies for DeFi and crypto markets: from hypothesis and data analysis to backtesting, validation, and strategy performance evaluation. Deployment and infrastructure will remain with the engineering team; the role's focus is on research, models, trading logic, and strategy quality.

What you will do:

• Quant/ML research and development of trading strategies for DeFi and crypto markets
• ML/DL approaches for market making, forecasting, position management, and related tasks
• Delta-neutral hedging and risk management strategies
• Backtesting and simulation environments on crypto data: order book, trades
• Market data analysis and algorithm improvement based on real execution results

What is important:

• Senior-level experience in Quant/ML research, systematic trading, HFT/prop trading, market microstructure, or related areas
• Participation in the full research cycle: hypothesis > data > model/logic > backtesting > validation and results analysis
• Understanding of time series, OOS checks, future leakage, and trading economics
• Supervised Learning, statistical analysis, model optimization
• Proficient Python; PyTorch, Scikit-Learn, CatBoost, XGBoost, Optuna
• Experience in bringing strategies to live trading or PnL estimation
• Order book and trades
• Autonomy: you set the hypothesis and bring it to a conclusion yourself
• We communicate in Russian within the team

Will be a plus:

• Reinforcement Learning
• Rust or low-latency engineering experience