Senior Quant/ML Researcher

We are looking for a Senior Quant/ML Researcher — someone who can not only train a model but also prove that a research hypothesis works in real market conditions 🧠

This role involves a lot of research: market microstructure, execution, LP/hedging, cross-venue research, risk allocation, crypto/DeFi.

What's important: — full research cycle: hypothesis → data → baseline → OOS → simulation → GO/NO-GO; — strong Python, statistics, ML/DL, and time series skills; — understanding of order book/flow, liquidity, latency, fees, slippage, adverse selection, impact, sizing, and hedging; — realistic backtest considering trading economics; — 2–3 strong Quant/ML research projects that you personally took from problem definition and data to testing and implementation / paper launch.

Will be a plus: DeFi/DEX, CEX, low-latency, RL, and Rust.

We are particularly interested in people who can not only talk about successful research but also calmly analyze a failed hypothesis: where exactly the problem occurred and how execution, costs, or risk affected the final conclusion.

Format: remote work or hybrid in Moscow

If you are strong specifically in quant research + ML + market microstructure, send your resume via direct message or to Telegram @hirix_nadya 💌