Moscow | hybrid, office in the center**
Product team in the sphere of DeFi and algorithmic trading. The product is based on proprietary trading strategies, research 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.
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 remain the responsibility of the engineering team; the role's focus is research, models, trading logic, and strategy quality.
Responsibilities:
- 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's 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 bringing strategies to live execution or PnL evaluation
- 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
- Trading, market making, low-latency crypto
- Experience in quant funds, HFT, prop trading, bank quant teams
- Experience with DeFi, DEX/CEX, AMM/LP, perpetuals, funding, cross-venue arbitrage
- Active use of AI tools
What we offer:
- Fixed salary in stablecoins (USDT/USDC, 1:1 to USD)
- Quarterly profit sharing from strategy results
- Paid vacation
- Company covers AI subscriptions
To apply, contact julia.fokina@new.hr
