Senior Quant/ML Researcher for a DeFi and algorithmic trading product team — hybrid, Moscow

About the company

A product team in DeFi and algorithmic trading. At the core of the product are proprietary trading strategies, research work with market data and close collaboration between Quant Research, ML and the engineering team. The team is small, without a complex hierarchy, with direct interaction with the founder.

This is not the team's first product: the previous one ran on real volumes and was profitable

About the role

You will research and develop trading strategies for DeFi and crypto markets: from hypothesis and data analysis to backtesting, validation and evaluation of the strategy's results.

Deployment and the infrastructure part stay with the engineering team, the focus of the role is 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 improving algorithms based on real execution results

What matters

• Senior level 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 analysis of results
• Understanding of time series, OOS validation, future leakage and trading economics
• Supervised Learning, statistical analysis, model optimization
• Confident Python; PyTorch, Scikit-Learn, CatBoost, XGBoost, Optuna
• Experience taking strategies to real execution or PnL evaluation
• Order book and trades
• Autonomy: you set the hypothesis yourself and take it to an answer yourself
• The team communicates in Russian

Nice to have

• Reinforcement Learning
• Rust or low-latency engineering experience
• Trading, market making, low-latency crypto
• Experience at 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

Terms

• Fixed pay in stablecoins (USDT/USDC, 1:1 to the dollar)
• Quarterly profit sharing from strategy results
• Paid vacation
• The company pays for AI subscriptions