Job Title: Quantitative Researcher

Location: Remote (Europe or Asia Timezone)

Job Type: Full-time, 12-month contract with an initial 3-month probationary period

Compensation: Hourly, highly competitive, based on experience

Company Overview:

We are a proprietary trading firm leveraging cutting-edge technology to build the foundation for our market-making activities in crypto derivatives. Our focus is on developing quantitative models for price forecasting, volatility forecasting, and optimal quoting strategies. We are looking for a Quantitative Researcher with 2+ years of professional experience to help drive the development of these models. This role offers the chance to work in a dynamic environment while growing your expertise in advanced quantitative finance.

Key Responsibilities:

• Volatility and Price Forecasting: Design and implement time series models for price and volatility forecasting, including ARIMA and GARCH and integrate them into real-time trading systems.
• Volatility Surface Modeling: Build and calibrate volatility surface models (e.g., SVI, SABR) to improve quoting strategies and risk management.
• Market Making Optimization: Create algorithms to optimize bid-ask spreads in market making, based on real-time volatility, liquidity, and market dynamics.
• Backtesting & Validation: Perform rigorous backtesting of models on historical data to ensure robustness and suitability for live trading.
• Data Handling: Work with large, streaming intraday data to generate real-time signals for volatility and price forecasting.
• Future Contributions to Machine Learning: While machine learning is a future project, there is potential to contribute to models like LSTM, reinforcement learning, and sentiment analysis for enhanced forecasting.

Key Qualifications:

• Qualifications:A Master's degree in a quantitative field, or a Bachelor's degree combined with substantial, relevant professional experience.
• Experience: Minimum of 2 years of professional experience in quantitative finance
• Quantitative Expertise: Strong foundation in time series analysis, including ARIMA, GARCH for volatility forecasting, and SABR for volatility surfaces.
• Programming Skills: Strong skills in Python, with knowledge of modules using time-series analysis and NLP.
• Financial Knowledge: A strong understanding of derivatives pricing, volatility surfaces, and options Greeks, especially in the context of crypto markets.
• Real-Time Systems: Experience developing and deploying models in real-time, low-latency trading systems.

Preferred Skills:

• Familiarity with KDB+/q is highly desirable for managing large real-time datasets and optimizing model deployment.
• Familiarity with crypto markets and exchange dynamics.
• Knowledge of machine learning techniques is a plus for future projects.

Why Join Us:

• This role is ideal for someone looking to further develop their skills in quantitative finance, while contributing to foundational models for a growing crypto market-making firm.
• Competitive pay with performance-based bonuses.
• Flexible remote work environment, with opportunities for future contributions to machine learning projects.