Selby Jennings · 6 days ago
Crypto Quantitative Researcher
Selby Jennings is partnering with a leading crypto market-making and HFT firm to hire a Quantitative Researcher. The role involves designing, testing, and implementing high-frequency trading strategies while conducting alpha research and optimizing infrastructure for low-latency execution.
BankingEmploymentRecruiting
Responsibilities
Design, test, and implement high-frequency trading strategies across centralized crypto markets
Conduct alpha research leveraging order book dynamics, market microstructure, and statistical modeling
Work closely with engineers to optimize infrastructure for ultra-low latency execution
Analyze live trading data and iterate on models to improve PnL, Sharpe, and risk-adjusted returns
Collaborate with the broader quant and trading team to identify new market opportunities and inefficiencies
Own end-to-end strategy development and deployment lifecycle
Qualification
Required
2+ years of experience in HFT, proprietary trading, or systematic crypto firms
Proven track record of live strategy deployment and alpha generation
Strong proficiency in C++ with exposure to performance optimization in latency-sensitive environments
Deep understanding of market microstructure, especially in crypto spot and derivatives
Familiarity with exchange APIs (e.g., Binance, OKX, Bybit, Deribit)
Strong statistical and data analysis skills; Python or similar for research is a plus
Self-driven, comfortable working in a fast-paced, iterative environment
Company
Selby Jennings
Global recruitment firm specialising in Banking
Funding
Current Stage
Late StageRecent News
Business Insider
2025-09-30
2025-07-10
Seattle TechFlash
2025-05-03
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