Whistler Trading is looking for an experienced Quantitative Researcher to develop trading signals and predictive models for our high-frequency crypto business. If you enjoy solving hard problems, working with large tick-level datasets, and building models that move live P&L;, this role is for you.
You'll research and deploy statistically robust alpha across crypto spot, perpetuals and derivatives — spanning centralized (CEX) and decentralized (DEX) venues — to better understand and predict market behavior. Your work will directly inform trading strategies and have a measurable impact on performance. You'll also help shape research direction by exploring new approaches and sharpening existing methods.
Whistler has strong advantages in market access, technology and execution across crypto and traditional markets, and you'll work alongside traders and engineers to translate research into production.
Your Core Responsibilities
Develop and test alpha signals and predictive models for crypto markets (spot,
perps, derivatives)
Perform large-scale, tick-level data analysis to uncover patterns and trading opportunities
Apply rigorous statistical methods to ensure robustness and reliability of results
Build deep understanding of market microstructure, pricing dynamics and structural inefficiencies
Own strategies end to end — from signal to live P&L;, including risk, execution and transaction-cost analysis
Collaborate with traders and engineers to take research into production
Continuously improve models and identify new areas of research
Your Skills and Experience
4+ years of quantitative research experience, ideally in HFT (Crypto or Traditional markets)
Robust foundation in probability, statistics and quantitative modeling
Proven track record of developing impactful trading signals or models
Experience with large datasets and time-series data
Robust programming skills — Python; C++ or Rust a