Remote: Hybrid

Client - One of the fastest growing HFTs in the Cryptospace. Founder - 3rd Time Entrepreur; previous 2 were succesfulexits (acquired) Position Overview We are seeking a talentedQuantitative Researcher to design and optimize high-frequencytrading (HFT) strategies in the cryptocurrency markets. You willleverage statistical modeling, machine learning, and deep marketmicrostructure knowledge to extract alpha from highly volatiledigital asset data. This role is ideal for a researcher with 2–5years of experience looking to transition their traditional HFTexpertise into crypto, or scale their existing crypto alphageneration. Key Responsibilities Strategy Development : Design,backtest, and deploy high-frequency and market-making strategiesfor crypto spot, perpetuals, and futures. Alpha Generation :Identify predictive signals and statistical anomalies using vastdatasets, order book dynamics, and on-chain metrics. MicrostructureAnalysis : Analyze exchange matching engines, latency bottlenecks,and liquidity patterns to optimize execution. Risk Management :Build mathematical models to manage portfolio risk, optimizeposition sizing, and mitigate downside in volatile regimes.Collaboration : Work closely with core developers to implementresearch code into production-ready C++ or Rust systems. RequiredQualifications Experience :



2 to 5 years of skilled experienceas a QR within an HFT firm, hedge fund, or proprietary tradingdesk. Education : Master's or PhD degree in Mathematics, Physics,Computer Science, Statistics, or a related quantitative field.Programming : Advanced proficiency in Python (NumPy, Pandas, SciPy)for research and data analysis. Core Technical Skills : Solidunderstanding of C++ or Rust for code integration and performanceevaluation. Mathematical Depth : Strong foundation in stochasticcalculus, time-series analysis, machine learning, and linearalgebra. Market Knowledge : Deep understanding of electronic marketmicrostructure, limit order books, and execution algorithms.Preferred Qualifications Direct experience trading cryptocurrencyinstruments (Binance, OKX, Coinbase, Bybit, dYdX). Familiarity withDeFi protocols, MEV (Maximal Extractable Value), and smart contractexecution. Experience handling ultra-large datasets liketick-by-tick order book data and cryptographic transaction logs.What We Offer Competitive base salary with an aggressive,performance-linked formula bonus. Access to world-class, ultra-lowlatency compute infrastructure and comprehensive datasets. Flexibleor hybrid work environment with a highly collaborative, flat teamstructure.

📌 Quant Researcher (HFT) (New Delhi)
🏢 TAAS Partners
📍 New Delhi