Quantitative Research Analyst (Crypto)

Crypto Quant Analyst (Quant Researcher) - Multiple hires (Junior to Senior) - London/Cambridge

Client is a leading global family office headquartered in Hong Kong, with expansion in Japan, London and Singapore with over $1bn AUM. The firm covers traditional investments, cryptocurrency trading and asset management businesses. The team is currently looking to build up a team of quant researchers to develop CEX focused trading strategies.

Key responsibilities:

1. Data collection and management:
   - Collect and organize cryptocurrency market data, including trading volume, prices, order book data, on-chain data, etc.
   - Maintain and update database to ensure data accuracy and completeness.
   - Develop and manage data collection scripts and automation tools.
2. Data analysis and modelling:
   - Analyze cryptocurrency market data using statistical and machine learning methods to identify market trends and patterns.
   - Construct and optimize quantitative trading strategy models, including price prediction models, risk management models, arbitrage models, etc.
   - Conduct backtests and simulations to evaluate the historical performance and potential returns of trading strategies.
3. Strategy development and execution:
   - Develop quantitative trading strategies and design trading algorithms based on analysis and models.
   - Monitor and adjust the performance of strategies to ensure their effectiveness under varying market conditions.
   - Work with the trading team to execute and optimize trading strategies in real time.
4. Risk management and monitoring:
   - Assess and manage the risks of cryptocurrency transactions and develop appropriate risk control measures.
   - Monitor market conditions and strategy performance in real time, and quickly respond to abnormal fluctuations and risk events.
   - Develop and execute stop loss, take profit and risk limit strategies.
5. Technology research and innovation:
   - Track the latest cryptocurrency and blockchain technology developments and research emerging markets and financial products.
   - Explore and apply new technologies and methods, such as deep learning, blockchain analysis, etc., to improve the efficiency and effectiveness of analysis and transactions.
   - Participate in technical exchanges and seminars to continue learning and improving professional skills.
6. Reporting and communication:
   - Prepare analytical reports and strategic reports, and report work progress and results to management and team.
   - Work cross-departmentally with other departments and teams, such as IT department, risk management department, etc.
   - Conduct regular reviews and summaries of the market and strategies, and make suggestions for improvements.
7. Compliance and Regulation:
   - Ensure all transactions and operations comply with company policies and regulatory requirements.
   - Track industry regulatory and policy changes and adjust strategies and operations to ensure compliance.

Job Requirements

1. For Junior candidates: Students from top universities with excellent academic background in finance, mathematics, statistics, physics or computer science.
2. For mid-senior candidates: 2-6 years of relevant work experience, ideally with crypto strategies research experience or with exciting strategies in hand.
3. Proficient in Python, R, Excel and other data processing tools.
4. Be familiar with the APIs of major cryptocurrency exchanges.
5. Candidates with experience in linear arbitrage and quantitative research/trading are preferred.
6. Have strong interest in web3.0 and cryptocurrency market; familiar with cryptocurrency trading and risk managers are preferred.
7. Pay attention to details, be diligent and responsible; be able to work effectively under pressure and have a strong sense of responsibility and professionalism.