Quantitative Researcher – Absolute Return Digital Assets

About the role

Join a research‑led quantitative hedge fund focused on systematic absolute‑return strategies in digital asset markets. You will work on medium‑frequency, signal‑driven research, delivering robust, risk‑adjusted alpha across diverse market regimes.

Key responsibilities

• Design and validate systematic signals grounded in economic or behavioural rationale.
• Conduct rigorous time‑series research with explicit regime awareness.
• Construct portfolios and allocate capital within an absolute‑return framework.
• Develop production‑grade research code and maintain shared infrastructure.
• Contribute to risk controls that prioritize drawdown management and capital efficiency.

Required profile

• Experience researching or trading systematic strategies that generate positive P&L independent of market direction.
• Strong understanding of risk‑adjusted performance metrics such as Sharpe, Sortino, drawdown control and tail exposure.
• Evidence of moving signals from research to live capital allocation.
• Solid statistical foundation including inference, regression, hypothesis testing and time‑series modelling.
• 3–8 years in systematic buy‑side research, quant hedge funds or equivalent alpha‑focused environments.
• Advanced degree (MSc/PhD) in a quantitative discipline is strongly preferred.

Required skills

• Advanced Python programming in a research production environment.
• Clean, testable, version‑controlled code development.