Save Job Back to Search Job Description Summary Similar JobsA growing global quant research teamFlexibility to work with global quant talents in a entrepreneurial environmentAbout Our ClientA digital asset and decentralized finance solutions provider that develops stable-value, yield-enhancing treasury products and investment infrastructure, enabling individuals and institutions to generate sustainable returns from on-chain assets through automated and risk-conscious strategies.Job DescriptionOur client is seeking a Quant Research Associate to join their growing research team.This role is suitable for:PhD students or recent PhD graduates seeking industry experience;Candidates with Master's degrees and strong quantitative training;Professionals with 2-3 years of experience in quantitative research, quantitative trading, machine learning research, market microstructure research, or related fields.You will work closely with senior researchers and founders to develop, test, and improve systematic strategies across crypto and DeFi markets.Research areas include:Market makingDelta-neutral strategiesPortfolio construction and optimizationMarket microstructure analysisReinforcement learning applicationsQuantitative signal researchBacktesting and research infrastructureKey ResponsibilitiesConduct quantitative research across crypto and DeFi marketsAnalyze large datasets and identify potential alpha opportunitiesDevelop, test, and refine systematic trading strategiesDesign and evaluate research experimentsBuild and improve backtesting and simulation frameworksResearch applications of machine learning and reinforcement learning in tradingPerform statistical analysis on strategy performance and riskCollaborate with researchers, engineers, and business teams to translate research into productionThe Successful ApplicantBachelor's, Master's, or PhD degree in Mathematics, Statistics, Computer Science, Physics, Engineering, Quantitative Finance, Financial Engineering, or a related quantitative disciplineStrong foundation in probability, statistics, optimization, and quantitative modelingProficiency in Python and data analysis librariesFamiliarity with quantitative research methodologies and scientific experimentationStrong analytical and problem-solving skillsAbility to work independently in a research-oriented environmentGood written and spoken EnglishPreferred Qualifications2-3 years of experience in quantitative research, quantitative trading, data science, machine learning, or related analytical rolesExperience at a hedge fund, quantitative trading firm, market maker, asset management firm, fintech, or research labExperience with PyTorch, Scikit-Learn, or other machine learning frameworksKnowledge of market microstructure and trading systemsExperience working with tick-level, order book, or transaction-level datasetsBackground in reinforcement learning or optimization techniquesInterest in digital assets, crypto markets, and DeFiWhat's on OfferOpportunity to join a rapidly growing quantitative research teamDirect exposure to live trading and production research environmentsOwnership and impact from an early stage of company growthClose collaboration with experienced founders and researchersFlexible remote-first working environmentClear pathway for career growth within the research organizationCompetitive compensation aligned with experience and performanceContactAiko ZhangQuote job refJN-072026-7066542Phone number+852 2848 4712Job summaryFunctionBanking & Financial ServicesSpecialisationPortfolio / Fund / Asset ManagerWhat is your area of specialisation?Financial ServicesLocationHong KongJob Type:PermanentConsultant nameAiko ZhangConsultant phone+852 2848 4712Job ReferenceJN-072026-7066542Work from HomeWork from Home or Hybrid