Quantitative Researcher, Derivative Trading - Global Fintech startup

le contenu du travail

About Crypto.com:

Crypto.com was founded in 2016 on a simple belief: it’s a basic human right for everyone to control their money, data and identity. With over 10+ million users on its platform today, Crypto.com provides a powerful alternative to traditional financial services, turning its vision of "cryptocurrency in every wallet" into reality, one customer at a time. Crypto.com is built on a solid foundation of security, privacy and compliance and is the first cryptocurrency company in the world to have ISO27001:2013 and PCI:DSS 3.2.1, Level 1 compliance. Crypto.com is headquartered in Singapore with a 4,000+ strong team.

For more information, please visit www.crypto.com.Responsibilities

• research/implement / debug strategies based on tick-level / alternative data High/Mid/Low frequencies delta1 and volatility
• Monitor live strategy performance/debug issues (i.e. specific to crypto exchanges data)
• Contribute and maintain python crypto derivatives delta1 and options analytics/trading pricing/backtesting/optimisation library and webapp tools (flask,javascript)
• Applies machine learning techniques such as feature selection /transformations/normalisation to explore alpha strategies
• Perform data cleaning and identifying outliers
• Implement/back-test cutting-edge ideas and models derived from research papers
  
  

Requirements

• Previous experience in trading firm/hedge fund/investment bank/exchange (2y+)
• Solid cryptocurrency trading experience
• Masters/PhD in Physics/Maths/Applied Maths/Statistics from top schools
• Excellent python
• Very good math/probability background
• Technical must-haves:
• Predictive machine learning implementations ( tensorflow / xgboost/ sklearn)
• Backtesting framework (e.g. backtrader)
• Scientific , high performance python (3y+)
• Experience in working with Pandas dataframes of several Gb (2y+)
• Unix scripting, Automation scripts
• Git
• Technical good-to-haves : Flask , Javascript ,HTML, crypto exchanges connectivity /data download , SQL, Xgboost, Tensorflow, Scikit learn, Seaborn
  
  

Benefits

What you can expect from us?

We offer an attractive compensation package working in a cutting-edge field of Fintech.

• Huge responsibilities from Day 1. Be the owner of your own learning curve.
• The possibilities are limitless and depend on you.
• You get to work in a very dynamic environment and be part of an international team.
• You will get to have involvement in developing a brand new product from scratch alongside with a talented team