Quantitative Trading Researcher

Overview

AlgoQuant Asset Management, a multi-strategy digital asset manager founded in 2018, allocates capital across more than 25 internal and external quantitative trading pods. Operating as an institutional platform, they combine trading expertise with strong governance and advanced technology, servicing global family offices and institutional investors.

Role Summary

We are seeking both junior and senior Quantitative Trading Researchers to conceptualize, test, and implement systematic trading strategies in digital asset markets. Successful candidates will generate innovative trading hypotheses, validate them rigorously using statistical methods, and rapidly deploy trading signals into live capital. Collaboration with portfolio managers and engineers ensures that research progresses efficiently from idea to production-ready strategies.

Key Responsibilities

• Develop and evaluate systematic trading ideas across spot, derivatives, and on-chain digital asset markets.
• Create, validate, and maintain live trading signals and execution models to generate alpha.
• Conduct comprehensive backtesting while preventing forward-looking bias, data leakage, and overfitting.
• Analyze market microstructure, order flow, and venue dynamics to improve portfolio allocation.
• Partner with engineering teams to transition research work from prototypes to production systems.
• Continuously monitor the performance of deployed strategies and adapt methods based on outcomes.
• Contribute to shared research infrastructure including tools, datasets, and codebases.

Qualifications and Skills

• Exceptional academic or research background in mathematics, statistics, physics, computer science, or related disciplines; candidates may include Olympiad medalists, PhDs, or top-tier graduates.
• In-depth knowledge of statistical learning, classical machine learning, and deep learning, with practical experience implementing diverse models such as boosting algorithms, transformers, and reinforcement learning techniques.
• Strong programming skills, particularly in Python; familiarity with C++ or Rust is advantageous.
• High intellectual curiosity and initiative; driven by tackling complex, unsolved problems independently.
• Ability to manage research from conception through production without close supervision.
• Junior candidates are expected to demonstrate research potential through publications, competition results (Kaggle, competitive programming), or prior systematic trading experiments.
• Senior candidates should possess a verifiable track record of systematic trading success, with experience in crypto markets considered a strong advantage.
• Meticulous attention to data quality and bias detection, ensuring all conclusions are robust and explainable.
• A genuine passion for quantitative trading beyond financial compensation.

Additional Information

This is a full-time position based in Dubai, United Arab Emirates, ideally located onsite. The role reports to the Head of Research with potential placements also in London and New York. The company encourages candidates who thrive on working with data, mathematical modeling, and programming in fast-paced environments.

Disclaimer

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