Quantitative Researcher

Globally Remote / Engineering / DeFi Protocol

Who We Are

We are building a cutting-edge delta-neutral trading protocol that captures volatility and yield across BTC, ETH, and liquid altcoins through advanced basis trading, OTC liquidity strategies, and perpetual derivatives. By combining market-neutral strategies and innovative hedging solutions, we provide unparalleled capital efficiency for institutional and advanced traders.

Our team has deep experience from leading crypto protocols, traditional finance firms, and exchanges, backed by top-tier investors and partners. We are creating the next generation of yield-optimised trading infrastructure for the digital asset markets.

What We Are Building

We are pioneering a delta-neutral, volatility-driven trading infrastructure designed to enable scalable exposure to major digital assets while managing directional risk. Our protocol integrates:

• Delta-Neutral Strategies: Leveraging basis trades, funding rate arbitrage, and hedging for consistent, market-neutral yield
• OTC Integration: Discounted asset acquisition for cost optimisation and arbitrage opportunities
• Automated Hedging: Combining perpetual futures, options, and liquidity strategies to minimise risk

This platform is tailored to institutions, treasuries, and sophisticated market participants looking for capital-efficient yield in the crypto space.

Role Summary

We’re hiring a Quant Researcher to drive fundamental research into market microstructure, order book dynamics, and predictive modeling across multiple asset classes. You will design and validate novel statistical and machine learning models, build research pipelines, and develop strategies ranging from cross-market arbitrage to high-frequency trading. You will analyze massive volumes of tick-level data, perform rigorous backtesting and simulation, and collaborate with engineers and traders to bring cutting-edge research into live production systems.

Key Responsibilities

Research & Development

• Conduct fundamental research into market microstructure, order book dynamics, and price formation mechanisms across multiple asset classes
• Design and validate novel mathematical models for predictive quantitative trading, with emphasis on theoretical rigor and empirical validation
• Develop statistical arbitrage strategies through extensive research into cross-market correlations and inefficiencies
• Pioneer new approaches to signal generation using advanced statistical techniques, with time horizons from microseconds to minutes
• Perform comprehensive backtesting and simulation studies to validate trading hypotheses across diverse market conditions

Data Analysis & Modeling

• Analyze petabytes of tick-level historical market data to identify subtle microstructure patterns and trading opportunities
• Build sophisticated market simulators for both liquid and illiquid assets, incorporating realistic market impact models
• Develop machine learning research pipelines for feature engineering and model training at scale
• Implement advanced time series analysis and signal processing techniques

Qualifications

Essential

• Advanced degree (MS/PhD preferred) in Mathematics, Statistics, Computer Science, Physics, or related quantitative field
• Expert-level Python programming skills for quantitative research, including:
  • Advanced NumPy/Pandas for large-scale data manipulation
  • Scientific computing with SciPy, statsmodels, and specialized libraries
  • Deep learning frameworks (PyTorch, TensorFlow, JAX)
  • Vectorization and performance optimization techniques
• Strong foundation in probability theory, stochastic calculus, and statistical inference
• Experience with parallel computing and distributed data processing (Dask, Ray, PySpark)

Research Focus

• Experience developing and publishing novel trading algorithms or market microstructure research
• Proficiency in machine learning techniques including deep learning, reinforcement learning, and online learning algorithms
• Strong background in numerical methods, optimization theory, and computational mathematics
• Experience with Python-based research tools:
  • Jupyter/IPython for interactive research
  • Matplotlib/Plotly/Seaborn for advanced visualization
  • Cython/Numba for performance-critical components
• Track record of building end-to-end research pipelines from hypothesis generation to production deployment

Quant Trading

• Proven experience in high-frequency trading strategy development with demonstrable PnL impact
• Deep understanding of market making models, inventory management, and adverse selection
• Experience with order book reconstruction and tick data analysis

Nice to Have

• Experience with Rust programming and ability to integrate Python research into Rust-based production systems
• Knowledge of Python-Rust interoperability (PyO3, maturin)
• Experience transitioning research prototypes from Python to low-latency Rust implementations
• Understanding of Rust’s memory model and performance characteristics for system integration

Technical Environment

• Primary Language: Python for research, prototyping, and market microstructure analysis
• Production Integration: Rust-based trading systems (integration experience beneficial but not required)
• Infrastructure: Custom Rust-based trading framework, bare-metal servers, kernel bypass networking
• Data Stack: Time-series databases, Apache Arrow/Parquet, distributed computing platforms

What We Offer

• Work on cutting-edge research problems at the intersection of finance, mathematics, and systems engineering
• Collaborate with a team of world-class researchers and engineers
• Opportunity to see research translated into production trading systems
• Significant autonomy in research direction and implementation approaches
• Performance-based compensation with substantial earning potential

Why Join Us?

Neutrl Labs is transforming how institutions capture volatility and yield in the crypto markets. Whether you’re passionate about building sophisticated trading algorithms or creating bulletproof infrastructure, this is your opportunity to make a real impact in the future of decentralised capital efficiency.

Apply now and help redefine the future of institutional-grade DeFi.