Quantitative Researcher — Macro & Crypto Positioning

ResponsibilitiesResearch the impact of macro variables on digital assets, including interest rates, Fed expectations, Treasury yields, the USD, ETF/stablecoin flows, and cross-asset risk sentiment.Analyze crypto derivatives positioning, including Open Interest, Funding, Basis, Liquidations, Options IV/Skew, and broader leverage and positioning indicators.Develop models for market regime detection, crowding, squeeze risk, tail risk, and short- to medium-horizon directional signals.Build daily and medium-frequency cross-sectional crypto factor models combining price action, positioning, flows, and macro conditions.Apply LightGBM/XGBoost, HMM/HSMM, time-series, and statistical models, with rigorous backtesting, attribution, and live monitoring.Work closely with traders to translate research into systematic strategies, position sizing, and risk management.Requirements2+ years of experience in quantitative research, systematic trading, or crypto derivatives.Strong Python skills and solid foundations in statistics, probability, and time-series analysis.Good understanding of futures, perpetual swaps, funding, open interest, basis, and options.Solid understanding of how interest rates, the USD, liquidity, and macro expectations transmit into risk assets.Experience in cross-sectional factor research, regime detection, crypto alpha, or tail-risk modeling is a plus.