Job Opportunities API

The Public Ledger of Openings

← Back to the ledger

Quant Trade Researcher

AlgoQuant
CompanyAlgoQuant
CategoryFinance
LocationUAE | UK | USA | EU | ASIA
RemoteOn-site (inferred)
EmploymentNot stated
LevelNot stated
SalaryNot stated by the employer
Posted12 Jun 2026
Last verified9 Aug 2026
SourceEmployer ATS (greenhouse)
Applications are handled by the employer, not by us.Apply on the employer's site →
Description
Quant Trade Researcher AlgoQuant Asset Management Dubai (preferred) · London · New York   –   Reports to Head of Research   –   Rolling start About AlgoQuant AlgoQuant Asset Management is a multi-strategy digital asset manager allocating capital across 25+ internal and external quantitative trading pods. Founded in 2018, we have evolved into an institutional platform combining trading edge with strong governance and advanced technology, serving family offices and institutional investors globally. The role We are hiring Quant Trade Researchers at both junior and senior levels to design, test, and deploy systematic trading strategies across digital asset markets. You will generate ideas from first principles, validate them with rigorous statistics, and ship signals into live capital,  in weeks, not quarters. You will work directly with portfolio managers and engineers who move at your pace. This role is for people who live in data, mathematics, and code, relentlessly analytical, hungry for P&L, and happiest with a terminal and an unsolved problem in front of them. You will own research end-to-end, from first principles to production, and the work rewards raw firepower paired with the discipline to turn it into a signal. Responsibilities Generate and test systematic trading hypotheses across spot, derivatives, and on-chain markets Build, validate, and maintain live alpha signals and execution models Run rigorous backtests, guarding against lookahead, data-leakage, and overfitting Analyse microstructure, order flow, and cross-venue dynamics to improve portfolio construction Collaborate with engineers to move research from notebook to production Monitor live strategy performance and iterate quickly on results Contribute to shared research infrastructure, tools, datasets, and code What we are looking for Exceptional mathematical, statistical, or scientific pedigree Olympiad medallists, PhDs, and top-decile graduates in maths, physics, computer science, or equivalent Deep understanding of statistical learning, classical machine learning, and deep learning; strong experience implementing a wide range of models, including boosting algorithms, transformers, and reinforcement learning. Strong programming ability, Python required, C++ or Rust a plus Relentless curiosity and high agency, someone who cannot walk away from an unsolved problem Comfort owning research end-to-end without hand-holding For junior candidates: a research track record strong enough that we would hire on potential, papers, Kaggle wins, competitive programming results, or systematic trading experiments For senior candidates: a live, attributable track record in systematic trading; crypto exposure a strong plus A genuinely paranoid eye for data quality and bias, not comfortable until every result has a clear explanation A genuine love for the subject, not just the paycheque