Senior Quantitative Alpha Researcher (London or New York)
Founded in 2013, GSR is a fast-growing programmatic trading company in the exciting world of cryptocurrencies. We are one of the first established players in a nascent space, and have developed a leading market position.
We specialize in providing liquidity, risk management strategies and structured products to sophisticated global investors in the digital assets industry. Our leadership team of veteran finance and technology executives from Goldman Sachs, Two Sigma, Citadel, IBM and Oracle, among others, has created one of the world’s fastest, most robust, and transparent digital asset trading systems.
GSR works with cryptocurrency projects, traders, investors, miners, and more than 30 cryptocurrency exchanges around the world. As a founding member of The Association for Digital Asset Markets (ADAM), GSR is also a leader in establishing and maintaining industry standards and protocols to support the healthy development and evolution of the global digital assets industry.
About us:Founded in 2013, GSR is a crypto market maker with more than 300 employees in 5 countries. We provide billions of dollars of liquidity to cryptocurrency protocols and exchanges on a daily basis. We build long-term relationships with cryptocurrency communities and traditional investors by offering exceptional service, expertise and trading capabilities tailored to their specific needs.GSR works with token issuers, traders, investors, miners, and more than 60 cryptocurrency exchanges around the world. In volatile markets we are a trusted partner to crypto native builders and to those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, Citadel, and Tower Research among others, has developed one of the world’s fastest and most robust trading platforms designed to navigate issues unique to the digital asset markets. We have continuously improved our technology throughout our history, allowing for our clients to scale and execute their strategies with the highest level of efficiency.Working at GSR is an opportunity to be deeply embedded in every major sector of the cryptocurrency ecosystem. We are looking for a Senior Quantitative Alpha Researcher to join our global alpha research team.You will be joining the core of the trading team, and focus on performance, innovation and integrity within our highly regarded Quantitative Research team. The Quantitative Research team works on the full life cycle of a signal- all the way from data to execution. This position will report to the Head of Quant Research, who is based in London.
- Design, develop and help to deploy high-frequency trading algorithms.
- Researching new signals as well as developing ideas and strategies to use on existing signals.
- Alpha Signal analysis and generation of production code.
- Evaluate datasets and microstructures.
- Backtesting and simulation.
- Post Graduate academic background within a quantitative subject (e.g. Statistics, Finance, Financial Engineering, Applied Mathematics, Computer Science).
- Hands-on programming experience with Python or C++ is essential.
- Demonstrated experience with alpha and signal generation, and working with statistical models at a high-frequency trading firm.
- Experience of Machine Learning with TensorFlow is highly desirable.
- Must be a disciplined self-starter with a significant degree of analytical rigor and attention to detail.
- Strong interest in Neural Networking, Artificial Intelligence, Algorithms, Numerical Analysis or Stochastic Calculus demonstrated through attending courses at university, peer-review publications and work experience such as internships.
- A high degree of motivation, adaptability and proactiveness are key success factors for the role.
- Ability to work autonomously and/or remotely.
- Strong interest in Financial Engineering, Options or Cryptocurrency Markets highly desirable.