We seek a quantitative researcher to research, design, and develop Python-based market making strategies and model simulations. You’ll drive mechanism improvements and collaborate with cross-functional teams to enhance the risk-adjusted Noise vault performance over time.

Ideal Candidate Profile

Must Haves

• Minimum 3 years of work experience within the industry with prior experience working on high frequency trading strategies
• Strong numerical programming skills, including proficiency in Python for data analysis and machine learning
• Strong experience with statistical models including regression, time-series analysis, optimization techniques, interpolation, decision trees, approximation, Bayesian networks, etc.
• Strong analytical skills to easily manipulate large and complex datasets
• Excellent communication skills to be able to communicate complex problems in an efficient manner
• Deep knowledge of market microstructures, modeling of various financial instruments, and market making strategies

Nice to Haves

• Experience with C++ or Rust
• Interacted with exotic options, AMM, perpetual futures, and other DeFi instruments
• Researcher in MEV
• Familiarity with latency optimization and infrastructure for high-speed trading

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