Description

We're partnering with a research-led quantitative hedge fund deploying systematic absolute-return strategies in digital asset markets. The focus is medium-frequency, signal-driven research with disciplined portfolio construction and institutional-grade risk management.

This is not a latency, market-making, or benchmark-aware environment. Performance is defined by robust, risk-adjusted alpha generation across market regimes .

The Opportunity

You will operate as a true alpha researcher - owning ideas from hypothesis through to production - within a collaborative, high-conviction research team.

Scope includes:

• • Designing and validating systematic signals grounded in economic or behavioural rationale
  • Rigorous time-series research with explicit regime awareness
  • Portfolio construction and capital allocation within an absolute-return framework
  • Building robust, production-grade research code and infrastructure
  • Contributing to risk controls that prioritise drawdown management and capital efficiency

Researchers are expected to consider edge durability, capacity constraints, and cross-regime robustness, rather than focusing on backtest optics.

Profile Sought

Absolute-Return DNA

• • Experience researching or trading systematic strategies targeting positive P&L independent of market direction
  • Clear understanding of risk-adjusted performance metrics (Sharpe, Sortino, drawdown control, tail exposure)
  • Evidence of taking signals from research to live capital allocation
  • Appreciation for portfolio interaction effects and capital efficiency

Quantitative Depth

• • Strong statistical foundations (inference, regression, hypothesis testing, time-series modelling)
  • Sound judgement around machine learning - when it adds value and when it does not
  • High standards around data integrity, leakage prevention, and experimental design
  • Ability to distinguish structural edge from noise

Engineering Maturity

• • Advanced Python in a research production environment
  • Writes clean, testable, version-controlled code
  • Comfortable operating in shared research infrastructure

Background

• • 3-8 years in systematic buy-side research, quant hedge funds, or equivalent alpha-focused environments
  • Candidates from discretionary macro, long-only, pure HFT/market-making, or crypto-only backgrounds without systematic alpha research experience are unlikely to be a fit
  • Advanced degree (MSc/PhD) in a quantitative discipline strongly preferred

This is a role for researchers who think in terms of risk capital, robustness, and long-term edge persistence - not model complexity for its own sake