Crypto Arbitrage Specialist

1 week ago


London, Greater London, United Kingdom Algo Capital Group Full time
About the Opportunity

We are seeking a highly skilled Senior Quantitative Researcher to join Algo Capital Group's team. As a crypto market specialist, you will use advanced mathematical models and statistical techniques to develop alpha-generating strategies.

You will work with a high-performing team of quants and researchers at the forefront of crypto trading, using data-driven models to optimize trading strategies. Our team uses cutting-edge tools and datasets to stay ahead in a fast-moving market.

Key responsibilities include developing mid-frequency statistical arbitrage strategies using large datasets, back testing and optimizing models using advanced statistical techniques, and working on alpha generation and strategy improvement using machine learning and statistical methods.

As a member of our team, you will have a high-impact role with opportunities for rapid growth and professional development.

Requirements
  • A strong background in statistical modelling (time series analysis, regression) and machine learning.
  • Proven 2-3 year PnL track record, with a Sharpe ratio of 2+.
  • A deep understanding of DEXs, CEXs, microstructure, and liquidity dynamics.
  • Proficiency in Python for data analysis, strategy testing, and optimization.
Salary Range

$150,000 - $200,000 per annum, depending on experience.



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