Du Capital Pte Ltd – Crypto Quant Researcher

Du Capital is a Singapore-based multi stage investment firm concentrated on backing companies that venture in the distributed ledger technologies, crypto assets, and the surrounding ecosystem. We have funded a number of top-notch blockchain projects, to which Du Capital has become strategic partner, leveraging our insights, industry resources, and global network.

Job Overview

 As Crypto Quant Researcher, you will work with traders to solve complex problems, back-test their alphas and strategies using cutting edge technologies. This is a great opportunity for an excellent R/python developer with very strong quantitative skills to take a front office role in a fast paced and entrepreneurial environment. You will be given a huge amount of exposure to trading/portfolio management.

Roles & Responsibilities:

1. Researching and designing high-frequency market making and stat arb trading strategies using statistical analysis and machine learning techniques
2. Rigorously back-test strategies on in-house research infrastructure
3. Formulate and apply mathematical modeling and quantitative methods to identify and capture trading opportunities
4. Establishing connectivity to crypto exchanges and assist with data pipelining
5. Directly supporting the portfolio manager to assist with alpha generation, risk management, and optimization
6. Keeping up to date with the latest trends and staying knowledgeable in the cryptocurrency space

Requirements:

1. Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science
2. MSc/PhD in a computational subject preferred
3. Strong coding capabilities in Python (Pandas, Numpy)
4. 1 – 3 years of prior experience as a quantitative researcher
5. Background in the high-frequency market making is preferred
6. Knowledgeable of statistical models and signal generation
7. Data-mining skills paired up with data analysis skills.
8. Experience manipulating and analyzing tick data
9. Fundamental understanding of cryptocurrencies, and a broad view of the key drivers affecting them, is a plus

Working Hour

5 days per week, office hour