We are building an AI-first quantitative research and trading platform focused on systematic strategy generation, backtesting, and execution across digital assets and global markets. Our infrastructure includes in-house C++ backtesting systems, automated feature discovery pipelines, and real-time execution engines.
We are looking for a crypto-native intern who understands market structure, on-chain data, and quantitative thinking — not just someone who trades casually.
Role Overview
You will work directly with our research and engineering team to design, test, and improve systematic crypto trading strategies. This role combines market research, data analysis, and quantitative modeling.
You must already understand how crypto markets behave — volatility regimes, perp funding mechanics, liquidation cascades, liquidity fragmentation, etc.
applicants with actual experience trading / developing strategies in crypto will be highly preferred, pls highlight your experience during submission
Responsibilities
Research and develop systematic crypto trading strategies (spot, perpetuals, options if applicable)
Analyze historical OHLCV, funding rate, open interest, liquidation, and on-chain data
Build and test quantitative factors using Python (or C++ if experienced)
Conduct statistical validation of strategies (PnL distribution, Sharpe, drawdown, regime dependency)
Explore inefficiencies in:
Funding rate distortions
Liquidation clusters
Order book imbalance
On-chain wallet flows
Assist in integrating strategies into our backtesting and execution system
Document research findings in structured format
Requirements (Non-Negotiable)
Active involvement in crypto markets (traded spot/perps/options personally)
Strong understanding of:
Perpetual futures mechanics
Funding rate dynamics
Liquidations
AMMs and CEX structure
Experience with Python (pandas, numpy, backtesting frameworks)
Comfortable working with large datasets
Basic statistical understanding (mean reversion, momentum, volatility clustering)
Ability to think systematically — not discretionary gut-feel trading
Strong Plus
Experience using:
Binance / Bybit / OKX APIs
On-chain data (Solana, Ethereum, Dune, etc.)
Websocket data streams
Experience building your own trading bot
Familiarity with C++ or low-latency systems
Experience with crypto derivatives or options modeling
Understanding of market microstructure
What You’ll Gain
Exposure to real production trading systems
Hands-on quant research experience
Experience building strategies from raw data to live deployment
Mentorship in systematic trading and risk modeling
Opportunity for full-time conversion
Kindly note that only shortlisted candidates will be notified.
Related Job Searches:
- Company:
Varsity Holdings - Designation:
Crypto Researcher / Quant Strategy Developer (Intern) - Profession:
Banking / Finance - Industry:
Finance - Location:
Downtown Core