Crypto / DeFi / Microstructure

Full-time/hybrid position on a 3-month project for a quant/ML engineer specializing in crypto/DeFi/microstructure. Requires top technical university background and 2-3 verified quant projects.

Work on crypto/DeFi/microstructure projects. Responsibilities include taking ownership of substantial parts of the research chain—from problem formulation and data to code and final GO/NO-GO decisions. Conduct honest out-of-sample validation, manage leakage and selection bias, structure ambiguous tasks, design informative experiments, and discard weak hypotheses quickly.

Top technical university (MSU, MIPT, Bauman, HSE or equivalent), IT or related faculty. 2–3 verified Quant/ML projects with personal responsibility. Excellent Python and engineering skills: writing, debugging, and reviewing research code. Strong statistics, probability, optimization, time series: understanding leakage, selection bias, uncertainty. Understanding of microstructure and execution: order book/flow, liquidity, latency, fees, slippage, adverse selection, impact, sizing, hedging. Practical ML/DL for sequential financial data, ability to distinguish signal from metric optimization. Self-sufficiency. Understanding of crypto market; DeFi/DEX is a plus, strong CEX/microstructure experience compensates.

Full-time/hybrid schedule, 3-month project. Employment contract with UAE (other formats like sole proprietorship negotiable).