Quant Researcher (Crypto Derivatives)

Quantitative researcher for crypto derivatives at Midpoint, a proprietary trading desk. Develop and deploy trading strategies, using AI agents in the research cycle. Full-time, remote, fixed salary plus profit bonus.

Tasks: Develop strategies on spot and perpetual futures: market-neutral and directional. Test hypotheses on historical data: trades, candles, funding, open interest, market cap. Build backtests with honest costs, margin consideration, and overfitting control. Use AI agents in the research cycle: hypothesis screening, backtest code, review, report analysis. Agent results are human-verified, and mass hypothesis screening is accounted for in overfitting assessment. Move strategies through paper trading to live trading and monitor divergence between live results and backtests. Participate in auditing strategies of external quants.

Experience in mid-frequency trading and bringing strategies to production: your alphas have traded live—you or your team deployed them. Python for data analysis. Working-level statistics: hypothesis testing, multiple comparisons, robustness assessment. Understanding of crypto derivatives: perpetual futures, funding, basis, margin, and liquidations. Experience with backtests that account for commissions, slippage, and look-ahead bias. Experience with AI agents for code and data analysis (Claude Code, Codex, or similar): ability to assign tasks, verify code, and not accept results without control. English at the level of reading scientific articles and working in an international team.

Fixed salary and bonus from profits of strategies you've brought to live trading. Probation period of several weeks, after which the bonus part is revised. Ready data and infrastructure: focus on strategies, not data loaders. Full-time employment. Remote work.