BitQCode Capital is a leading algorithmic trading hedge fund specializing in high-frequency trading, quantitative strategies, and cutting-edge AI-driven market analysis. We manage a multi-million-dollar portfolio and execute millions of trades per month across global markets. Our team consists of top-tier quants, engineers, and traders, leveraging AI to develop sophisticated, automated trading models. We are looking for an AI Quantitative Researcher with a proven track record of applying Artificial Intelligence (AI) and Machine Learning (ML) in financial markets. The ideal candidate should have hands-on experience designing, training, and deploying AI-driven trading models that generate alpha across asset classes. This role requires expertise in deep learning, reinforcement learning, NLP for market sentiment analysis, and predictive modeling for market movements. You will collaborate closely with our quant traders, data scientists, and software engineers to enhance existing trading models and develop new AI-driven strategies. Key Responsibilities: - Research, design, and implement AI-powered trading algorithms to predict market movements and optimize execution. - Develop and train machine learning models using historical and real-time market data to identify profitable trading opportunities. - Utilize reinforcement learning and deep learning techniques (e.g., LSTMs, Transformers, CNNs) for predictive modeling in financial markets. - Leverage NLP and sentiment analysis to extract insights from news, social media, and alternative data sources for trading signals. - Optimize AI models for real-time decision-making and high-frequency trading strategies. - Conduct backtesting and live simulations to evaluate model performance under different market conditions. - Work with large-scale financial datasets, leveraging cloud-based AI/ML infrastructure for processing and computation. - Stay up to date with cutting-edge AI research and continuously improve trading models to adapt to evolving market conditions. - Collaborate with software engineers to integrate AI models into automated trading systems for live execution. Requirements: - Strong proficiency in AI/ML frameworks: TensorFlow, PyTorch, scikit-learn, XGBoost, etc. - Experience in trading-focused AI applications: Reinforcement learning (RL), supervised/unsupervised learning, deep learning, and probabilistic modeling. - Programming expertise: Python (NumPy, Pandas, SciPy, Dask), C++ (for low-latency execution is a plus). - Financial market knowledge: Experience in trading stocks, options, futures, crypto, or FX using AI-driven models. - Big data processing & analysis: Proficiency in working with time-series data, high-frequency tick data, and alternative datasets. - Experience with backtesting frameworks: Zipline, Backtrader, QuantConnect, Freqtrade, etc. - Database and cloud computing: SQL, NoSQL, Redis, AWS, GCP, or Azure for scalable AI infrastructure. Experience & Qualifications: - Minimum 3+ years of experience in AI-driven quantitative research and trading strategy development. - Prior experience in a hedge fund, proprietary trading firm, or financial institution building AI-based models. - A strong track record of building and deploying successful AI-driven trading strategies. - Advanced degree (Masters/PhD) in Computer Science, AI, Machine Learning, Quantitative Finance, Mathematics, or related fields. Nice to Have: - Experience in market microstructure modeling and order book dynamics. - Knowledge of options pricing, derivatives trading, and volatility modeling. - Experience integrating AI models into low-latency trading systems. - Contributions to AI research, open-source projects, or publications in AI/ML conferences.,
You will be part of a cutting-edge crypto hedge fund that specializes in high-frequency and machine-assisted trading strategies. We are looking for an exceptional PhD-level mathematical talent to lead our quantitative research and development efforts. As a PhD Physics or Mathematics candidate with advanced mathematical expertise, you will be responsible for developing sophisticated trading algorithms and innovative financial models in the dynamic cryptocurrency markets. You should have an advanced degree (Masters/PhD) in Computer Science, AI, Machine Learning, Quantitative Finance, Mathematics, or related fields. Your key responsibilities will include designing and implementing advanced machine learning and AI-driven trading strategies, developing high-frequency trading algorithms using Python/C++, conducting quantitative research on market microstructure and trading opportunities, creating predictive models using time series analysis and stochastic calculus, analyzing complex market patterns, and developing innovative trading approaches. You will also be involved in researching, designing, and implementing AI-powered trading algorithms to predict market movements and optimize execution, developing and training machine learning models using historical and real-time market data, utilizing reinforcement learning and deep learning techniques for predictive modeling in financial markets, leveraging NLP and sentiment analysis for trading signals, optimizing AI models for real-time decision-making and high-frequency trading strategies, conducting backtesting and live simulations to evaluate model performance, and working with large-scale financial datasets using cloud-based AI/ML infrastructure. To excel in this role, you are required to have a PhD in Mathematics, Applied Mathematics, Statistics, or related quantitative field, along with advanced knowledge in Stochastic Calculus, Machine Learning/Artificial Intelligence, Game Theory, Time Series Analysis, Control Theory, and Pattern Recognition. In addition to technical expertise, we are looking for candidates with a research-driven mindset, exceptional analytical capabilities, strong problem-solving skills, ability to work independently and collaboratively, strong attention to detail, ability to thrive in high-pressure environments, critical thinking skills, rapid skill acquisition, and a creative approach to complex technical challenges. The ideal candidate for this position is passionate about applying cutting-edge mathematical research to financial markets, excited by cryptocurrency's technological and financial innovations, comfortable with self-guided research and collaborative problem-solving, and adaptable to rapidly changing technological landscapes.,
About the job You will be joining a cutting-edge crypto hedge fund that specializes in mid and high-frequency trading strategies. We are looking for exceptional high-level mathematical talent to lead our quantitative research and development efforts in this dynamic field. As a Physics or Mathematics graduate with advanced analytical expertise, you will be responsible for developing sophisticated trading algorithms and innovative financial models specifically tailored for the cryptocurrency markets. Key Responsibilities Your main responsibilities will include designing and implementing advanced machine learning and closed form powered trading strategies. You will conduct quantitative research on market microstructure and trading opportunities, create predictive models using time series analysis and stochastic calculus, and analyze complex market patterns to develop innovative trading approaches. Required Qualifications Technical Expertise: - A degree in Engineering, Mathematics, Applied Mathematics, Statistics, or a related quantitative field - Advanced knowledge in Stochastic Calculus, Machine Learning/Artificial Intelligence, Game Theory, Time Series Analysis, Control Theory, and Pattern Recognition Soft Skills: - A research-driven mindset with exceptional analytical capabilities - Strong problem-solving skills - Ability to work both independently and collaboratively - Strong attention to detail - Thrives in high-pressure, fast-evolving environments - Critical thinking and rapid skill acquisition - Creative approach to complex technical challenges Ideal Candidate Profile The ideal candidate will be passionate about applying cutting-edge mathematical research to financial markets and excited by the technological and financial innovations in the cryptocurrency space. You should be comfortable with self-guided research and collaborative problem-solving and be adaptable to rapidly changing technological landscapes.,
You are a highly driven and analytical Quantitative Researcher with a strong foundation in mathematics, statistics, and market microstructure. Your passion lies in high-frequency trading (HFT), statistical arbitrage, and innovative alpha discovery in both decentralized and centralized digital asset markets. You have hands-on experience in developing and testing trading strategies and possess a deep understanding of order book dynamics, risk modeling, and ML techniques grounded in sound statistical reasoning. Your responsibilities include researching, designing, and implementing quantitative trading strategies in crypto markets using statistical and machine learning models. You will conduct alpha research, signal generation, and strategy backtesting using large-scale historical tick/order book data. Additionally, you will develop and apply statistical arbitrage techniques across multiple crypto assets and exchanges, model market microstructure phenomena, and perform rigorous data analysis and hypothesis testing to validate trading ideas. Collaboration with engineering teams to deploy strategies in production environments with low-latency constraints is crucial. You will continuously monitor and improve model performance using real-time and historical data, while staying updated on the latest developments in DeFi, crypto trading infrastructure, and quantitative finance research. You hold a Bachelors, Masters, or PhD in Statistics, Mathematics, Physics, Computer Science, or a related quantitative field. Your knowledge spans probability theory, stochastic processes, time series analysis, and optimization. You have proven experience with crypto markets, strong coding skills in Python, C++, or Rust, and familiarity with machine learning techniques rooted in statistical principles. Preferred qualifications include prior experience in a quant fund, HFT firm, or crypto-native trading desk, familiarity with cloud computing, GPU acceleration, or high-performance computing techniques, and exposure to alternative data, chain analytics, or DeFi protocols. A strong understanding of execution cost modeling, slippage, and latency optimization is also beneficial. In return, you will have the opportunity to work at the frontier of quantitative research and crypto innovation. You will be part of a collaborative and intellectually stimulating environment that encourages research autonomy and creativity. Competitive compensation including base salary, performance-based bonuses, and token/equity incentives will be provided, along with access to cutting-edge datasets, infrastructure, and computing resources.,