Opportunity in Research Analyst -63moons-Mumbai

Greetings from 63moons technologies!!!

About us:

Experience Required: 5- 10 Years

Employment Type: Full-Time

Job Summary:

Role Summary:

• Lead quantitative and AI/ML/NLP research across crypto and multi-asset markets. Develop advanced econometrics, ML/DL models, time-series pipelines, real time sentiment scoring and hybrid quantum-classical methods for feature and alternate data engineering, signal generation, and strategy optimization. Benchmark classical AI models against emerging QC frameworks.

Key Responsibilities:

• Analyze crypto price action, order-book microstructure & volatility regimes.

• Build, validate & optimize features for low-latency scales.

• Develop supervised, unsupervised, and reinforcement-learning models for signal generation.

• Experience in NLP and text embeddings.

• Ability to build sentiment and event-detection models from news, social media, and influencer content.

• Train & evaluate DL architectures for time-series forecasting.

• Build and maintain rolling-window feature engines and real-time ML

pipelines.

• Run vectorized and event-driven backtests; walk-forward & regime- specific testing.

• Develop slippage, spread & market-impact models for realistic execution scenarios.

• Explore quantum algorithms for dimensionality reduction &

optimization.

• Study cross-asset correlations, macro events, and on-chain metrics.

• Integrate ML models with execution layers via optimized inference

pipelines.

• Production model deployment

• Risk-aware AI modelling

• Combining NLP embeddings with numeric features,

• Alternate data engineering

• Use LLMs to simulate market reaction to news

• Build synthetic datasets for stress testing

• Publish internal research notes, models, benchmarking reports, and market insights.

Key Skills:

• Strong knowledge of statistics, econometrics, modeling, and time-series.

• Proficiency in Python , R ( C++optional).

• Experience with ML/DL for financial time-series.

• Experience in and text embeddings.

• Experience with factor modeling, feature engineering, drift detection,

and walk-forward tests.

• Ability to work with tick-level datasets, order-book depth, and exchange

APIs.

• Familiarity with data engineering tools.

• Exposure to quantum algorithms.

• Knowledge of DeFi protocols, futures, perpetual swaps, options etc.

Education & Qualification:

`Experience:

• 610 years in quantitative research / econometrics / time-

series.

• At least 5+ years in financial markets (crypto, FX, equities,

derivatives).

• Demonstrated ability to deliver validated, tradeable signals.
• M.Stat from ISI Kolkata/Delhi, or M.A / M.Sc in Econometrics /

Economics / Quantitative Finance from DSE, IGIDR, ISI Chennai,

Gokhale, Ashoka University, or equivalent.

• Alternatively: B.Tech/M.Tech from IITs/NITs in Applied

Mathematics, Comp Sci, or EE with strong quant research

exposure.

• Preferred:

• Ph.D. in Statistics, Econometrics, or Financial Engineering.
• CQF / CFA (L1L2) / FRM for industry credibility.

KPIs:

• Number of validated, profitable signals delivered.
• Feature validation frameworks (classical vs quantum).
• Accuracy of ML/DL/NLP models across regimes
• Back test performance (Sharpe, PnL consistency).
• Latency & robustness of ML model deployment
• Research papers/ crypto-market insights published internally.

If you are interested, please share your profile to jayashree.yadav@63moons.com with following details:

1. Total Exp:

5. Current Location: