How would you like to research and develop cutting edge, quant strategies that capture trading opportunities from volatile crypto markets?
We are looking for someone with both the ambition and knowledge to apply modern data science and machine learning methodologies to crypto trading, someone who is able to build valuable and generalizable trading models from research literature and trading data;clearly and concisely explain how and why different mathematical or machine learning models may work or not to regular people;and yet not be easily fooled by mirages from trading simulations like over-fitting.
What you'll be doing:
- Read and understand cutting edge research on quant trading strategies and be able to distinguish and explain how different approaches could be useful or useless to the team
- Implement trading strategies and perform experiments with our in-house, high performance back-testing engine
- Propose, design, and implement new data collection and pipelines that may be useful for creating better quant trading models
- Propose, design and implement optimizations in simulation engine and data pipeline
You're a great fit if you have / are:
- Familiarity with common Python data science tools, e.g., Jupyter Lab, Pandas, Plotly, scikit-learn, etc.
- Familiarity with Cython and building/optimizing high performance simulation systems is a plus.
- Knowledge in basic market mechanics and trading metrics like order books, modern portfolio theory, Sharpe ratios, etc.
- Prior experience with writing and back-testing quant trading strategies is a plus.
- Good sense on creating and validating high quality, generalizable models and avoiding overfit.
- Good sense on presenting, explaining and discussing mathematical / machine learning models and simulation results;including their assumptions and applicability - to people without deep mathematical background.
- Good communication skills and fluent in both written and spoken English.
- Be proactive - survey and hunt for profitable and useful data and models, rather than wait for orders from management.
Perks at Hummingbot:
- Become a core member of an experienced Silicon Valley-based team that is well-connected in crypto, blockchain and machine learning
- Join a remote-first, engineering-driven team with 30+ team members across 6 continents
- Competitive salaries
- Work hard, have fun culture
- International travel for conferences, team meet-ups/retreats
- Work schedule flexibility;unlimited vacation policy