Quant researcher (Electronic Execution)
Amber Group is a leader in digital asset trading, products and infrastructure. We work with companies ranging from token issuers, banks and fintech firms, to sports teams, game developers, brands and creators. Operating at the center of markets, we act as liquidity providers, miners and validators on all major exchanges, applications, and networks. Across all products and categories, we have turned over >$1T in volumes since inception. Our mission is to make our digital future a reality and shape it to be fair, inclusive, and kind.
Our people are both dreamers and doers - a self-driven, entrepreneurial community who are believers in the power of decentralized networks. We collaborate across teams and regions, promoting a culture that is open, transparent, respectful and inclusive.
1. Institutional financial services, helping 1,000+ asset managers, hedge funds, corporates, and family offices invest in digital assets via API and our OTC desk.
2. Consumer financial services with millions of customers investing in digital assets via our award-winning mobile app and web platforms.
3. The emerging digital creator economy including gaming tokens, digital art, sports collectibles, and social tokens.
At Amber Group, you will have the opportunity to work with innovative and entrepreneurial people, solve meaningful problems, accept challenges, and become experts in frontier fields. We strive to take care of our people, providing competitive incentives, benefits and rewards.
Role and Responsibilities:
- Build models around short term market impact and evaluate their effectiveness.
- Build models around short term volatility and evaluate their effectiveness.
- Evaluate cost adjusted risk in various different order placement strategies
- Work with developers to provide support in terms of model building and implementation of the models into the backtesting and live trading environment
- Conduct research into market microstructure and evaluate value-added signals in improving algo performance
- Maintain and support our existing models around execution optimization.
- Work with the team to build and enhance arrival benchmark algorithms utilizing convex optimization
- Maintain and support various different execution algorithms
- Masters or PhD degree from a top-tier university in Mathematics, Statistics, Computer Science, or equivalent STEM degree
- Experience in analysis in large time series dataset
- Experience in muti-variant linear and non-linear statistical models such as linear regression, ARCH / GARCH, tree-based models, VAR
- Familiar with formulating convex functions and convex optimization
- Familiarity with basic neuro-network construction, MLP / LSTM is a plus
- Solid programming skills in python. Familiarity in KDB / q is a plus
- Good communication skills, be able to work in a team setting
- Interested in quantitative industry, with good innovation awareness and learning ability, and committed to long-term development in quantitative industry.
- Curious, driven and self-motivated
Amber Group opens its doors to the curious problem solver empowered to make an impact in shaping tomorrow. As a hyper-growth company since day 1, we continually invite talent to join our diverse, nimble and digitally-native teams. If this sounds like you, apply now, or get in touch with us today at firstname.lastname@example.org.