Quant Research Intern (Pathway to Full-Time)

About Us

We are a dynamic and specialized high-frequency trading (HFT) firm based in Berlin, exclusively focused on crypto market-making and arbitrage. Founded less than a year ago, our small but highly skilled team is dedicated to developing precise, high-performance trading systems through rigorous quantitative research and advanced software engineering. Our commitment to excellence has enabled us to achieve an exceptionally high Sharpe ratio. As a close-knit team, each member plays a pivotal role in shaping our strategies and technologies, offering a unique opportunity to contribute directly to our success.

Working With Us

Our compact size fosters a collaborative and agile environment where every team member is actively involved in decision-making and strategic development. While we are based in Berlin and prefer candidates who can work onsite to leverage our collaborative culture, we are open to exceptional candidates considering remote arrangements. Each internship position offers competitive compensation, including a performance-linked bonus, and the exclusive benefit of allowing employees to invest in our fund—an lucrative opportunity which is not open to outside investors. Successful interns will have the pathway to transition into full-time roles, joining a high-performing team at the forefront of crypto market-making.

This internship offers a unique opportunity to contribute to our high-frequency trading operations by developing and refining quantitative models from the ground up. You will collaborate closely with our experienced researchers, gaining hands-on experience in a dynamic and fast-paced environment while making meaningful contributions to our trading strategies.

Responsibilities:

• Develop and test high-frequency trading algorithms and strategies.
• Conduct quantitative research and statistical analysis to support trading decisions.
• Analyze highly diverse and qualitative datasets to identify market patterns and arbitrage opportunities.
• Collaborate with the engineering team to implement and optimize trading models.
• Backtest and deploy trading strategies.

Requirements:

• (Pursuing) Bachelor/Master Degree in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related technical field.
• Proficiency in Rust and Python.
• Strong analytical and quantitative skills, with experience in statistical analysis and time-series modeling.
• Familiarity with high-frequency trading environments or a strong interest in crypto markets.
• Demonstrated ability to tackle complex problems and deliver results in a fast-paced setting.

Preferred:

• Experience with Python and/or Rust in a quant research or trading context.
• Knowledge of Unix-based systems and distributed computing.
• Previous projects or internships in algorithmic trading or quantitative research.
• Understanding of blockchain fundamentals and crypto market microstructure.

If you’re passionate about quantitative research and eager to make a significant impact in high-frequency trading, please send your resume and a cover letter detailing your background and interest in crypto market-making to [email protected]