Python Trading Research Analyst

This is a fully remote position, open to applicants in Armenia.

📋 Description

• Analyze order book data, including spreads, depth, and liquidity layers.

• Investigate market microstructure, focusing on order flow and volatility patterns.

• Assess market behavior across various volatility regimes.

• Conduct research on basis, funding, contango/backwardation, and cross-exchange deviations.

• Create fundamental statistical models to identify regime shifts and volatility clusters.

• Study the relationships between features and realized PnL.

• Develop straightforward metrics for evaluating market quality and liquidity.

• Implement machine learning techniques on order book features for short-term price predictions.

• Assess models for stability, latency effects, and risks of overfitting.

• Validate hypotheses and concepts proposed by traders.

• Organize findings into models that can be integrated into production strategies.

• Construct lightweight simulation environments for market-making and directional strategies.

• Evaluate strategy variations under diverse market conditions.

• Model hedging effectiveness across different exchanges and instruments.

• Perform scenario-based stress tests, including volatility spikes, price dislocations, and liquidity shortages.

⛳️ Requirements

• Strong expertise in Python, particularly with libraries such as **pandas**, **numpy**, **scipy**, **sklearn**, and **statsmodels**.

• Familiarity with machine learning methodologies applicable to time series or microstructure-style data.

• A solid understanding of statistics, including distributions, variance, regressions, and probability.

• Experience in building models for prediction, classification, or clustering through projects, coursework, or professional experience.

• **Nice to Have**

• Experience with deep learning frameworks for time series analysis (PyTorch or TensorFlow).

• Knowledge of PostgreSQL/TimescaleDB for querying large datasets.

• Experience analyzing tick-level or Level 2 data from platforms such as Binance, KuCoin, Bybit, etc.

• Familiarity with crypto markets or concepts related to market-making.

🏝️ Benefits

• Remote-first work flexibility.

• Flexible payment options, allowing you to choose between traditional currency (USD) or cryptocurrency (USDT / USDC).

• Gain insights into real trading strategies and decision-making processes.

• Receive ongoing mentorship from seasoned quants and traders.

• Contribute to high-impact, low-latency trading infrastructure utilized across global crypto markets.

• Opportunity for growth as the company scales rapidly across various markets and product lines.