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rust python machine learning backtesting hft📋 Description
- Analyze market microstructure and on-chain data to identify opportunities.
- Apply statistical and machine-learning techniques to generate signals.
- Design and implement market-making, arbitrage, and systematic strategies end-to-end.
- Build signal-generation pipelines, feature stores, and parameter-optimization tooling.
- Develop robust backtesting frameworks and performance analysis.
- Ensure system reliability, scalability, and latency in production.
🎯 Requirements
- M.S. or Ph.D. in Mathematics, Physics, Statistics, Computer Science, or related quantitative field.
- 3–5 years of quantitative research/analysis or development experience.
- Experience in HFT development.
- Expert-level Python for research and production; proficiency in C++ or Rust.
- Strong foundation in probability, statistics, time-series, and quantitative methods.
- Understanding of financial markets and risk-management principles.
🎁 Benefits
- Competitive salary and INJ token award.
- Unlimited PTO.
- Health Insurance.
- Home Office Stipend.
- Flexible working hours.
- Opportunity to work on cutting-edge blockchain technology in the finance industry.
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