Quantitative Researcher - Absolute Return Digital Assets

We’re partnering with a research-led quantitative hedge fund deploying systematic absolute-return strategies in digital asset markets. The focus is medium-frequency, signal-driven research with disciplined portfolio construction and institutional-grade risk management. This is not a latency, market-making, or benchmark-aware environment. Performance is defined by robust, risk-adjusted alpha generation across market regimes . The Opportunity You will operate as a true alpha researcher — owning ideas from hypothesis through to production — within a collaborative, high-conviction research team. Scope includes: • Designing and validating systematic signals grounded in economic or behavioural rationale • Rigorous time-series research with explicit regime awareness • Portfolio construction and capital allocation within an absolute-return framework • Building robust, production-grade research code and infrastructure • Contributing to risk controls that prioritise drawdown management and capital efficiency Researchers are expected to consider edge durability, capacity constraints, and cross-regime robustness, rather than focusing on backtest optics. Profile Sought Absolute-Return DNA • Experience researching or trading systematic strategies targeting positive P&L independent of market direction • Clear understanding of risk-adjusted performance metrics (Sharpe, Sortino, drawdown control, tail exposure) • Evidence of taking signals from research to live capital allocation • Appreciation for portfolio interaction effects and capital efficiency Quantitative Depth • Strong statistical foundations (inference, regression, hypothesis testing, time-series modelling) • Sound judgement around machine learning — when it adds value and when it does not • High standards around data integrity, leakage prevention, and experimental design • Ability to distinguish structural edge from noise Engineering Maturity • Advanced Python in a research production environment • Writes clean, testable, version-controlled code • Comfortable operating in shared research infrastructure Background • 3–8 years in systematic buy-side research, quant hedge funds, or equivalent alpha-focused environments • Candidates from discretionary macro, long-only, pure HFT/market-making, or crypto-only backgrounds without systematic alpha research experience are unlikely to be a fit • Advanced degree (MSc/PhD) in a quantitative discipline strongly preferred This is a role for researchers who think in terms of risk capital, robustness, and long-term edge persistence — not model complexity for its own sake