Quant Researcher (Execution) – PROP – United States

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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
Our businesses

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:

    • Research various basic execution models for trading digital assets, including volume prediction, volume profile, market impact
    • Research and design scheduler, order placement strategies and routing strategies for digital asset
    • Research various intra-day signals to help optimize execution decisions
    • Perform transaction cost analysis on proprietary and client orders
    • Maintain and test model performance

Requirements:

    • Advanced degree (Masters, Ph
      D
      or equivalent) in math, computational finance, engineering, or computer science
    • 5+ years of relative experience in a related field
    • Have prior experience in transaction cost analysis in equities, derivatives, or digital assets
      Familiar with various cost models
    • Familiar with traditional algorithmic execution strategies and have experience in strategy design and optimization
    • Familiar with basic statistical modeling on time series data (linear regression, ARIMA, multivariant GARCH, etc
      ), as well as basic classification and prediction methods
    • Familiar with mean-variance optimization, convex optimizations
    • Have experience with performance evaluation and testing
    • Strong technical skills in programming languages such as Python, C++, and familiar with relational and time-series databases

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