Injective Labs
Web3 finance
QuantResearcher
Neural analysis suggests this role is
optimal for Mid candidates.
“Quant Researcher at Injective Labs. Skills: Quantitative Research, Python, C++, Trading Strategies. Analyze market microstructure. Apply statistical and machine-learning techniques”
What You'll Achieve.
find profitable trading opportunities; build automated trading strategies; producing strategies that react immediately to market changes
Industry & Context.
resolve data/logic errors with rigor
What They're Looking For.
Must Have
M. S. or Ph. D. in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field, 3–5 years of experience, Experience in HFT development, foundation in probability, statistics, time-series modeling, and quantitative methods, Expert-level Python, proficiency in C++ or Rust, Solid grasp of data structures, algorithms, software engineering principles, and version control, Experience with statistical analysis, backtesting methodologies, and strategy development, Ability to create and use algorithms to investigate large datasets and resolve data/logic errors with rigor, Understanding of financial markets, trading concepts, and risk-management principles
Nice to Have
Experience with machine-learning frameworks, distributed/parallel computing, Familiarity with Linux development environments, modern DevOps practices, Understanding of cryptocurrency markets, DeFi protocols, and on-chain analytics, Experience with real-time trading systems, low-latency applications, and exchange integrations, Knowledge of blockchain technology, smart-contract fundamentals, and MEV-aware strategies, Professional certifications (e. g. , CFA, FRM), prior experience in quantitative trading/fintech, publications in relevant fields
What You'll Do.
Analyze market microstructure
Apply statistical and machine-learning techniques
Design and implement market-making strategies
Build and maintain signal-generation pipelines
Develop robust backtesting
Implement trading system components
Build and operate data pipelines
Ensure system reliability
and latency/performance optimization
Implement risk monitoring and control systems
Run post-trade analytics
Run simulations and estimate market impact
How You'll Work.
Team & Collaboration
Collaborative team culture
Full Job Description
ABOUT INJECTIVE LABS Injective Labs is trailblazing a new dawn for Web3 enabled finance. We are the core contributors to Injective, one of the fastest growing blockchains in the industry. Injective provides an interoperable smart contracts platform that is optimized for building decentralized finance applications. Interoperability is at the core of Injective, which is natively integrated with chains such as Ethereum, Cosmos and Solana. Developers can rapidly launch premier financial applications suited for mass adoption using Injective’s infrastructure and specialized DeFi primitives such as the world’s first fully on-chain order book.Our team has decades of experience spearheading the largest financial institutions and tech organizations. Injective is incubated by Binance and is backed by leading firms such as Jump Crypto, Pantera and Mark Cuban. ABOUT THE ROLE We are looking for a Quantitative Researcher to fit into our existing highly-skilled NY-based quantitative team. As a part of our Quant team you’ll be studying the crypto market to find profitable trading opportunities and build automated trading strategies. The ideal candidate would be someone who has experience working with low-latency execution engines, handling real-time market data, and producing strategies that react immediately to market changes. If this sounds like you and you enjoy working in fast paced environments, this role is for you! RESPONSIBILITIES: - Analyze market microstructure and on-chain data to identify inefficiencies and trading opportunities. - Apply statistical and machine-learning techniques to generate, validate, and improve trading signals. - Design and implement market-making, arbitrage, and systematic strategies end-to-end. - Build and maintain signal-generation pipelines, feature stores, and parameter-optimization tooling. - Develop robust backtesting frameworks; conduct performance analysis and attribution. - Implement trading system components, including order management and
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