Description :

Role Overview :

Our Client is a global leader in next-generation financial technologies, we create cutting-edge digital marketplaces, trading platforms, and fintech ecosystems that enable seamless price discovery and transaction efficiency across industries. Our Client is seeking a Lead Quantitative Researcher Crypto & Digital Assets to lead quantitative research and strategy development across crypto and multi-asset markets. This role blends data science, econometrics, and quantum computing methods to uncover tradeable insights, benchmark AI vs QC performance, and generate alpha-producing signals in evolving market environments.

You will work at the intersection of finance, technology, and innovation, designing and validating next-generation models that inform investment decisions and strategic positioning.

Must Haves :

- Conduct deep-dive quantitative analysis on crypto price dynamics, market microstructure, and volatility regimes.

- Design and optimize low-latency, multi-scale features for predictive modeling.

- Develop, validate, and backtest trading signals using classical and quantum algorithms.

- Perform cross-asset correlation and co-movement analysis for multi-market insights.

- Track macro, regulatory, and on-chain developments influencing digital asset behavior.

- Explore and benchmark quantum machine learning techniques (e.g., QPCA, QSVM, QAOA).

- Produce research notes and internal publications highlighting data-driven market perspectives and findings.

Core Skills :

- Strong foundation in statistics, econometrics, and time-series modeling.

- Hands-on experience with Python and R (C++ a plus).

- Proven expertise with crypto APIs, tick-level data, factor modeling, and back testing frameworks.

- Exposure to DeFi protocols, staking, derivatives (futures, options, perpetuals).

- Working knowledge or interest in quantum algorithms and hybrid AIQC workflows.

Education & Qualifications :

Experience : 610 years in quantitative research, econometrics, or time-series analytics, including 5+ years in financial markets (crypto, FX, equities, or derivatives).

- Proven record of delivering validated, tradeable signals or alpha-generating research.

Advanced degree in :

1. M.Stat from ISI (Kolkata/Delhi), or

2. M.A./M.Sc in Econometrics, Economics, or Quantitative Finance from DSE, IGIDR, ISI Chennai, Gokhale, or Ashoka University, or

3. B.Tech/M.Tech from IITs/NITs in Applied Mathematics, Computer Science, or Electrical Engineering with quantitative research experience.

Key Performance Indicators :

- Volume and quality of validated, profitable trading signals generated.

- Development of feature validation frameworks (classical vs quantum).

- Backtest performance metrics Sharpe ratio, PnL consistency, and robustness.

- Internal research output papers, insights, and presentations impacting strategy.