Quantitative Researcher - Protocol
Vesta is building a suite of new products, hoping to combine data analysis, invention, and rigorous inquiry to help bring decentralized finance to the mainstream.
We are seeking a self-motivated Quantitative Researcher to join our protocol research efforts. This quantitative modeler will work with the rest of the team to generate new ideas and increase capacity, partnering closely with the other domain experts across modelling and trading to drive successful implementation of new strategies.
You will take on the following responsibilities:
- Primary responsibility is to work with the protocol researchers to devise and translate ideas into algorithms. Ability to gather, maintain and analyze on-chain and centralized exchange data in support of major and minor cryptocurrencies.
- Backtest and simulate the algorithm in historical data and mock data.
- Ability to conduct market structure and market behavior research in on-chain markets.
- Build relationships with the engineering team to implement algorithm. Closely partner with multiple teams across the organization in the execution of joint research work.
You should possess the following qualifications:
- Excellent quantitative skills, as evidenced by formal training in statistics, applied mathematics, operations research, economics, computer science, physics, or related quantitative filed. Extensive experience in utilizing those skills in an applied research environment. A PhD is highly desirable.
- Minimum 1 years of work experience in investment research function of a financial firm.
- Strong understanding of the use of computer technology in financial and economic research, with statistical programming skills (Python, Java), data management and retrieval acumen (preferably SQL/Spark) and Linux literacy.
- Effective communication skills, both written and verbal.
- Ability to work efficiently and multi-task effectively in a fast-paced and team-oriented environment. This will include end-to-end research project work under from data gathering to hypothesis testing and model implementation.
You will enjoy the following benefits:
- Pay: Competitive salary + token ownership
- Learning: Tuition reimbursement, conference and training sponsorship
- Time Off: Generous vacation and unlimited sick days
- Hybrid Work Policy: Flexible in-office days in Vancouver with budget for home office setup
- Full or part time, consultant work also possible. Open to suggestions.