AlgoQuant Asset Management
Dubai (preferred) · London · New York – Reports to Head of Research – Rolling start
About AlgoQuantAlgoQuant Asset Management is a multi-strategy digital asset manager allocating capital across
25+ internal and external quantitative trading pods. Founded in 2018, we have evolved into an
institutional platform combining trading edge with strong governance and advanced technology,
serving family offices and institutional investors globally.
The role
We are hiring a DeFi Quant Researcher to design, test, and deploy systematic strategies native to
decentralised markets. This is a deeply technical, research-first role for someone who understands
on-chain mechanics from first principles — not just as a theme, but as a source of exploitable,
measurable edge. You will generate alpha from DeFi-specific signals: liquidity dynamics, protocol
incentive structures, on-chain order flow, and cross-protocol arbitrage. You will work directly with
portfolio managers and engineers who move at your pace, and you will own your research
end-to-end.
We are looking for researchers based in Asia or US timezones to ensure coverage of key DeFi
market hours and fast iteration on live strategy performance.
Responsibilities
● Research and develop systematic trading strategies across DeFi protocols — AMMs,
lending markets, perpetuals, yield vaults, and cross-chain venues
● Build and validate alpha signals from on-chain data: liquidity flows, wallet behaviour, MEV
dynamics, funding rates, and protocol-level incentives
● Analyse smart contract mechanics and tokenomics to identify structural edges
● Run rigorous backtests and simulations, accounting for on-chain-specific issues: gas costs,
slippage, block timing, and data availability
● Collaborate with engineers to deploy strategies into live capital
● Monitor live performance and iterate rapidly on results
● Contribute to shared research infrastructure, on-chain data pipelines, and tooling
What we are looking for
● Strong mathematical or scientific background — top-decile graduates or postgraduates in
maths, physics, computer science, or equivalent
● Deep, hands-on familiarity with DeFi protocols and on-chain market structure — you have
spent meaningful time in these markets, not just read about them
● Experience working with on-chain data sources (e.g. The Graph, Dune, raw node data) and
building research pipelines from them
● Strong Python programming; Solidity familiarity or smart contract auditing experience a plus
● Statistical rigour — a paranoid eye for lookahead bias, data leakage, and overfitting in
on-chain research
● Self-directed and high-agency — comfortable owning research without hand-holding
● For junior candidates: strong research signal through projects, open-source contributions,
or on-chain trading experiments
● For senior candidates: a live, attributable track record in DeFi or on-chain systematic
trading
● Asia or US timezone strongly preferred for live market coverage
Skills Required
- Strong mathematical or scientific background (top-decile graduates or postgraduates in maths, physics, computer science, or equivalent)
- Deep, hands-on familiarity with DeFi protocols and on-chain market structure
- Experience working with on-chain data sources (The Graph, Dune, raw node data) and building research pipelines
- Strong Python programming
- Statistical rigour and experience avoiding lookahead bias, data leakage, and overfitting
- Self-directed, high-agency; able to own research end-to-end
- Solidity familiarity or smart contract auditing experience
- Asia or US timezone strongly preferred for live market coverage
- For junior candidates: strong research signal via projects, open-source contributions, or on-chain trading experiments
- For senior candidates: live, attributable track record in DeFi or on-chain systematic trading
What We Do
At AlgoQuant, we're building the future of digital asset management; grounded in rigorous research, world-class technology and a relentless focus on performance. We began as a proprietary trading firm, developing sophisticated algorithmic strategies and operating in some of the most complex and fast-moving markets. That DNA remains at our core, but today we are evolving into a fully remote, globally distributed Investment Management business. This transformation reflects a broader ambition: to scale our edge, deliver institutional-grade results, and set new standards for the industry. Our quantitative environment is built to empower innovation, combining vast data capabilities, disciplined model development, and highly automated execution. Risk is embedded in every layer of our thinking, with robust measurement, control, and scenario analysis integrated into our systems and decision-making. Technology is not just a tool for us, it’s a core competency and a competitive advantage.
