Quantitative Researcher

Location: New York, NY (In-Person)

Company: Blockhouse

Job Type: Full-Time (In-office, 5 days / week)

Compensation: Between $120,000 - $250,000 total compensation with added trading performance bonus and opportunities for provision of seed capital

Note: This role is for candidates with 2 - 4 years of experience on an algorithmic trading desk, specifically trading on CEXs and DEXs

Blockhouse is building intelligent execution algorithms for institutional traders. Our platform leverages advanced market microstructure modeling, machine learning, and real-time signal generation to minimize slippage and improve execution quality across equities, and crypto markets.

We’re seeking a crypto alpha researcher to design, backtest, and implement high- and mid-frequency statistical arbitrage strategies in crypto markets. A strong focus will be on delta-neutral approaches such as perpetual futures vs. spot arbitrage, funding rate arbitrage, and other market microstructure-driven inefficiencies. This is a front-office role where your research directly drives live trading performance. You’ll work closely with developers to productionize your models and have the opportunity to scale them with firm capital.

• Research, design, and implement systematic trading strategies in crypto markets (perp–spot arbitrage, funding rate arb, cross-exchange stat arb, etc.)

• Build robust backtesting pipelines and simulation frameworks to validate strategies under realistic market conditions.

• Analyze exchange market microstructure, liquidity, and funding dynamics to uncover edges.

• Monitor and improve live strategy performance, including execution and risk management.

• Collaborate with developers to deploy research code into production trading systems.

• Maintain research documentation and communicate findings to the investment team

• 2 – 4 years of experience in quantitative research or trading (crypto preferred, but equities/futures acceptable with transferable skills)

• Experience researching and trading market-neutral or statistical arbitrage strategies

• Deep familiarity with crypto derivatives (perpetual swaps, funding rates, basis trades)

• Comfort working with tick-level order book data and designing event-driven simulations

• Understanding of exchange APIs (REST, WebSocket, FIX) and market data handling

• Familiarity with cloud-based workflows (AWS, Docker, distributed compute)

• Bonus: prior live deployment of crypto quant strategies at a prop firm, hedge fund, or HFT desk

• Work on production-grade infrastructure used in live trading environments

• Collaborate with experienced quant researchers and ex-HFT engineers

• Direct ownership over projects with real execution impact

• Exposure to distributed systems, streaming data, and cloud-native deployment workflows

• Fast-paced, outcome-driven, and intellectually rigorous environment

• Fully in-person collaboration in NYC among friendly colleagues.

• Compensation: Mixture of cash and equity-based compensation, depending on experience and hours committed.
  

Our perks and benefits include:

• Gym stipend to support fitness and wellness.

• Health insurance and wellness stipend via Superpower.com, giving you flexible access to tools and services that improve mental and physical health.

• Daily lunch provided, and dinner covered past 7pm.

• Potential sponsorship for H-1B visas for eligible candidates.
  

If you're interested, we encourage you to submit your resume directly on this platform. We look forward to hearing from you.