Quantitative Research Lead

vor 4 Stunden


Zug, Schweiz PORTOFINO TECHNOLOGIES AG Vollzeit

Company Description

Portofino Technologies is a start-up building high-frequency trading (HFT) grade technology for digital assets.

Today, Portofino provides liquidity on the largest centralised and decentralised cryptocurrency exchanges and provides services to institutions and Web3 projects that require digital asset liquidity.

Since our establishment in 2021, we have been building market-leading HFT technology to deploy our liquidity provisioning algorithms. Our competitive advantage is our superior proprietary technology that leverages advanced machine learning and stochastic control techniques to provide our clients and partners with the best pricing in the market.

We are backed by some of the largest VCs in the world, Valar Ventures, Coatue, and Global Founders Capital. Our vision is to scale our technology across the full crypto infrastructure value chain.

**Job Description**:
**Scope of the role**

In this newly created position within Portofino, you will lead the Quantitative Research (“QR”) team, which is responsible for defining trading strategies using sophisticated statistical techniques. This is a key function and you will be responsible for ideating, back testing, execution and monetisation of our trading strategies. Together with the QR team, you will be responsible for managing the strategies which will then be deployed by our traders.

This is a strategic as well as a very technical function and you should be able to evolve at ease in our tech oriented environment. You will be responsible for the hands on leadership of a small QR team and for growing this team globally. This role will report into the CEO.

We are looking to fill this position in Zug, CH or London.

**Your responsibilities**
- Generating ideas about signals regarding market raw data,verify and validate hypothesis
- Using statistical analysis and machine learning to generate alpha signals for defining trading strategies
- Back-testing hypotheses, building predictive models, and producing systematic strategies
- Identify skill gaps within the research team and support the ongoing recruitment activities
- Train and mentor junior QRs
- Lead and grow the current QR team

**Qualifications**:
**Your profile**
- High frequency trading background, ideally from one of the known proprietary trading firms. Experience in crypto will be highly preferred but not a hard requirement
- Proven experience in taking strategies from ideation, to research to production
- Prior experience working in a data driven research environment and good understanding of big data problematics
- Strong knowledge of probability and statistics (e.g.,machine learning, time-series analysis, pattern recognition, NLP)
- Experience with FX / equities trading strategies, statistical arbitrage and pricing related QR work
- Experience in micro latency feature engineering
- Expert troubleshooting abilities with strong debugging and problem solving skills
- Excellent communication skills and preferably prior experience leading a team of young researchers

**Required technical competencies (must have)**
- Advanced training in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field (Bachelor’s, Master’s, PhD degree)
- Expert in Python (Pandas,NumPy, scikit learn, Tensorflow, matplotlib etc...) preferably with intermediate knowledge of C++
- Familiar with all phases of Software Development Life Cycle (unit testing, automatic build and release, peer-review, Jenkins, Jira, GNU Make / Cmake)

**Preferred technical competencies**
- Advanced knowledge in algorithms, network programming, operating systems, compilers
- Experience with running code in containerised environments is a plus, especially Docker and Kubernetes
- Experience with AWS (or other cloud software/infra)

Additional Information



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