Quantitative Research Lead

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. Our innovative approach, technology and network have enabled it to build successful partnerships in the Web3 ecosystem, and support some of the most exciting Web3 projects and protocols.

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.

Backed by leading venture capital firms like Valar Ventures, Global Founders Capital and Coatue, our vision is to scale our technology across the full crypto infrastructure value chain.

We are always on the lookout for people who are passionate about technology and like to work in an environment where they can take full ownership of their projects. We are looking for people who are keen to build something from the ground up and take up a leadership position while remaining hands-on themselves.

**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 lead a current team of 6 QRs and be responsible 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
- Strong knowledge of probability and statistics (e.g.,machine learning, time-series analysis, pattern recognition, NLP)
- Excellent understanding of the financial markets and trading environment
- Very good skills in risk management
- Experience in micro latency feature engineering
- Proven experience in taking strategies from ideation, to research to production
- Experience with FX / equities trading strategies, statistical arbitrage and pricing related QR work
- Proven experience in spot pricing
- Prior experience working in a data driven research environment and good understanding of big data problematics
- 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)

**Your personality**
- You are a team player with excellent interpersonal and communication skills.
- You are a proactive person who takes initiative, likes to challenge yourself and is willing to go the extra mile to achieve individual as well as team goals
- You enjoy working with people who challenge you and make you better at what you do. This means you have an open mindset, encourage a feedback culture and feel positive about constructive criticism
- You can work in a team as well as by yourself and can work under pressure to meet deadlines
- You can mot