hermeneutic Investments

Researcher

• Develop and optimize systematic trading strategies and signals across digital asset markets.
• Analyze high-frequency market data, including trades, order books, derivatives data, and cross-venue market activity, to identify exploitable market structure and behavioral patterns.
• Formulate research hypotheses and design statistically rigorous experiments.
• Build backtesting and simulation frameworks accounting for transaction costs, market impact, latency, liquidity, and real-world trading constraints.
• Research market microstructure, liquidity dynamics, price formation, execution behavior, and short-horizon alpha.
• Develop quantitative models for signal generation, execution, portfolio construction, and risk management.
• Evaluate existing strategies and identify opportunities to improve alpha, execution quality, and robustness.
• Collaborate with engineers to translate successful research into reliable production trading systems.
• Monitor live strategy performance and investigate discrepancies between research, simulation, and production results.
• Improve research methodologies, datasets, tooling, and experimental standards across the quantitative research process.
• Collaborate with traders, quantitative researchers, and engineers while owning individual research.

Quantitative Researcher