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Off-Cycle Quant Research Associate (PhD)
Overnight.fi (USD+)
Abu Dhabi, UAE
Internship
Intern
2 weeks ago
Quantitative ResearchPythonMachine LearningReinforcement LearningMarket MicrostructureBacktesting
Free
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Quantitative ResearchPythonMachine Learning
About the Role
Overnight.fi is seeking a Quant Research Associate (PhD) to work on quantitative strategies for crypto and DeFi markets. The role involves market making, reinforcement learning, and backtesting.
Key Skills for This Role
Quantitative ResearchPythonMachine LearningReinforcement LearningMarket MicrostructureBacktesting
Responsibilities
- Conduct quantitative research on crypto and DeFi markets
- Analyze market data and identify alpha opportunities
- Develop and evaluate trading strategies
- Build and improve backtesting frameworks
- Research applications of machine learning and reinforcement learning in trading
- Design experiments and evaluate strategy performance
- Collaborate with the team on production research initiatives
Requirements
- Currently pursuing a PhD (or final year Master's) in Mathematics, Statistics, Computer Science, Physics, Financial Engineering, Quantitative Finance, or related field at HKUST, HKU, CUHK, or PolyU
- Strong mathematical and statistical background
- Proficiency in Python
- Experience with machine learning frameworks such as PyTorch or Scikit Learn
- Familiarity with quantitative research methodologies
- Ability to work independently in a research driven environment
- Good written and spoken English
Full Job Posting
About the Role
- We are looking for a Quant Research Associate to join our research team and work on quantitative strategies for crypto and DeFi markets.
- This position is designed for PhD students who want hands on exposure to quantitative research in digital assets before pursuing a full time role in the industry.
- You will work directly with researchers and founders on problems involving market making, delta neutral strategies, reinforcement learning, portfolio allocation, backtesting infrastructure, and market microstructure research.
Responsibilities
- Conduct quantitative research on crypto and DeFi markets
- Analyze market data and identify alpha opportunities
- Develop and evaluate trading strategies
- Build and improve backtesting frameworks
- Research applications of machine learning and reinforcement learning in trading
- Design experiments and evaluate strategy performance
- Collaborate with the team on production research initiatives
Requirements
- Currently pursuing a PhD (or final year Master's) in Mathematics, Statistics, Computer Science, Physics, Financial Engineering, Quantitative Finance, or a related field at HKUST, The University of Hong Kong (HKU), The Chinese University of Hong Kong (CUHK), or Hong Kong Polytechnic University (PolyU
- Strong mathematical and statistical background
- Proficiency in Python
- Experience with machine learning frameworks such as PyTorch or Scikit Learn
- Familiarity with quantitative research methodologies
- Ability to work independently in a research driven environment
- Good written and spoken English
Preferred Qualifications
- Previous internship experience at a quantitative trading firm, hedge fund, market maker, or research lab
- Experience with reinforcement learning
- Knowledge of financial markets or market microstructure
- Experience working with order book or trade level data
- Interest in digital assets, crypto markets, or DeFi
What We Offer
- Direct exposure to real world quantitative research
- Opportunity to work on live strategies and production research
- Flexible schedule compatible with PhD studies
- Remote first environment
- Compensation: HKD 15,000–25,000 per month (depending on experience and availability)
- Outstanding candidates may be considered for future full time opportunities
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