Quant Trader Wanted for Crypto Market Microstructure Strategy Project

GDA Fund
Published
15th June 2020
Location
*, Work can be completed remotely
Category
Job Type
Salary
Confidential
Preferred Academic Qualification
BSc, BA
Recruiter/Employer Name
Emma-Jane

Description

Brief Background on Us

We are a tail risk hedging crypto prop investment fund located in Sydney, Australia and Dubai International Financial Centre, operating since 2016. Our investment philosophy is simple; people hate to think bad things are happening so they always underestimate the likelihood.

For some more detailed info about us, you can see here for Our Master Plan: https://www.gda.fund/the-master-plan

About the Opportunity 

We are currently working on a new strategy/project around Bitcoin market microstructure. As you probably know, cryptocurrencies are the wild west when it comes to financial markets and ultimately manipulation drives a lot of the price action. Nice linear models or traditional TA always completely breaks down. We believe the order books are the most reliable foundation for any crypto strategy (At the end of the day this is where the fight is). Our strategy is focused around spotting the whale and market maker manipulation through order book analysis and translating this too 'indicators' that can be used to  generate probabilistic models and outcome scenarios around market moves.

We are currently working with Quant researchers to develop the foundations of the mathematical models. We are wanting to work with a Quant trader who can start translating, automating and also validating some of these models into the BTC markets.

The engagement we are looking for is quite specific to begin with, however, we are keen and open to discuss more broadening scopes and longer term arrangements to any applicants that are looking in this area.

*Work can be completed remotely.

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