Staff Quantitative Researcher

Key responsibilities: Identify and validate new data signals that predict price movements through rigorous backtesting Detect potential market manipulation and unusual activity to maintain valuation integrity Evaluate and select pricing models, determining the best approach for cross-market pricing discrepancies

Required qualifications: Proven experience in building pricing or forecasting models in production, including familiarity with tree-based models and advanced techniques Deep understanding of non-traditional or illiquid assets such as collectibles or alternative credit Experience in combining multiple models or signals through methods like portfolio construction or ensemble techniques Expertise in SQL and Python, with hands-on experience in AI applications Strong statistical skills, including experimental design and backtesting