Swaap
Swaap is a group of scientists and technologists committed to build open systems.
We blend cutting-edge research with resilient infrastructures to improve crypto markets.
Our research team is composed by leading researchers in algorithmic trading — such as Olivier Guéant.
Join us to build the internet-native trading layer!
Role
We are looking for a Founding Quantitative Researcher to contribute to Swaap’s trading research efforts, helping us design and optimize algorithmic market-making strategies in digital asset markets.
As the first Quant in the team, your scope will include structuring the quant function at Swaap, in partnership with the Founders and our academic Researchers. Your impact will be major on the trajectory of the company.
Missions
- Design, implement, and refine predictive trading strategies
- Conduct research on market microstructure, pricing models, and execution optimization.
- Develop and backtest strategies using vast amounts of historical and real-time data.
- Collaborate with engineers to deploy strategies into production and enhance infrastructure.
- Monitor, analyze, and improve model performance in live trading environments.
- Structure the quant function at Swaap
Requirements
- Strong quantitative background (Mathematics, Statistics, Physics, Computer Science, or related field).
- Proficiency in C++ / Rust for data analysis, backtesting, and implementation of models.
- Experience in market-making strategies, HFT, or statistical arbitrage.
- Understanding of probability theory, time-series analysis, and optimization techniques.