Job Description
We are seeking a quantitative researcher to backtest and refine a regime-based, multi-band dynamic delta hedge applied to an ETH/USDC Uniswap liquidity strategy.
The system uses short ETH perpetuals to offset LP exposure, with the objective of principal protection and impermanent-loss mitigation while preserving fee income.
Scope includes:
• Backtesting over 3–5 years of ETH data
• Stress testing across major market events
• Risk metric evaluation and robustness validation
• Structural improvements to enhance risk-adjusted returns
Project-based engagement with potential for continued collaboration.
Contract duration of less than 1 month. with 30 hours per week.
Mandatory skills: Artificial Intelligence, Machine Learning, Quantitative Analysis, Algorithm Development, Python, MetaTrader 5, Time Series Forecasting, Econometrics, Portfolio Management, Statistical Analysis, Feature Engineering, Exploratory Data Analysis, Web Scraping, Alpha Tes...
The system uses short ETH perpetuals to offset LP exposure, with the objective of principal protection and impermanent-loss mitigation while preserving fee income.
Scope includes:
• Backtesting over 3–5 years of ETH data
• Stress testing across major market events
• Risk metric evaluation and robustness validation
• Structural improvements to enhance risk-adjusted returns
Project-based engagement with potential for continued collaboration.
Contract duration of less than 1 month. with 30 hours per week.
Mandatory skills: Artificial Intelligence, Machine Learning, Quantitative Analysis, Algorithm Development, Python, MetaTrader 5, Time Series Forecasting, Econometrics, Portfolio Management, Statistical Analysis, Feature Engineering, Exploratory Data Analysis, Web Scraping, Alpha Tes...
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