Binance - Junior Quantitative Researcher (Fresh STEM PhD graduates are welcome)

Hong Kong / Taiwan, Taipei / Asia2mo ago

Remote Junior APAC Hedge Fund Cryptocurrency Quantitative Researcher Junior Analyst Market Research Python JAX Pandas

Requirements

• Signal research and construction: Develop, test, and productionize predictive signals across asset classes using statistical methods, machine learning, and AI agent-driven research workflows. • PhD (recently completed or near completion) in a quantitative field such as Computer Science, Machine Learning, Statistics, Physics, Mathematics, or related. • Strong programming skills in Python and comfort with modern data/ML stack (NumPy, pandas, PyTorch or JAX, etc.). • Hands-on experience building with AI agents and LLM-based systems. • Solid grounding in statistics, probability, and machine learning. • Strong written and verbal communication skills. Nice-to-have:

Responsibilities

• Signal research and construction: Develop, test, and productionize predictive signals across asset classes using statistical methods, machine learning, and AI agent-driven research workflows. • Root cause analysis (RCA): Investigate model behavior, signal decay, PnL attribution, and unexpected trading outcomes. • Market microstructure research: Study order book dynamics, execution costs, liquidity, and venue behavior. • AI agent infrastructure for research: Help design and extend internal agentic systems that automate parts of the research pipeline. • Collaborate broadly with traders, engineers, and other researchers to turn ideas into live strategies. • PhD (recently completed or near completion) in a quantitative field such as Computer Science, Machine Learning, Statistics, Physics, Mathematics, or related. • Strong programming • in Python and comfort with modern data/ML stack (NumPy, pandas, PyTorch or JAX, etc.). • building with AI agents and LLM-based systems. • Solid grounding in statistics, probability, and machine learning. • Genuine interest in financial markets and trading. • Strong written and verbal communication • . Nice-to-have: • Prior internship or research • at a hedge fund, prop trading firm, or fintech. • Exposure to market microstructure, backtesting frameworks, or time-series analysis. • Publications, open-source contributions, or trading competition results. • Shape the future with the world s leading blockchain ecosystem. • Collaborate with world-class talent in a flat structure.

Benefits

• Market microstructure research: Study order book dynamics, execution costs, liquidity, and venue behavior. • Publications, open-source contributions, or trading competition results. Perks & • Competitive salary and company benefits.

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Binance - Junior Quantitative Researcher (Fresh STEM PhD graduates are welcome)

Hong Kong / Taiwan, Taipei / Asia2mo ago

Remote Junior APAC Hedge Fund Cryptocurrency Quantitative Researcher Junior Analyst Market Research Python JAX Pandas

Requirements

• Signal research and construction: Develop, test, and productionize predictive signals across asset classes using statistical methods, machine learning, and AI agent-driven research workflows. • PhD (recently completed or near completion) in a quantitative field such as Computer Science, Machine Learning, Statistics, Physics, Mathematics, or related. • Strong programming skills in Python and comfort with modern data/ML stack (NumPy, pandas, PyTorch or JAX, etc.). • Hands-on experience building with AI agents and LLM-based systems. • Solid grounding in statistics, probability, and machine learning. • Strong written and verbal communication skills. Nice-to-have:

Responsibilities

• Signal research and construction: Develop, test, and productionize predictive signals across asset classes using statistical methods, machine learning, and AI agent-driven research workflows. • Root cause analysis (RCA): Investigate model behavior, signal decay, PnL attribution, and unexpected trading outcomes. • Market microstructure research: Study order book dynamics, execution costs, liquidity, and venue behavior. • AI agent infrastructure for research: Help design and extend internal agentic systems that automate parts of the research pipeline. • Collaborate broadly with traders, engineers, and other researchers to turn ideas into live strategies. • PhD (recently completed or near completion) in a quantitative field such as Computer Science, Machine Learning, Statistics, Physics, Mathematics, or related. • Strong programming • in Python and comfort with modern data/ML stack (NumPy, pandas, PyTorch or JAX, etc.). • building with AI agents and LLM-based systems. • Solid grounding in statistics, probability, and machine learning. • Genuine interest in financial markets and trading. • Strong written and verbal communication • . Nice-to-have: • Prior internship or research • at a hedge fund, prop trading firm, or fintech. • Exposure to market microstructure, backtesting frameworks, or time-series analysis. • Publications, open-source contributions, or trading competition results. • Shape the future with the world s leading blockchain ecosystem. • Collaborate with world-class talent in a flat structure.