Blockhouse is building intelligent execution algorithms and alpha strategies for institutional traders. Their platform integrates real-time signal generation, low-latency trading infrastructure, and cutting-edge microstructure modeling to minimize slippage and improve execution quality across crypto and equities markets. They are looking for a Head of Quantitative Research to lead their crypto trading strategy efforts.
Requirements
- Strong coding skills in Python, with experience in simulation, production systems, and performance tuning
- Deep familiarity with crypto derivatives, especially perpetual futures, funding markets, and basis trades
- Experience working with exchange APIs (REST, WebSocket, FIX) and building data ingestion pipelines
- Strong understanding of tick-level data, latency, and order book mechanics
- Bonus: experience with cloud-based infrastructure (AWS, Docker) and internal research tooling
- 5+ years of experience in quantitative trading or research (crypto preferred, but HFT/prop/FICC backgrounds welcome)
- Demonstrated success deploying market-neutral and stat arb strategies in live trading environments
Responsibilities
- Lead and manage our crypto quant research function, from idea generation to deployment
- Design and backtest market-neutral and statistical arbitrage strategies (e.g., perp–spot, funding rate, cross-venue spreads)
- Build and refine simulation and backtesting infrastructure to stress test ideas under real-world constraints
- Analyze exchange microstructure, liquidity, and volatility dynamics to uncover inefficiencies
- Collaborate with engineers to translate research into robust production code
- Monitor and enhance live strategies, including execution quality and risk metrics
- Help shape research roadmap and capital allocation decisions
Other
- In-Person Preferred
- Flexible (Prefer full time, but open to Part-Time / Contract, ~20–30 hours per week)
- Guide and mentor a team of junior quantitative researchers and interns
- Comfortable mentoring junior researchers and managing multi-threaded research agendas
- Bonus: prior experience raising or deploying capital, or helping scale a quant desk
