Blockhouse is building intelligent execution algorithms for institutional traders. Our platform leverages advanced market microstructure modeling, machine learning, and real-time signal generation to minimize slippage and improve execution quality across equities, and crypto markets.
Requirements
- Experience researching and trading market-neutral or statistical arbitrage strategies
- Deep familiarity with crypto derivatives (perpetual swaps, funding rates, basis trades)
- Comfort working with tick-level order book data and designing event-driven simulations
- Understanding of exchange APIs (REST, WebSocket, FIX) and market data handling
- Familiarity with cloud-based workflows (AWS, Docker, distributed compute)
- prior live deployment of crypto quant strategies at a prop firm, hedge fund, or HFT desk
Responsibilities
- Research, design, and implement systematic trading strategies in crypto markets (perp–spot arbitrage, funding rate arb, cross-exchange stat arb, etc.)
- Build robust backtesting pipelines and simulation frameworks to validate strategies under realistic market conditions.
- Analyze exchange market microstructure, liquidity, and funding dynamics to uncover edges.
- Monitor and improve live strategy performance, including execution and risk management.
- Collaborate with developers to deploy research code into production trading systems.
- Maintain research documentation and communicate findings to the investment team
Other
- 2 – 4 years of experience in quantitative research or trading (crypto preferred, but equities/futures acceptable with transferable skills)
- Fully in-person collaboration in NYC among friendly colleagues.
- Potential sponsorship for H-1B visas for eligible candidates.
