Delta Executive Search
Our client, a leading quant hedge fund, is seeking a
Quantitative Portfolio Manager
to lead the development and deployment of
systematic cryptocurrency trading strategies . This is an opportunity to join a world-class hedge fund platform with deep infrastructure, robust capital backing, and a proven track record across global markets. Key Responsibilities
Research, design, and implement mid- to high-frequency
systematic strategies
in the digital asset space, including spot, futures, and perpetual swaps across centralized and decentralized exchanges Develop
alpha-generating models
using statistical, machine learning, or data-driven techniques Collaborate with technologists, quant researchers, and traders across global offices to refine and scale strategies Navigate the unique market microstructure of crypto and evolve models to remain competitive in 24/7 markets Requirements
Proven track record of profitable systematic trading, preferably in crypto or short-horizon liquid markets (equities, FX, futures) Deep experience in Python, C++, or similar, and strong familiarity with quantitative research environments Strong understanding of market structure, order execution, and liquidity dynamics in digital assets Excellent grasp of statistics, time series analysis, and/or machine learning methodologies Entrepreneurial mindset with the drive to own and build a strategy from the ground up Minimum 3–5 years of experience in a hedge fund, proprietary trading firm, or systematic crypto trading desk Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance, Analyst, and Management Industries
Financial Services, Investment Management, and Capital Markets Location: New York, United States
#J-18808-Ljbffr
Quantitative Portfolio Manager
to lead the development and deployment of
systematic cryptocurrency trading strategies . This is an opportunity to join a world-class hedge fund platform with deep infrastructure, robust capital backing, and a proven track record across global markets. Key Responsibilities
Research, design, and implement mid- to high-frequency
systematic strategies
in the digital asset space, including spot, futures, and perpetual swaps across centralized and decentralized exchanges Develop
alpha-generating models
using statistical, machine learning, or data-driven techniques Collaborate with technologists, quant researchers, and traders across global offices to refine and scale strategies Navigate the unique market microstructure of crypto and evolve models to remain competitive in 24/7 markets Requirements
Proven track record of profitable systematic trading, preferably in crypto or short-horizon liquid markets (equities, FX, futures) Deep experience in Python, C++, or similar, and strong familiarity with quantitative research environments Strong understanding of market structure, order execution, and liquidity dynamics in digital assets Excellent grasp of statistics, time series analysis, and/or machine learning methodologies Entrepreneurial mindset with the drive to own and build a strategy from the ground up Minimum 3–5 years of experience in a hedge fund, proprietary trading firm, or systematic crypto trading desk Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance, Analyst, and Management Industries
Financial Services, Investment Management, and Capital Markets Location: New York, United States
#J-18808-Ljbffr