Quantitative Researcher

Founded in 2018, Fasanara Digital is the crypto arm of Fasanara Capital FCA-authorised investment firm managing USD 4.5 billion. Fasanara Digital is exclusively focused on digital assets and is one of the largest, longest running and best performing market neutral funds in the space. We pursue a rigorous, technologically driven, scientific approach to trading.  

We are seeking a Mid-Frequency Quantitative Researcher with buy-side experience to develop systematic mid-frequency strategies for digital asset trading. You will be responsible for designing models with horizons from several minutes to hours, enhancing our execution framework, and continuously optimizing our trading strategies. 

• Research and develop signals with mid-frequency horizons 

• Construct optimized portfolio to maximize profits, minimize execution costs and risks 

• Collaborate with trading and technology teams to implement and optimize execution algorithms to reduce their slippage 

• 3+ years of buy-side experience in developing systematic trading strategies, traditional assets classes or digital assets 

• Experience in a central risk book team is a strong advantage 

• Exposure to the whole pipeline, from alpha generation, portfolio construction to execution 

• Strong quantitative and statistical skills, with hands-on expertise in Python and SQL; knowledge in C++/Java is an advantage 

• Extensive experience working with large volumes of time-series data 

• A market-oriented mindset, proactive approach, and excellent communication skills 

• Proven ability to work independently and collaboratively to drive strategy development 

• Bupa health & dental, Cycle to Work scheme, enhanced pension, and generous annual leave (25 days +).
• Enhanced parental leave, special leave allowances, and charity giving options.
• Competitive bonus scheme.
• Regular team events, legendary summer & Christmas parties, knowledge sharing sessions, and quarterly town halls.
• Team lunches, dinners, Friday drinks, team sport activities