Quantitative Researcher

TankX is a quantitative trading company focused on high-frequency trading and liquidity provision in digital asset markets. We build technology-driven systems that combine software engineering, quantitative research, and real-time market data to operate in global exchanges.

• Build and maintain robust research pipelines and backtesting frameworks to validate trading hypotheses.
• Analyze vast amounts of market and trade data to identify hidden patterns, risks, and execution anomalies.
• Work with large-scale databases to investigate model performance and provide data-driven insights that directly influence trading strategies and measurable P&L outcomes.
• Conduct statistical experiments to evaluate strategy configurations and parameter changes.
• Develop high-performance metrics and dashboards (Streamlit/Grafana) to track P&L, system health, and model alpha.
• Ensure the consistency and reliability of our data ecosystem, acting as the bridge between raw exchange data and production-ready signals.

• Bachelor’s or Master’s degree in a quantitative field such as Computer Science, Statistics, Industrial Engineering, Economics, Mathematics, or related disciplines.
• Ability to quickly iterate with Python with data analysis (Num Py, Pandas) and visualization (matplotlib, streamlit) frameworks
• Solid understanding of statistics, probability, and quantitative data analysis
• Experience working with large datasets and databases, including writing efficient queries for data analysis
• Strong data validation mindset with attention to data integrity, anomalies, and consistency in analytical workflows
• Ability to design and run quantitative experiments and analyze results
• Strong problem-solving skills and attention to detail when investigating data and system behavior
• Curiosity about financial markets and willingness to learn quickly

• Experience working with financial market data
• Familiarity with market microstructure
• Experience building research pipelines, analytics tools, or backtesting frameworks
• Achievements in scientific olympiads, competitive programming contests or mathematics competitions

• High standards in analysis. We test hypotheses using quantitative methods, validate results against data, and support conclusions with clear statistical evidence.
• Risk awareness in data and models. We continuously monitor market signals, model behavior, and trading outcomes to detect anomalies, hidden risks, or unexpected patterns early, helping ensure strategies remain stable under real market conditions.
• Ownership and initiative. Our engineers take responsibility for outcomes and proactively unblock dependencies instead of waiting for direction.
• Fact-based reasoning. We rely on evidence and clear reasoning in discussions, exchanging feedback openly to reach the most accurate conclusions.
• Team-first mindset. We prioritize knowledge sharing and collaboration so the entire team moves faster, not just individuals.

• A monthly salary starting from $3,000, complemented by stock options and a profit-sharing model.
• A hybrid model with three days onsite per week and one to two annual offsite weeks to strengthen team bonding.
• Comprehensive health insurance (including dental support), gym and pool access to keep you active, and a daily meal card.
• Annual leave available from day one, plus a dedicated birthday leave. We keep it casual with no dress code, weekly happy hours, and office celebrations.
• A Mac Book for everyone, unlimited office snacks, and your choice of a Storytel, MUBI, or İKSV membership to fuel your creativity.

We also offer a remote working option for this role, with compensation packages that may differ slightly based on the working arrangement.