Good Markets is building advanced algorithmic trading systems across FX and crypto, combining dynamic hedging, multi-agent grid logic, machine-learning techniques, and high-frequency data insights. We’re expanding the research team with exceptional talent who want to push the boundaries of systematic trading and simulation at scale.

The Role

We are looking for a Quant Researcher with a PhD in Particle Physics, Applied Mathematics, Computer Science, Statistics, Engineering, or a similarly quantitative field.

Your work will directly influence the development of our trading engines, volatility prediction models, dynamic thresholds, and multi-layered risk controls.

You’ll work closely with the founders on:

• Designing, testing, and refining systematic trading strategies
• Building predictive models for volatility, regime detection, and market structure
• Designing dynamic thresholding and adaptive decision systems