(Москва, Cryptolab Capital) Analyst

There are a lot of interesting research opportunities in cryptoassets now, and Cryptolab Capital wants to partner with a researcher who is interested in applying his/her knowledge of Statistics and Data Science in this
new emerging field.

Cryptolab Capital is a hedge fund founded by two Moscow State University grads: a mathematician and a computer scientist. One of them participated in Changellenge >> Cup Russia 2010, took 2nd place and brightly started his career in consulting after the championship. Both founders got MBA at Stanford University, and spent a few years in tech companies and venture capital funds in Russia and the US. Now team is split between Moscow and San Francisco. Cryptolab Capital invests in cryptoassets (also known as cryptocurrencies). Company is doing a lot of research analysing different kinds of data in order to make better investment decisions and believes that many models that are used to describe traditional financial markets can be successfully applied to cryptoassets.
Potential research areas:
— Cluster analysis of blockchain;
— (Lagged) correlation matrix of different assets;
— Capital/Outflow to GDAX and price correlation;
— Issuance of Tether => BTC price on Bitfinex => BTC price everywhere / volumes;
— Crypto economic ratios for many coins;
— Backtest different "naive" investing strategies.

Skills:
—Current student or PhD from a top university majoring in Maths, Physics, or Computer Science, or a recent graduate
— Expertise in statistics, data science, machine learning, and stochastic processes
— Ability to fluently read in English – most of documentation is in English
— Knowledge of one or more of following topics: hypothesis testing, Monte Carlo simulations, regression analysis, machine learning, deep learning, cluster analysis, graph clustering algorithms
— Python / R / Matlab, SQL
Send your CV and a few words about why you are interested at info@cryptolab.capital
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