Quantitative Researcher, CeFi/DeFi Arbitrage

Humbility, Vilnius, Lithuania

What our tracking knows about this posting

Published on 24 September 2026 · first appeared in our records on 24 September 2026.

Stable posting: first seen on 24 September 2026, with no abnormal reposting.

View the posting at the employer Have my resume reviewed for this job
Humbility is a proprietary high-frequency trading firm active in digital assets across CeFi, DeFi, and prediction markets. We build market-neutral trading strategies in a highly competitive environment, combining quantitative research with high-performance technology. Our 50+ Quantitative Researchers and Software Engineers openly share ideas, data, and approaches, allowing insights to compound across the markets we trade. We hire sharp minds and teach them trading. Prior trading experience is a plus, not a requirement - some of our strongest quants came from academic research in mathematics, physics, and other quantitative fields, with little or no trading background. As a member of our CeFi/DeFi arbitrage team you will work on monetizing price discrepancies between CeFi and DeFi, and in doing so making DeFi markets more liquid and efficient. In this position, you will: • Identify inefficiencies in market microstructure and turn them into tradable ideas; • Formalize those ideas as strategies and backtest them on large volumes of data; • Partner with engineers to deploy strategies and track their live performance; • Monitor and reduce latencies across exchanges, chains, and our own infrastructure; • Reverse engineer strategies of our competitors; • Write up and present your findings so the whole research team can build on them. Above all, we value ownership. Nobody covers this whole cycle from day one, but every researcher here is working toward owning it end to end. • Curiosity about market microstructure and how prices actually form; • Comfort working with LLMs as part of your research and coding workflow; • Strong foundation in mathematics and statistics (probability, statistical modeling, time-series analysis); • Fluency in Python for research and data analysis. You will stand out if you have ( not required ): • Experience backtesting trading strategies; • Competitive mathematics, programming, or Kaggle background; • Deep understanding of stochastic processes (e.g., stochastic calculus, point processes); • Experience working on distributed systems, particularly ones requiring low-latency communications; • Familiarity with DeFi mechanics (AMMs, on-chain data, gas and block dynamics, MEV); • Ability to write production-grade code.

Other recent postings in the same sector