Quantitative Researcher, CeFi/DeFi Arbitrage

As a Quantitative Researcher on the CeFi/DeFi arbitrage team at Humbility, you will identify and monetize price discrepancies between centralized and decentralized exchanges, making DeFi markets more liquid and efficient in the process. You will work within a proprietary high-frequency trading firm that combines quantitative research with high-performance technology to build market-neutral strategies across digital assets.

What you'll do

• 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 competitors
• Write up and present your findings so the whole research team can build on them

What you bring

• Curiosity about market microstructure and how prices actually form
• Comfort working with LLMs as part of your research and coding workflow
• A strong foundation in mathematics and statistics, including probability, statistical modeling, and time-series analysis
• Fluency in Python for research and data analysis

Nice to have

• Experience backtesting trading strategies
• A competitive mathematics, programming, or Kaggle background
• Deep understanding of stochastic processes, such as stochastic calculus or point processes
• Experience working on distributed systems, particularly ones requiring low-latency communications
• Familiarity with DeFi mechanics including AMMs, on-chain data, gas and block dynamics, and MEV
• Ability to write production-grade code

What we offer

• Gross salary of €3,500 - €10,000 per month
• Uncapped yearly performance bonuses with significant upside for top performers, potentially exceeding base salary
• Private health insurance
• 25 days of paid vacation per year
• Hybrid work with up to 2 days per week from home if based in Vilnius, or more flexible arrangements elsewhere in Lithuania
• Work from anywhere flexibility
• Regular team-building activities, company events, sports, chess tournaments, and game nights
• Fully stocked kitchen and free parking at the office

About Humbility

Humbility is a proprietary high-frequency trading firm active in digital assets across CeFi, DeFi, and prediction markets. The team of 50+ Quantitative Researchers and Software Engineers openly shares ideas and data to compound insights across the markets they trade. The firm values ownership and teaches sharp minds to trade, with many of its strongest quants coming from academic backgrounds in mathematics, physics, and other quantitative fields rather than prior trading experience.