Job Description
Key Responsibilities
- Research and develop quantitative trading strategies (market making, arbitrage, hedging, trend/statistical strategies) across crypto asset classes (spot, perpetuals, options, DeFi).
- Analyze market microstructure and liquidity patterns to build proprietary signals/models (price action, orderbook dynamics, fund flows, on-chain data).
- Conduct backtesting and simulations to evaluate strategy performance metrics (PnL, risk, slippage, transaction costs) and oversee live deployment.
- Collaborate with trading, execution, risk management, and infrastructure teams to enhance strategy robustness.
- Work with core engineers to develop latency-sensitive strategies (HFT/mid-frequency) and optimize profitability frameworks.
Job Requirements
- Master's degree or higher (exceptional Bachelor's candidates considered) with 3+ years experience, including 1+ year at top-30 crypto exchanges.
- Strong foundation in probability, statistics, time series analysis, optimization modeling, and data analytics.
- Proficient in Python for research/backtesting; C++/Rust skills preferred.
- Deep understanding of crypto exchange APIs, orderbook mechanics, hybrid models, and funding rate systems.
- Proven track record in strategy development from conceptualization to live trading.
Preferred Qualifications
- Verifiable live trading performance or profitable models.
- Specialization in HFT, market making, cross-exchange/chain arbitrage strategies.
- Experience applying ML/DL/RL techniques to financial datasets.
- Knowledge of DEX mechanisms, liquidity pools, bridges, and AMM dynamics.
- Cross-functional expertise in crypto quant research, risk management, or systems optimization.
- Kaggle competition achievements are advantageous.


