Job Description
We are seeking an experienced and innovative Quantitative Strategy Researcher/Trader to develop and execute diverse quantitative trading strategies. The role focuses on formulating, optimizing, and implementing strategies to achieve excess returns while maintaining controllable risks. You will work on strategies including futures arbitrage, cross-term arbitrage, contract tariff arbitrage, triangle arbitrage, and more.
Key Responsibilities
- Strategy Development & Optimization: Research and develop quantitative trading strategies for the digital currency market, leveraging statistics, machine learning, and AI to optimize existing strategies and explore new opportunities.
- Backtesting Framework: Design and implement a robust backtesting framework to validate strategy effectiveness and performance on historical data.
- Strategy Execution & Monitoring: Oversee the real-time execution of strategies, ensuring stable system operation and seamless implementation.
- Performance Tracking: Monitor strategy performance continuously, adjusting parameters as needed to maintain optimal results.
- Risk Management Collaboration: Work closely with the risk control team to ensure all strategies align with the company’s risk management framework.
Job Requirements
- Proven experience in quantitative trading strategy development, particularly in low-risk strategies like tariff arbitrage.
- Strong proficiency in statistical analysis, machine learning, and artificial intelligence techniques.
- Experience in designing and implementing backtesting frameworks for trading strategies.
- Ability to execute and monitor strategies in real-time, ensuring stability and performance.
- Collaborative mindset to work with risk control teams and adhere to risk management protocols.
- Deep understanding of digital currency markets and arbitrage opportunities.
Preferred Skills
- Expertise in low-risk arbitrage strategies, especially contract tariff arbitrage.
- Advanced programming skills in Python, R, or similar languages for quantitative analysis.
- Familiarity with trading platforms and execution systems in the digital asset space.
- Strong analytical and problem-solving abilities to adapt strategies to market changes.