Market Maker Trader at krpbit

Job Description

Key Responsibilities

• Operate, troubleshoot, and optimize parameters of existing quantitative market making systems to ensure peak performance
• Process and analyze transaction data using advanced mathematical and statistical methods to identify opportunities for strategy improvement
• Design and implement robust backtesting frameworks for quantitative trading strategies
• Participate in the full lifecycle of strategy development including design, backtesting, simulation, real-market monitoring, and performance attribution analysis
• Develop and execute quantitative market making strategies specifically for financial derivatives products
• Monitor market conditions and adjust strategies accordingly to maintain competitive pricing and liquidity
• Collaborate with quantitative researchers and developers to enhance trading algorithms and systems

Job Requirements

• Bachelor's degree or higher in Mathematics, Statistics, Computer Science, Financial Engineering, or related quantitative field
• 2+ years of experience in quantitative trading, market making, or algorithmic trading
• Strong programming skills in Python, C++, or other relevant languages
• Deep understanding of financial markets, particularly derivatives products
• Proficiency in statistical analysis, time series analysis, and probability theory
• Experience with backtesting frameworks and trading system architecture
• Excellent problem-solving skills and ability to work under pressure
• Strong communication skills to collaborate effectively with cross-functional teams

Preferred Qualifications

• Master's degree or PhD in a quantitative discipline
• Experience with high-frequency trading or low-latency systems
• Knowledge of machine learning techniques applied to trading strategies
• Familiarity with order book dynamics and market microstructure
• Previous experience working with derivatives products (options, futures, swaps)