Job Overview: We are looking for an experienced and innovative quantitative strategy researcher/trader to develop and execute various quantitative trading strategies. You will focus on formulating, optimizing, and implementing strategies to ensure that our investment portfolio achieves excess returns under controllable risks. The strategies you will be responsible for include but are not limited to futures arbitrage, cross term arbitrage, contract tariff arbitrage, triangle arbitrage, etc. Main responsibilities: Strategy development and optimization: Research and develop quantitative trading strategies based on the digital currency market, including but not limited to futures arbitrage, cross period arbitrage, contract tariff arbitrage, triangle arbitrage, etc. Utilize technologies such as statistics, machine learning, and artificial intelligence to optimize existing strategies and explore new market opportunities. Design and implement a backtesting framework to ensure the effectiveness and robustness of the strategy in historical data. Strategy execution and monitoring: Responsible for the actual execution of strategies, ensuring the stable operation of the trading system and the smooth implementation of strategies. Real time monitoring of strategy performance, timely adjustment and optimization of strategy parameters. Work with the risk control team to ensure that all strategies comply with the company's risk management framework. The most desired skill (proficient in low-risk strategies such as tariff arbitrage)