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.
 


