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Key Responsibilities:
- Responsible for signal mining/backtesting/live trading management of high-frequency strategies, with options for market making, arbitrage, and unilateral trading, and accountable for strategy results;
- Build the investment research framework for the respective strategy line and the high-frequency backtesting framework;
- Guide researchers in high-frequency strategy investment research and collaborate with R&D on process optimization;
- Design and develop quantitative trading strategies for cryptocurrencies using statistical, machine learning, and econometric methods.
Qualifications:
- Master’s or PhD in a quantitative field such as Mathematics, Statistics, Financial Engineering, Computer Science, Physics, or a related discipline.
- 4+ years of experience at a reputable fund or high-frequency trading firm, ideally in cryptocurrency trading, high-frequency trading, or related financial markets.
- Demonstrated success in developing trading strategies or predictive models, preferably for digital assets.
- Proficient in Python/C++, familiar with Linux system development and high-performance computing, and possesses a proven investment research methodology for the respective strategy line
- Strong problem-solving skills with the ability to derive insights from noisy and complex datasets.
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