Quantitative Researcher (HFT) (Crypto)

TL;DR

Quantitative Researcher (HFT) (Crypto): Research, develop and implement high frequency alpha and market making strategies with an accent on portfolio construction and multi-factor alpha blending. Focus on utilizing machine learning for data modeling, backtesting optimization, and risk monitoring of trading strategies.

Location: Hybrid/Remote (Hong Kong)

Company

A proprietary trading firm focused on the cryptocurrency industry, trading across major CeFi and DeFi markets with significant daily volumes.

What you will do

• Research, develop, and implement high-frequency alpha taking and market-making strategies.
• Contribute to portfolio construction and multi-factor alpha blending.
• Apply machine learning tools to model data and conduct strategy backtesting and optimization.
• Manage the operation and risk monitoring of active trading strategies.

Requirements

• Master's degree in Science, Engineering, or Quantitative Finance.
• 2-5 years of experience with high-frequency quantitative strategies.
• Strong understanding of market microstructure and backtesting systems.
• Proficiency in Python, C++, or C, with knowledge of system architecture and code acceleration.
• Fluent in both English and Chinese.
• Must be based in or able to work from Hong Kong.

Nice to have

• Knowledge of network design and latency reduction.
• Experience developing cutting-edge machine learning techniques.

Culture & Benefits

• Competitive remuneration within a meritocratic culture.
• Fast-paced, result-oriented environment with a flat organizational structure.
• Casual and collaborative working atmosphere.
• Direct exposure to the digital asset ecosystem and latest market insights.
• Strong opportunities for career development.