Job Responsibilities:
Responsible for signal discovery, backtesting validation, and live trading management of high-frequency strategies. Focus areas may include market making, arbitrage, or directional trading. Accountable for strategy performance.
Build the research framework for your strategy line, including a high-frequency backtesting system.
Guide junior researchers in high-frequency strategy research and development.
Collaborate with engineering teams to optimize system infrastructure and trading pipeline.
Requirements:
Education: Master's degree or above from top-tier institutions, preferably in Computer Science, Mathematics, Physics, or Electrical Engineering.
Technical Skills: Proficient in Python and C++; familiar with Linux system development and high-performance computing. Proven research methodology within your strategy line.
Industry Experience: Over 3 years of experience in reputable hedge funds or high-frequency trading firms. Experience in crypto quantitative trading is a strong plus.
Personal Traits: Self-motivated, results-oriented, excellence-driven, innovative, and resilient under pressure.
Nice to Have:
Strategy experience at top-tier global quant firms (e.g., Citadel, Two Sigma, IMC, Optiver, etc.).
Published papers related to market microstructure.
Company Benefits:
Competitive compensation and incentive structure.
Tech-driven team with a flat organizational structure.
Interested applicants are invited to submit a detailed resume to:
We regret that only short-listed candidates will be notified.
