Job Description

We are seeking a highly talented and driven Quantitative Strategist to join our core trading and research team. This pivotal role involves the end-to-end design, development, and implementation of sophisticated trading algorithms and strategies, with a particular focus on market making in rapidly evolving electronic markets. The ideal candidate will possess a robust background in software engineering, advanced proficiency in modern programming languages, and a deep understanding of algorithmic trading principles and market microstructure. You will be instrumental in building and optimizing our next-generation trading systems.

# Key Responsibilities:

1) Research, design, develop, and deploy high-frequency trading strategies, with an emphasis on market making and liquidity provision.


2) Build and maintain robust, scalable, and low-latency trading system components using Python, Rust, and other relevant backend technologies.


3) Conduct in-depth quantitative analysis of market data to identify patterns, inefficiencies, and alpha signals.


4) Perform rigorous backtesting, simulation, and statistical analysis of trading models to validate performance and manage risk.


5) Collaborate closely with senior researchers, traders, and technologists to refine existing strategies and develop new ones.


6) Stay at the cutting edge of advancements in algorithmic trading, financial engineering, and relevant emerging technologies, including those related to distributed systems and novel digital asset protocols (e.g., web3 concepts).


7) Contribute to the continuous improvement of our research infrastructure, data pipelines, and analytical tools.


8) Monitor strategy performance in live trading environments, making data-driven adjustments to optimize outcomes.

# Required Qualifications:

Advanced degree (Master's or PhD) in a highly quantitative discipline such as Computer Science, Engineering, Mathematics, Physics, or Statistics. Minimum of 3 years of hands-on experience in a quantitative trading role, preferably with direct experience in developing market making algorithms. Exceptional programming skills with proven expertise in Python for data analysis, modeling, and systems development. Strong proficiency and practical experience with systems-level programming, ideally in Rust or C++. Solid understanding of general backend technologies, including distributed systems, network protocols, and high-performance computing. Demonstrable experience in the full lifecycle of algorithmic trading strategy development: from idea generation and research to implementation, testing, and deployment. Deep knowledge of financial market microstructure, order book dynamics, and trade execution logic. Excellent analytical, problem-solving, and critical thinking skills, with a meticulous attention to detail. * Ability to work effectively in a fast-paced, collaborative, and results-oriented team environment.