About the job Job Overview
We are seeking a Quantitative Researcher to join our growing digital asset trading team. You will combine data-driven research with cutting-edge trading infrastructure to design, implement, and optimise systematic strategies across global crypto markets.
Location
London / Hong Kong / Shenzhen
Key Responsibilities
- Research and develop high- and/or medium-frequency systematic trading strategies using statistical, econometric, and machine learning methods.
- Analyse large-scale, real-time crypto market data to identify inefficiencies, microstructure patterns, and alpha opportunities.
- Backtest, optimise, and monitor strategies in both simulated and live environments.
- Collaborate with developers to enhance trading infrastructure, data pipelines, and research tools for scalability and performance.
- Contribute to the continuous improvement of the research framework, including simulation engines, feature generation, and model evaluation.
- Maintain disciplined risk control and ensure compliance with internal and regulatory standards.
Requirements
- Masters or PhD in Finance, Mathematics, Physics, Statistics, Engineering, or Computer Science.
- 5+ years experience in quantitative research or trading, ideally within buy-side, prop trading, or HFT environments.
- Strong programming skills in Python and C++; experience with exchange APIs.
- Deep understanding of market microstructure, execution dynamics, and performance optimisation.
- Solid experience with large-scale data analysis and systematic model development.
- Passion for cryptocurrency markets and blockchain innovation.
- Mandarin fluency is a plus.
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