A leading proprietary trading firm specializing in digital assets is seeking an exceptional Quantitative Trader to join its high-frequency trading (HFT) team. The firm deploys cutting-edge strategies across centralized and decentralized venues, leveraging research, data, and infrastructure to capture opportunities in competitive markets. This role offers relocation support to Singapore, alongside a world-class team of traders, engineers, and researchers in algorithmic crypto trading.
Responsibilities
* Research, design, and implement high-frequency trading strategies across CEXs and DEXs.
* Deploy, optimize, and monitor trading algorithms to maximize performance while minimizing risk.
* Continuously evaluate and refine existing strategies to maintain a competitive edge.
* Leverage large datasets and advanced statistical techniques to identify alpha opportunities.
* Collaborate with quant researchers and developers to enhance trading infrastructure and execution pipelines.
* Proactively monitor risk, liquidity, and market conditions to ensure capital is allocated efficiently.
Qualifications
* Proven track record of profitable trading strategies in crypto or traditional HFT environments.
* Demonstrated Sharpe ratio >5 on deployed strategies.
* Strong knowledge of market microstructure, order book dynamics, and execution optimization.
* Hands-on experience with trading on CEXs and/or DEXs.
* Advanced programming skills in Python, C++, or Rust, with experience in production-level trading systems.
* Solid quantitative background: statistics, applied mathematics, computer science, or related fields.
* Highly driven, entrepreneurial, and comfortable operating in fast-moving, competitive markets.
EEO statement: Referrals increase your chances of interviewing; we are an equal opportunity employer.
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