Job Overview We are seeking a highly skilled and motivated Quantitative Researcher to join our team, who will play a crucial role in analysing cryptocurrency markets, developing quantitative trading strategies, and managing trading risks. Key Responsibilities Data Collection and Management Collect and organise cryptocurrency market data, including trading volume, prices, order book data, and on-chain data. Maintain and update databases to ensure data accuracy and completeness. Develop and manage data collection scripts and automation tools. Data Analysis and Modeling Analyse cryptocurrency market data using statistical and machine learning methods to identify market trends and patterns. Develop and optimise quantitative trading strategy models, including price prediction models, risk management models, and arbitrage models. Perform backtesting and simulations to evaluate historical performance and potential returns of trading strategies. Strategy Development and Execution Develop quantitative trading strategies and design trading algorithms based on analysis and models. Monitor and adjust strategy performance to ensure effectiveness under various market conditions. Collaborate with the trading team to execute and optimise trading strategies in real time. Risk Management and Monitoring Assess and manage risks associated with cryptocurrency trading, implementing risk control measures. Monitor market conditions and strategy performance in real-time, responding quickly to abnormal fluctuations and risk events. Develop and execute stop-loss, take-profit, and risk-limit strategies. Technical Research and Innovation Stay abreast of the latest developments in cryptocurrency and blockchain technology, researching emerging markets and financial products. Explore and apply new technologies and methods, such as deep learning and blockchain analysis, to enhance analysis and trading efficiency. Participate in technical discussions and workshops, continuously learning and improving professional skills. Reporting and Communication Prepare analysis reports and strategy reports to update management and the team on progress and outcomes. Collaborate with other departments and teams, such as IT and risk management. Regularly review and summarise market and strategy performance, providing recommendations for improvement. Compliance and Regulation Ensure all trading activities and operations comply with company policies and regulatory requirements. Monitor industry regulations and policy changes, adjusting strategies and operations to ensure compliance. Requirements Top universities with an excellent academic background in Finance, Mathematics, Statistics, Physics, or Computer Science. 5 years of relevant work experience. Proficiency in C++, Python, R, Excel, and other data processing tools. Familiarity with APIs of major cryptocurrency exchanges. Experience in linear arbitrage and quantitative research/trading. Strong interest in Web 3.0 and cryptocurrency markets; familiarity with cryptocurrency trading and risk management is a plus. Detail-oriented, diligent, and responsible. Ability to work effectively under pressure, with a strong sense of responsibility and professionalism. Mandarin speaking is preferred.
Job Title
Quantitative Researcher