Responsibilities

• Lead the design, execution, and management of cryptocurrency arbitrage strategies, including but not limited to spread arbitrage and funding rate arbitrage.
• Build and optimize strategy portfolios, manage risk, and ensure capital efficiency.
• Collaborate closely with the quantitative research team to translate research insights into actionable trading strategies.
• Monitor market dynamics, liquidity, and fee structures, adjusting positions and strategy parameters in real time.
• Regularly analyze strategy P&L and risk, providing insights to senior management.

Requirements

• Bachelor’s degree or higher in Mathematics, Computer Science, Physics, or a related field.
• Over 3 years of cryptocurrency or traditional derivatives trading experience, including at least 2 years in quantitative/arbitrage strategies.
• In-depth understanding of crypto exchanges, perpetual contracts, coin-margined derivatives, and funding rate mechanisms.
• Excellent risk management skills, including position sizing, stop-loss, and margin management.
• Strong communication and teamwork abilities, with the capacity to convert research outcomes into executable strategies.

Preferred Qualifications

• Mature, stable trading strategies with a Sharpe ratio above 5, maximum drawdown below 2%, and annualized returns exceeding 30%.
• Experience in cross-exchange arbitrage and automated execution systems.
• Proficiency in Python, C++, or similar programming languages.
• Experience in portfolio management at hedge funds or quantitative funds.