Job Responsibilities:

1. Develop and optimize cryptocurrency arbitrage strategies, including but not limited to cross-exchange price spreads and funding rate arbitrage.

2. Analyze market data and construct mathematical and statistical models to quantify risk and return.

3. Collaborate with PMs to translate research findings into executable trading signals.

4. Design strategy backtesting frameworks and conduct historical data tests and simulated trading validation.

5. Monitor the latest developments in the cryptocurrency market, exchange policies, and market microstructure research.

Job Requirements:

1. Bachelor’s degree or above in Mathematics, Statistics, Computer Science, Financial Engineering, or a related field. Master’s or PhD preferred.

2. Proficient in Python or C++ for quantitative research, data analysis, and strategy implementation.

3. Familiar with cryptocurrency market structures, perpetual contract mechanisms, and exchange APIs.

4. Strong foundation in statistics, probability theory, and time series analysis, with the ability to develop reliable quantitative models.

5. Excellent logical thinking and problem-solving skills, with the capability to conduct independent strategy research.

Preferred Qualifications:

1. Internship or work experience in quantitative trading or hedge funds.

2. Familiarity with high-frequency trading, arbitrage strategies, and funding rate models.

3. Experience with backtesting systems, data cleaning, and strategy optimization processes.