Based in Shenzhen

Responsibilities:

1. Research and develop contract liquidity medium- to high-frequency market-making strategies;

2. Collaborate with development engineers on strategy deployment, launch, and monitoring;

3. Work with the development team to continuously enhance trading infrastructure and tools;

Qualifications:

1. Master’s degree or above in Mathematics, Physics, Financial Engineering, Computer Science, or related field from a top university, with at least 3 years of professional experience;

2. Over 1 year of medium- to high-frequency contract liquidity market-making experience at a reputable firm, with proven strategies;

3. Proficient in Python and familiar with a statically typed language (Rust, C++, Java);

4. Solid mathematical foundation in probability and statistics, linear algebra, and time series analysis;

Preferred Qualifications:

1. Market-making strategy or high-frequency trading experience of at least USD 5 million AUM in traditional financial markets;

2. Experience analyzing tick-by-tick trades and multi-level order book data, and developing market microstructure factors;

3. Awards in mathematics or physics competitions;

4. Publications in renowned journals or conferences in statistics, applied mathematics, computer science, or related fields.