Responsibilities:

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

● Analyze market data and build mathematical and statistical models to quantify risk and return. Collaborate with PMs to translate research findings into executable trading signals.

● Design strategy backtesting frameworks and conduct historical data tests and simulated trading validations.

● Monitor the latest developments in crypto markets, exchange policies, and market microstructure research.

Requirements:

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

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

● Familiar with cryptocurrency market structures, perpetual contract mechanics, and exchange APIs.

● Solid foundation in statistics, probability theory, and time series analysis, with the ability to build reliable quantitative models.

● Strong logical thinking and problem-solving skills, with the ability to conduct independent strategy research.

Preferred Qualifications:

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

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

● Experience with backtesting systems, data cleaning, and strategy optimization workflows.