Crypto Quantitative Trader
Overview
Our client is seeking a highly skilled Crypto Quantitative Trader with strong experience across Mid-Frequency Trading (MFT) and High-Frequency Trading (HFT) strategies. The ideal candidate has a proven track record of deploying systematic strategies in live crypto markets, managing risk‑adjusted portfolios, and delivering consistent PnL across both centralized and decentralized trading venues.
You will join a high‑performance trading team and take ownership of researching, building, deploying, and optimizing quantitative trading strategies across the digital asset landscape.
Key Responsibilities
Strategy Research & Development
- Develop, test, and optimize MFT and HFT trading strategies across spot and derivatives markets.
- Conduct rigorous quantitative research using large market datasets, order book data, and execution‑level signals.
- Build and maintain systematic models for forecasting, signal generation, execution, and risk management.
Portfolio & Risk Management
- Manage a live trading portfolio, including capital allocation, PnL analysis, and drawdown control.
- Adjust portfolio exposures in response to evolving market conditions and liquidity environments.
- Monitor real‑time strategy performance and continuously enhance robustness and stability.
Execution & Market Infrastructure
- Collaborate with engineering teams to improve low‑latency trading systems and execution logic.
- Optimize routing, slippage management, and fill rates across global exchanges.
- Assess new exchanges, liquidity venues, and emerging opportunities across CeFi and DeFi ecosystems.
Collaboration & Reporting
- Present strategy performance, risk insights, and research findings to senior stakeholders.
- Work with data engineers and developers to enhance backtesting frameworks and market data pipelines.
Required Qualifications
- 3-7+ years of quantitative trading experience in crypto, FX, equities, or futures.
- Demonstrated live trading track record generating consistent PnL with systematic MFT or HFT strategies.
- Strong programming skills (e.g., Python, C++, Rust) and proficiency in statistical modeling.
- Deep understanding of market microstructure, liquidity dynamics, and order book behavior.
- Experience managing a systematic portfolio with measurable performance.
- Familiarity with backtesting engines and real‑time trading systems.
Preferred Qualifications
- Prior experience trading crypto spot, perpetual futures, options, or on‑chain markets.
- Exposure to low‑latency systems, exchange APIs, and smart order routing.
- Knowledge of machine learning methods for forecasting or alpha extraction.
- Experience with TCA, slippage modeling, and alpha decay analysis.
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