Key Responsibilities: - Monitor and maintain daily trading operations of high-frequency market-making strategies. - Continuously optimize strategy parameters, risk controls, and latency performance to adapt to evolving market conditions. - Troubleshoot live trading issues, implement fixes, and ensure minimal downtime. - Optimize strategies for latency, scalability, and profitability. - Analyze tick-level data to identify alpha signals and refine existing models.
Requirements: - Excellent academic background in Mathematics, Computer Science, Physics, Statistics, or a related field. - Proficiency in C++ or Python for strategy development and data analysis. - Exceptional problem-solving skills with a focus on statistical modeling and data-driven decisions. - Previous experience as a Quantitative Trader/Researcher in high-frequency trading, statistical arbitrage, or market-making strategies (preferred). - Hands-on experience building trading systems or working with tick-level data (preferred). - Exposure to cryptocurrency markets is a strong plus.