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.