Our Client is a Trading Group which trades across multiple asset classes, but mainly Cryptocurrencies in arbitrage, market making, and quantitative signal driven strategies. In traditional space, currently the group is mainly involved in volatility and merger arbitrage. With offices across Asia, HQ in Hong Kong, Singapore and Shanghai. The team is looking to build and expand their Quantitative Trading Team.
- Identify and solve technical trading problems, and implement automated solutions
- Work together with traders to develop and execute custom trading systems and risk management
- Conduct independent research to generate statistically robust Alpha using data driven methodologies
- Work with developers to improve the efficiency and algorithms of our in-house trading software
- Ability to analyze and extract value from low signal-to-noise time-series datasets
- Excellent ability to communicate ideas and contribute to technical discussions
- Business-level written and verbal communication skills in English
- Highly proficient in Python for data analysis and scripting. C++ and/or C# desired. Experience with git, non-relational/time-series databases, asynchronous programming, websockets and threading is welcome.
- Intellectual curiosity and a genuine interest in trading and financial/crypto markets
- Bachelor degree or above with strong concentration in Mathematics, Statistics, Computer Science, Engineering, Science, or any quantitative discipline
- Diverse Culture within the team
- Competitive salary package
- Strong platform to gain exposure and learn from talented individuals from strong backgrounds
- Great office location