Quant Trader

3 days ago

hong kong, Hong Kong SAR China IO TECH SOLUTIONS LIMITED Full time

Job Responsibilities Strategy Development & Launch : Research, simulate, and scale trading strategies (funding rates, basis, perp-spot, cross‑exchange spreads, hedge baskets). Identify structural opportunities in matching, clearing, incentives, fees, oracles, and more. Cross‑Market Execution : Build and maintain REST/WebSocket/FIX/on‑chain connections with CEXs and DEXs. Develop low‑latency execution, slippage control, margin scheduling, and cross‑chain arbitrage processes. Risk & Capital Management : Define and manage limits, implement safeguards against abnormal conditions, and optimize capital efficiency across funding, lending, liquidation, and compliance. Platform Feedback : Evaluate DEX mechanisms from a traders perspective and provide product recommendations. Collaborate with BD, Marketing, and DevOps to strengthen the trading ecosystem. Monitoring & Review : Establish monitoring alerts, conduct daily/weekly reviews, and maintain backtesting asset libraries. Requirements Trading Experience : 3‑5+ years in quantitative trading, market making, arbitrage, or hedging. Experience with CEX/DEX or perp‑spot hedging is a plus. Market Microstructure Knowledge : Solid understanding of order types, margin models, funding rates, AMMs vs order books, and arbitrage opportunities. Engineering Skills : Proficiency in Python, Rust, C++, or TypeScript. Familiarity with WebSocket/REST/FIX. On‑chain contract/SDK experience is a plus. Systematic Trading : Experience with backtesting frameworks, event‑driven engines, and modeling latency, slippage, and inventory costs. Risk & Compliance Awareness : Understanding of fund isolation, API/key management, KYT controls, and exchange/on‑chain risk limits. Collaboration Skills : Strong analytical writing and ability to translate insights into actionable product recommendations. Bonus Points : Track record in funding rate or basis arbitrage, cross‑exchange strategies, knowledge of Solana/Ethereum L2, MEV/auctions, or system design for matching, risk, and clearing. #J-18808-Ljbffr

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