Quantitative Strategy Analyst (Cryptocurrency)

Job Description: We are looking for a Quantitative Engineer to design, model, and build next-generation systematic trading strategies across the cryptocurrency markets on centralized exchanges (CEXs) and decentralized exchanges (DEXs). This role perfectly combines market microstructure research with high-performance Web3 execution infrastructure. You will actively explore trading signals in the cryptocurrency spot, perpetual, and options markets and leverage LLM programming agents to quickly deploy your strategies directly to production-ready execution flows.

Key Responsibilities:

• Research, design, and backtest systematic trading strategies, including market-making, arbitrage, and momentum models for cryptocurrency spot, perpetual, and options markets.

• Transform your own quantitative models directly into production-ready backtesting suites and real-time trading execution logic for major CEXs and DEXs.

• Optimize high-throughput data pipelines, order routing systems, and WebSocket/Fix connection handling to handle the extreme volatility and high concurrency of the cryptocurrency market.

• Build workflows for smart contract interactions, MEV protection mechanisms, and liquidity for on-chain decentralized exchanges (DEXs) and options protocols.

• Develop robust real-time risk control metrics and automated liquidation/hedging frameworks to ensure fund security in decentralized cryptocurrency trading venues.

Your Skills:

• Deep understanding of cryptocurrency market microstructure, funding rate mechanisms, derivatives pricing models, and DEX liquidity pool (AMM) dynamics.

• Proficient in advanced coding, capable of writing robust production-grade backtesting frameworks and real-time execution engines from scratch.

• Proficient in Golang, Python, or Node.js, capable of implementing concurrent, high-throughput, and asynchronous trading services.

• Proficient in relational databases (MySQL, PostgreSQL), NoSQL (Redis), and specialized time-series databases for handling high-frequency financial data (ClickHouse, InfluxDB).

• Proficient in using LLM programming agents such as Codex and Claude Code to accelerate code compilation, strategy building, and infrastructure optimization. - Possesses a strong sense of ownership, proactively building trading hypotheses from scratch to ultimately automate live trading deployments.

• Fluent in English and Mandarin, enabling smooth cross-departmental communication and collaborative algorithm development.

--- Bonus Points:

• Practical experience in cross-exchange margin management, delta hedging strategies, or complex multi-leg option combinations in the cryptocurrency field.

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