Job Overview

We are seeking a Quantitative Researcher to join our growing digital asset trading team. You will combine data-driven research with cutting-edge trading infrastructure to design, implement, and optimise systematic strategies across global crypto markets.

Location

London / Hong Kong / Shenzhen

Key Responsibilities

• Research and develop high- and/or medium-frequency systematic trading strategies using statistical, econometric, and machine learning methods.
• Analyse large-scale, real-time crypto market data to identify inefficiencies, microstructure patterns, and alpha opportunities.
• Backtest, optimise, and monitor strategies in both simulated and live environments.
• Collaborate with developers to enhance trading infrastructure, data pipelines, and research tools for scalability and performance.
• Contribute to the continuous improvement of the research framework, including simulation engines, feature generation, and model evaluation.
• Maintain disciplined risk control and ensure compliance with internal and regulatory standards.

Requirements

• Master’s or PhD in Finance, Mathematics, Physics, Statistics, Engineering, or Computer Science.
• 5+ years’ experience in quantitative research or trading, ideally within buy-side, prop trading, or HFT environments.
• Strong programming skills in Python and C++; experience with exchange APIs.
• Deep understanding of market microstructure, execution dynamics, and performance optimisation.
• Solid experience with large-scale data analysis and systematic model development.
• Passion for cryptocurrency markets and blockchain innovation.
• Mandarin fluency is a plus.