Responsibilities:
Quantitative Strategist will work closely with quantitative developers on various research initiatives including derivative pricing and structuring, risk model and market microstructure, and will be expected to contribute, back-testing and implement various quantitative trading strategies.
Conducted back-testing independently.
Thorough understanding on predictive power and appropriate assumption.
Requirements:
Master Degree or PhD in Science, Engineering, Mathematics, or Computer Science related programs.
Passionate about Crypto and blockchain asset.
Experience and knowledge in a broad range of financial instruments and derivatives across all asset classes. Previous experience with market making and statistical arbitrage on swap, equity and option would be a plus.
Hands-on trading experience and understands key aspects of best execution, impact and market dynamics.
Strong attention to detail under pressure in a multi-tasking environment.
Strong communication skills and capable of working within a collaborative environment.