Quantitative Trader High-Frequency Strategies
Overview
A leading proprietary trading firm specializing in digital assets is seeking an exceptional Quantitative Trader to join its high-frequency trading (HFT) team. The firm is recognized for deploying cutting-edge strategies across both centralized and decentralized venues, leveraging advanced research, data, and infrastructure to capture opportunities in highly competitive markets.
This role offers the chance to work in Singapore (with relocation support available), alongside a world-class team of traders, engineers, and researchers at the forefront of algorithmic crypto trading.
Key Responsibilities
- Research, design, and implement high-frequency trading strategies across CEXs and DEXs.
- Deploy, optimize, and monitor trading algorithms to maximize performance while minimizing risk.
- Continuously evaluate and refine existing strategies to maintain a competitive edge.
- Leverage large datasets and advanced statistical techniques to identify alpha opportunities.
- Collaborate with quant researchers and developers to enhance trading infrastructure and execution pipelines.
- Proactively monitor risk, liquidity, and market conditions to ensure capital is allocated efficiently.
Requirements
- Proven track record of profitable trading strategies in crypto or traditional HFT environments.
- Demonstrated Sharpe ratio >5 on deployed strategies.
- Strong knowledge of market microstructure, order book dynamics, and execution optimization.
- Hands-on experience with trading on CEXs and/or DEXs.
- Advanced programming skills in Python, C++ or Rust, with experience in production-level trading systems.
- Solid quantitative background: statistics, applied mathematics, computer science, or related fields.
- Highly driven, entrepreneurial, and comfortable operating in fast-moving, competitive markets.
