Job Description
Key Responsibilities Conduct quantitative research on
short-term inefficiencies, liquidity, and price dynamics
within a single exchange Design and evaluate
arbitrage and market-making strategies
, including: Funding-rate-driven strategies Perpetual futures pricing opportunities Inventory-aware liquidity provision
Build and maintain
event-driven backtests
that realistically model execution, funding, latency, and partial fills. Support
live or paper-traded strategies
through: Performance monitoring
Post-trade analysis and P&L attribution
Execution quality and slippage analysis
Identification of strategy and operational failure modes Iterate on strategies using feedback from live trading behavior and changing market conditions.
Required Qualifications Minimum 3 years of proven, relevant experience in this role is required.
Strong proficiency in
Python
with experience contributing to research or production trading codebases. Optional/benefici...
short-term inefficiencies, liquidity, and price dynamics
within a single exchange Design and evaluate
arbitrage and market-making strategies
, including: Funding-rate-driven strategies Perpetual futures pricing opportunities Inventory-aware liquidity provision
Build and maintain
event-driven backtests
that realistically model execution, funding, latency, and partial fills. Support
live or paper-traded strategies
through: Performance monitoring
Post-trade analysis and P&L attribution
Execution quality and slippage analysis
Identification of strategy and operational failure modes Iterate on strategies using feedback from live trading behavior and changing market conditions.
Required Qualifications Minimum 3 years of proven, relevant experience in this role is required.
Strong proficiency in
Python
with experience contributing to research or production trading codebases. Optional/benefici...