Quantitative Researcher – HFT

<p><strong>Responsibilities</strong> - Research alpha signals using order books, trade events, and cross-exchange data, and perform feature engineering on a large amount of tick market data. - Design and implement statistical, machine learning, or microstructure-based models to exploit short-horizon market inefficiencies (5s-60s) - Develop and refine market-making pricing or optimal execution models in crypto spot and derivatives markets to maximize PnL or trading volume (&gt;$10m/day) - Identify and exploit arbitrage opportunities (&amp;lt; 1hour) - Write and present research findings clearly to traders and engineers - Conduct detailed post-trade and PnL attribution analyses, and continuously improve proprietary models based on execution outcomes and live trading feedback.</p>