Quantitative Researcher (HFT)

Who We AreFounded in 2019, Rock Bund Capital is a proprietary trading firm deeply committed to shaping the future of the cryptocurrency industry. We have an average daily trading volume exceeding $1 billion and peak daily trading volume reaching $5 billion. We process over 7 million transactions daily, trading more than 1,000 symbols across multiple CEx and DEx. Our CEx activity is primarily focused on top-tier platforms, where we hold the highest VIP status. In DeFi, we provide liquidity to more than 20 most popular protocols across different chains.Our team combines expertise in traditional finance, quantitative research, and advanced engineering with a deep understanding of blockchain technology. This unique blend enables us to excel in trading across complex crypto markets, including both CeFi and DeFi, while providing capital and strategic guidance to projects that drive innovation and foster sustainable growth in the crypto industry.What You Will Do Research, develop and implement high frequency alpha taking /market making strategiesDevelop trading strategies, contribute to portfolio construction and multi-factor alpha blendingEffectively use machine learning tools to model data and conduct strategy backtesting and optimizationResponsible for the operation and risk monitoring of trading strategiesWho You Are Master degree in Science, Engineering or Quantitative Finance with a strong academic background2-5 years of trading or research experience with high frequency quantitative strategiesFamiliar with market microstructure and backtesting systemsExperience with mathematical and statistical modeling, strategy optimization, and able to analyze large financial data setsProficient in a programming language such as Python, C++ or C, familiar with code acceleration methods, and have a good understanding of system architecture, framework and deploymentFamiliarity with network design and reducing latency would be a plusExperience in the development of cutting-edge machine learning techniques would be good to haveDemonstrable passion in the digital asset spaceCreative problem solver who is intellectually curiousFluent in both English & Chinese to communicate effectively with colleagues across different regions*This position is hybrid/remoteWhy Join UsCompetitive remuneration package and a meritocratic culture where accomplishments are rewardedFast paced and result-oriented with a flat structureTeams collaborate in a casual working environmentExcellent exposure to the digital asset ecosystem and the latest market insightGreat career development opportunitiesDisclaimerWe do not accept unsolicited resumes from any professional staffing or search firms. All resumes, or any other information identifying potential candidates, shared with any employee of Rock Bund Capital or its affiliates by any method without a standing signed supplier agreement will be deemed free to contact without restrictions, and no placement fee of any kind will be paid in the event the candidate is hired by Rock Bund Capital or any of its affiliates.Originally posted on Himalayas

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