About

About the job Job Overview We are seeking a Quantitative Researcher to join our growing digital asset trading team. You will combine data-driven research with cutting-edge trading infrastructure to design, implement, and optimise systematic strategies across global crypto markets. Location London / Hong Kong / Shenzhen Key Responsibilities Research and develop high- and/or medium-frequency systematic trading strategies using statistical, econometric, and machine learning methods.Analyse large-scale, real-time crypto market data to identify inefficiencies, microstructure patterns, and alpha opportunities.Backtest, optimise, and monitor strategies in both simulated and live environments.Collaborate with developers to enhance trading infrastructure, data pipelines, and research tools for scalability and performance.Contribute to the continuous improvement of the research framework, including simulation engines, feature generation, and model evaluation.Maintain disciplined risk control and ensure compliance with internal and regulatory standards. Requirements Master’s or PhD in Finance, Mathematics, Physics, Statistics, Engineering, or Computer Science.5+ years’ experience in quantitative research or trading, ideally within buy-side, prop trading, or HFT environments.Strong programming skills in Python and C++; experience with exchange APIs.Deep understanding of market microstructure, execution dynamics, and performance optimisation.Solid experience with large-scale data analysis and systematic model development.Passion for cryptocurrency markets and blockchain innovation.Mandarin fluency is a plus. eFCSoSe