Senior Quantitative Researcher

Responsibilities:

• Designing, implementing, and deploying high-frequency crypto trading and market-making algorithms
• Exploring trading ideas by analyzing market data and market micro-structure for patterns
• Creating tools to analyze data for patterns
• Contributing to libraries of analytical computations to support market data analysis and trading
• Developing, augmenting, and calibrating exchange simulators

Qualifications:

• Must have buy-side research experience from top tier trading companies or hedge funds
• A PhD/Master from a top-tier university
• A strong background in mathematics and statistics
• Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
• Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
• Familiarity with signal generation and statistical models
• Strong programming skills in Python, C++, MATLAB, and R

Benefits:

• Highly competitive salary and semi-annual performance-based bonuses
• US working visa sponsorship of any qualified candidates if needed
• US green card sponsorship after one full year of employment if needed
• Team-wide career skills improvement workshops
• Team outing events and team dinners throughout the year in New York and Taipei
• Well-stocked office kitchen
• PTO / WFH
• Health Insurance

Pre-Applications:

• Please do not apply if you're looking for contract work or you work for recruiting firms
• You must be able to legally work in our NYC office, although we can provide US working visa sponsorship
• Please ensure you meet the required experience section before applying