Quantitative Researcher (Cambridge)

Job Overview

We are seeking a highly skilled and motivated Quantitative Researcher to join our team, who will play a crucial role in analysing cryptocurrency markets, developing quantitative trading strategies, and managing trading risks.

Key Responsibilities

Data Collection and Management

• Collect and organise cryptocurrency market data, including trading volume, prices, order book data, and on-chain data.
• Maintain and update databases to ensure data accuracy and completeness.
• Develop and manage data collection scripts and automation tools.

Data Analysis and Modeling

• Analyse cryptocurrency market data using statistical and machine learning methods to identify market trends and patterns.
• Develop and optimise quantitative trading strategy models, including price prediction models, risk management models, and arbitrage models.
• Perform backtesting and simulations to evaluate historical performance and potential returns of trading strategies.

Strategy Development and Execution

• Develop quantitative trading strategies and design trading algorithms based on analysis and models.
• Monitor and adjust strategy performance to ensure effectiveness under various market conditions.
• Collaborate with the trading team to execute and optimise trading strategies in real time.

Risk Management and Monitoring

• Assess and manage risks associated with cryptocurrency trading, implementing risk control measures.
• Monitor market conditions and strategy performance in real-time, responding quickly to abnormal fluctuations and risk events.
• Develop and execute stop-loss, take-profit, and risk-limit strategies.

Technical Research and Innovation

• Stay abreast of the latest developments in cryptocurrency and blockchain technology, researching emerging markets and financial products.
• Explore and apply new technologies and methods, such as deep learning and blockchain analysis, to enhance analysis and trading efficiency.
• Participate in technical discussions and workshops, continuously learning and improving professional skills.

Reporting and Communication

• Prepare analysis reports and strategy reports to update management and the team on progress and outcomes.
• Collaborate with other departments and teams, such as IT and risk management.
• Regularly review and summarise market and strategy performance, providing recommendations for improvement.

Compliance and Regulation

• Ensure all trading activities and operations comply with company policies and regulatory requirements.
• Monitor industry regulations and policy changes, adjusting strategies and operations to ensure compliance.

Requirements

• Top universities with an excellent academic background in Finance, Mathematics, Statistics, Physics, or Computer Science.
• 5+ years of relevant work experience.
• Proficiency in C++, Python, R, Excel, and other data processing tools.
• Familiarity with APIs of major cryptocurrency exchanges.
• Experience in linear arbitrage and quantitative research/trading.
• Strong interest in Web 3.0 and cryptocurrency markets; familiarity with cryptocurrency trading and risk management is a plus.
• Detail-oriented, diligent, and responsible.
• Ability to work effectively under pressure, with a strong sense of responsibility and professionalism.
• Mandarin speaking is preferred.