Responsibilities

1. Lead the design, execution, and management of cryptocurrency arbitrage strategies, including but not limited to spread arbitrage and funding rate arbitrage.

2. Construct and optimize strategy portfolios, manage risk, and ensure capital efficiency.

3. Collaborate closely with the quantitative research team to translate research insights into actionable trading strategies.

4. Monitor market dynamics, liquidity, and fee structures; adjust positions and strategy parameters in real time.

5. Regularly analyze strategy P&L and risk, providing insights to senior management.

Requirements

1. Bachelor’s degree or above in Mathematics, Computer Science, Physics, or a related field.

2. Over 3 years of trading experience in cryptocurrency or traditional derivatives, with at least 2 years in quantitative/arbitrage strategies.

3. Deep understanding of cryptocurrency exchanges, perpetual contracts, coin-margined derivatives, and funding rate mechanisms.

4. Excellent risk management skills, including position sizing, stop-loss implementation, and margin management.

5. Strong communication and teamwork skills, with the ability to turn research results into executable strategies.

Preferred

1. Established, stable trading strategies with a Sharpe ratio above 5, maximum drawdown below 2%, and annualized returns at least 30% above the annualized basis.

2. Experience in cross-exchange arbitrage and automated execution systems.

3. Programming experience in Python, C++, or similar languages.

4. Experience in portfolio management at a hedge fund or quantitative fund.