Quantitative Researcher

This is a fully remote position, open to applicants in Taiwan.

📋 Description

• Create and enhance systematic trading strategies and signals within digital asset markets.

• Examine high-frequency market data, which encompasses trades, order books, derivatives information, and cross-venue market activities, to uncover exploitable market structures and behavioral trends.

• Develop research hypotheses and devise statistically sound experiments.

• Construct backtesting and simulation frameworks that consider transaction costs, market impact, latency, liquidity, and real-world trading limitations.

• Investigate market microstructure, liquidity dynamics, price formation, execution behavior, and short-term alpha.

• Create quantitative models for signal generation, execution, portfolio construction, and risk management.

• Assess current strategies and pinpoint areas for enhancing alpha, execution quality, and robustness.

• Work alongside engineers to convert successful research into dependable production trading systems.

• Oversee live strategy performance and explore discrepancies between research, simulation, and production outcomes.

• Enhance research methodologies, datasets, tools, and experimental standards throughout the quantitative research process.

• Collaborate with traders, quantitative researchers, and engineers while taking ownership of individual research initiatives.

⛳️ Requirements

• A degree in Mathematics, Statistics, Computer Science, Physics, Engineering, Finance, or another highly quantitative discipline.

• Exceptional quantitative and statistical reasoning skills, with the capacity to convert ambiguous market inquiries into testable hypotheses.

• Proficient programming skills, particularly in Python, with experience in analyzing large datasets and constructing quantitative research pipelines.

• Experience in conducting empirical research using financial, market, or similarly noisy real-world datasets.

• Strong grasp of probability, statistics, time-series analysis, and quantitative modeling.

• Ability to differentiate between statistically significant results and economically viable, tradable opportunities.

• Keen attention to research methodology, including robustness testing, avoidance of look-ahead bias and overfitting, and accurate evaluation of out-of-sample performance.

• Intellectual curiosity and the ability to independently explore complex issues while collaborating effectively with others.

• Excellent English communication skills, capable of clearly articulating research methodologies, findings, limitations, and implications.

• Preferred: Prior experience in quantitative trading, systematic investing, market making, or high-frequency trading.

• Preferred: Background in researching market microstructure, execution, order books, transaction costs, or short-term price dynamics.

• Preferred: Experience with tick-level or high-frequency financial data.

• Preferred: Familiarity with digital asset markets, derivatives, perpetual futures, and fragmented multi-venue market structures.

• Preferred: Experience in developing signals or strategies that have been implemented into live trading.

• Preferred: Knowledge of machine learning techniques applied to financial markets.

🏝️ Benefits

• Competitive salary and performance-based bonuses.

• Comprehensive health, dental, and vision insurance.

• Flexible working hours and remote work opportunities.

• Ongoing professional development and learning opportunities.

• Collaborative and innovative work environment.