Quantitative Researcher

Role Overview

We are seeking a highly skilled Quantitative Researcher / Trader to join our trading & liquidity team, focusing on crypto markets. This role sits at the intersection of quantitative research, pricing, and execution, with responsibility for designing and optimizing trading models, pricing frameworks, and liquidity strategies across spot and derivatives markets.

The ideal candidate will have strong experience in quantitative modeling, crypto market microstructure, and execution optimization. This role requires both deep analytical capability and practical trading intuition, including the ability to translate research into production-ready pricing logic and trading systems.

Key Responsibilities

Quantitative Research & Strategy Development

• Conduct quantitative research across crypto spot and derivatives markets, including signal discovery, backtesting, and strategy evaluation
• Identify and analyze key signals impacting quote quality, execution efficiency, and overall trading performance
• Study market microstructure, including liquidity, depth, spreads, slippage, and settlement dynamics across venues

Pricing & Execution Optimization

• Build and optimize trading and pricing models, including RFQ pricing, inventory-based pricing, and multi-venue routing
• Research and design optimal conversion paths, quoting mechanisms, execution costs, and hedging strategies for crypto assets
• Analyze and improve execution quality across different trading venues and liquidity sources

Liquidity & Risk Analysis

• Evaluate fiat and crypto trading channels in terms of liquidity, latency, risk exposure, and cost efficiency
• Develop frameworks for managing inventory risk, hedging costs, and cross-venue arbitrage opportunities

Collaboration & Implementation

• Work closely with trading, risk, and engineering teams to translate research into executable trading logic and pricing systems
• Support the development and enhancement of trading infrastructure and strategy deployment frameworks

Preferred Qualifications

• Bachelor's degree or above in Finance, Economics, Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or related fields
• Strong quantitative research skills with the ability to independently conduct modeling, backtesting, and performance analysis
• Solid understanding of financial and crypto market concepts, including spot, perpetuals, swaps, NDFs, cross-currency pricing, and hedging costs
• Proficiency in Python for data analysis and research development
• Ability to translate research insights into practical trading and pricing frameworks

About Us

OSL is the first SFC-licensed digital asset platform in Hong Kong and a PayFi innovator. Through stablecoin payments, cross-border settlement, and global licensing, we are building the next-generation payments network.

Stablecoins have become everyday money across emerging markets and are widely viewed as blockchain's "killer app," with industry focus shifting from token issuance to real-world payment adoption. The strongest growth lies in cross-border B2B payments, where embedding stablecoins into corporate settlement flows unlocks significant volume and efficiency.

OSL operates across multiple regulated jurisdictions including Hong Kong, Japan, Australia, Bermuda, and Indonesia, and is expanding into Europe, Brazil, Southeast Asia, and Africa. With products like OSL Pay and StableX, we enable seamless fiat–stablecoin conversion, support 150+ digital assets, and provide 24/7 liquidity.

As a regulated pioneer with a startup mindset, we are focused on real-world adoption and scalable infrastructure. We welcome builders who are passionate about crypto, trading, and payments to join us in shaping the future of global finance.