Quantitative Researcher (HFT)

About Us

Founded in 2019, Rock Bund Capital is a proprietary trading firm deeply committed to shaping the future of the cryptocurrency industry. We have an average daily trading volume approaching $1 billion and peak daily trading volume of $9 billion USD. We process over 15 million transactions daily, trading more than 1,000 symbols across multiple CEx and DEx.

Our team combines expertise in traditional finance, quantitative research, and advanced engineering with a deep understanding of blockchain technology. This unique blend enables us to excel in trading across complex crypto markets, including both CeFi and DeFi, while providing capital and strategic guidance to projects that drive innovation and foster sustainable growth in the crypto industry.

The Role

We are seeking a talented quantitative researcher to join our trading team. This position is remote-based.

Responsibilities

• Research, develop and implement high frequency alpha taking and market making strategies
• Develop trading strategies, contribute to portfolio construction and multi-factor alpha blending
• Effectively use machine learning tools to model data and conduct strategy backtesting and optimization
• Responsible for the operation and risk monitoring of trading strategies

Requirements

• Master degree in Science, Engineering or Quantitative Finance with a strong academic background
• 2-5 years of trading or research experience with high frequency quantitative strategies
• Familiar with market microstructure and backtesting systems
• Experience with mathematical and statistical modeling, strategy optimization, and able to analyze large financial data sets
• Proficient in a programming language such as Python, C++ or C
• Familiar with code acceleration methods and have a good understanding of system architecture, framework and deployment
• Demonstrable passion in the digital asset space
• Creative problem solver who is intellectually curious
• Fluent in both English and Chinese to communicate effectively with colleagues across different regions

Nice to Have

• Familiarity with network design and reducing latency
• Experience in the development of cutting-edge machine learning techniques

Why Join Us

• Competitive remuneration package and a meritocratic culture where accomplishments are rewarded
• Fast paced and result-oriented with a flat structure
• Teams collaborate in a casual working environment
• Excellent exposure to the digital asset ecosystem and the latest market insight
• Great career development opportunities