Main Responsibilities:

• Develop and optimize market-making strategies to increase strategy uptime and enhance the automation of risk management solutions for extreme scenarios.
• Design multi-liquidity sourcing solutions, build a comprehensive hedging framework across the entire market, and establish a robust mechanism for fund transfers and position balancing.
• Conduct performance attribution analysis of market-making strategies to identify sources of returns and risk factors.

Qualifications:

• 1+ years of experience in WEB3 quantitative research and 3+ years in traditional quantitative research.
• Master’s degree or above from a well-known domestic or international university, preferably in Mathematics, Physics, Statistics, Financial Engineering, or related fields.
• Familiarity with the development process and methodology of quantitative strategies, with experience in renowned quantitative institutions being a plus.
• Proficiency in using Python, C++, Java, and other tools to process large volumes of financial data.
• Strong sense of teamwork and communication skills, as well as a high level of responsibility and stress tolerance.

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