Quantitative Researcher (HFT)
Rockbund
Estimated Salary: $135K-$225K
Location: Hong Kong
Who We Are
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 exceeding $1 billion and peak daily trading volume reaching $5 billion. We process over 7 million transactions daily, trading more than 1,000 symbols across multiple CEx and DEx. Our CEx activity is primarily focused on top-tier platforms, where we hold the highest VIP status. In DeFi, we provide liquidity to more than 20 most popular protocols across different chains.
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.
What You Will Do
Research, develop and implement high frequency alpha taking /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
Who You Are
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
Familiarity with network design and reducing latency would be a plus
Experience in the development of cutting-edge machine learning techniques would be good to have
Demonstrable passion in the digital asset space
Creative problem solver who is intellectually curious
Fluent in both English & Chinese to communicate effectively with colleagues across different regions
*This position is hybrid/remote
Why Join Us
Competitive remuneration package and a m
eritocratic 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
Disclaimer
We do not accept unsolicited resumes from any professional staffing or search firms. All resumes, or any other information identifying potential candidates, shared with any employee of Rock Bund Capital or its affiliates by any method without a standing signed supplier agreement will be deemed free to contact without restrictions, and no placement fee of any kind will be paid in the event the candidate is hired by Rock Bund Capital or any of its affiliates.