Quant Trader HFTArbitrage

• Strategy Development & Launch: Research simulate and scale trading strategies (funding rates basis perp-spot cross-exchange spreads hedge baskets). Identify structural opportunities in matching clearing incentives fees oracles and more.

• Cross-Market Execution: Build and maintain REST/WebSocket/FIX/on-chain connections with CEXs and DEXs. Develop low-latency execution slippage control margin scheduling and cross-chain arbitrage processes.
• Risk & Capital Management: Define and manage limits implement safeguards against abnormal conditions and optimize capital efficiency across funding lending liquidation and compliance.
• Platform Feedback: Evaluate DEX mechanisms from a traders perspective and provide product recommendations. Collaborate with BD Marketing and DevOps to strengthen the trading ecosystem.
• Monitoring & Review: Establish monitoring alerts conduct daily/weekly reviews and maintain backtesting asset libraries.

Requirements:

• Trading Experience: 3-5 years in quantitative trading market making arbitrage or hedging. Experience with CEXDEX or perpspot hedging is a plus.
• Market Microstructure Knowledge: Solid understanding of order types margin models funding rates AMMs vs order books and arbitrage opportunities.
• Engineering Skills: Proficiency in Python Rust C or TypeScript. Familiarity with WebSocket/REST/FIX. On-chain contract/SDK experience is a plus.
• Systematic Trading: Experience with backtesting frameworks event-driven engines and modeling latency slippage and inventory costs.
• Risk & Compliance Awareness: Understanding of fund isolation API/key management KYT controls and exchange/on-chain risk limits.
• Collaboration Skills: Strong analytical writing and ability to translate insights into actionable product recommendations.
• Bonus Points: Track record in funding rate or basis arbitrage cross-exchange strategies knowledge of Solana/Ethereum L2 MEV/auctions or system design for matching risk and clearing.