- Company Name
- ICEO - Venture Builder
- Job Title
- Quant Trader / Researcher
- Job Description
-
**Job Title:** Quant Trader / Researcher
**Role Summary:**
Develop, back‑test, and deploy algorithmic trading strategies and risk models for digital asset spot and derivatives markets. Collaborate with traders, engineers, and product teams to identify alpha, optimize execution, and maintain production systems.
**Expectations:**
- 5+ years in quantitative research, algo trading, or data science.
- Proven track record designing and implementing systematic strategies, including market making, arbitrage, and statistical models.
- Strong proficiency in Python (required) with experience in C++ or Rust.
- Deep understanding of digital asset markets, including perpetual futures, funding rates, liquidation mechanics, and microstructure.
**Key Responsibilities:**
1. **Strategy Research & Development** – design and prototype systematic trading strategies; identify alpha via statistical, ML, or microstructure techniques; analyze exchange data (order books, trades, liquidations).
2. **Backtesting & Simulation** – build robust back‑testing frameworks that model fees, funding, latency, depth, and liquidation rules; run stress tests and sensitivity analyses.
3. **Production Deployment** – implement models into live trading systems; monitor performance; adjust parameters in real time; contribute to execution logic, smart routing, and risk overrides.
4. **Risk Management** – develop PnL attribution, slippage, and tail‑risk models; build monitoring tools for leverage, liquidity shocks, and liquidation cascades.
5. **Research & Market Intelligence** – track exchange‑level changes, fee structures, margin rules; analyze competitor markets and cross‑exchange spreads; provide quantitative insights to Product, Lending, and Derivatives teams.
**Required Skills:**
- Programming: Python (core), plus C++ or Rust.
- Data handling: distributed computing, large‑scale time‑series databases.
- Quantitative: probability, statistics, optimization, numerical methods.
- Trading: algorithmic trading, HFT, market making, statistical arbitrage.
- Domain: digital assets, perp futures, funding rates, liquidations, CEX/DEX microstructure.
- Soft: analytical, independent, strong communication, ability to translate math to code.
**Required Education & Certifications:**
- Bachelor’s or Master’s degree in Mathematics, Physics, Computer Science, Engineering, Statistics, or a related field.
- Optional certifications: CFA, FRM, or equivalent quantitative finance credentials.