Market Strategist

Quantitative Trader

We are seeking a highly skilled Quantitative Trader to join our team.

This role involves generating trading hypotheses across spot, perpetuals, and futures markets. You will develop, backtest, and refine alpha signals and strategy logic using large-scale tick and order book data.

You will work closely with quantitative developers to bring strategies into ultra-low-latency production environments. Your tasks will include monitoring strategy performance, adapting parameters in real-time based on market conditions, and analyzing execution quality, slippage, and queue positioning to optimize fills and PnL.

To succeed in this role, you should have :

• 2–5 years of experience in a trading, quant research, or systematic strategy role.
• A strong grasp of probability, statistics, and time-series analysis.
• Comfort working with tick-level data and large datasets.
• Familiarity with market microstructure, order books, and execution mechanics.

A high attention to detail, with a systems-driven and outcome-focused mindset.

Bonus points for :