Systematic Trader

This crypto trading firm operates quantitative strategies across prediction markets, equities, and digital assets. The company runs a dynamic Trading team that manages systematic approaches in fast-moving electronic markets around the clock. You'll join them as a Systematic Trader, taking ownership of live strategies and identifying fresh opportunities across multiple asset classes and venues.

Day-to-day, you'll operate and manage quantitative trading strategies spanning prediction markets, equities, and crypto including spot, perpetuals, futures, options, and other derivatives. You'll monitor live trading activity, P&L, positions, and risk metrics while analyzing execution performance in detail—looking at fills, slippage, adverse selection, transaction costs, and latency. The role includes researching new strategy ideas, backtesting them rigorously, deploying winning approaches, and continuously refining parameters and risk controls. You'll hunt for untapped trading opportunities across different markets, products, exchanges, and venues. Collaboration happens daily with quantitative developers and researchers as you implement fresh strategies and strengthen trading systems. You'll also share weekend coverage rotation and participate in local trading support.

You'll bring at least four years of hands-on experience in systematic, quantitative, electronic, proprietary, or market-making trading environments. You've built or operated profitable trading strategies before and can demonstrate real results. You understand market microstructure, execution mechanics, and risk management deeply. Your Python skills are strong and you're comfortable with quantitative data analysis. You've worked with large market and trading datasets; SQL experience is preferred. You think analytically, solve problems fast, and own outcomes in high-pressure markets. You hold a Master's or PhD in a quantitative field, or you've accumulated equivalent quantitative experience through your career.

Nice to have

• Background trading prediction markets, equities, or crypto markets
• Track record with market making, statistical arbitrage, relative value, or arbitrage strategies
• Familiarity with exchange APIs, order-book data, tick-level feeds, automated execution systems, or real-time trading infrastructure
• C++ programming experience

Positions are based in Hong Kong, London, or the United States, with hybrid flexibility. Full-time role.