• Build and improve short-horizon (ms–1min) execution models
• Research market microstructure & orderbook dynamics
• Develop algo execution logic (TWAP/VWAP/POV/SOR) for crypto
• Design latency-sensitive strategies for multiple exchanges
• Work closely with traders to optimize fill, slippage & impact
• Process large-scale tick/orderbook datasets
• Deploy models into real-time trading systems

【What we are looking for】

• Experience in high-frequency / medium-frequency quant research
• Solid understanding of limit order book, queue dynamics, microstructure
• Strong programming: C++17/20, Python (data pipeline)
• Experience with execution algo / smart order routing / TCA
• Hands-on experience processing TB-level market data
• Familiarity with FIX/ITCH/OUCH protocols is a big plus
• Experience in crypto/MM/HFT is a strong advantage

【Preferred background】

• Jump / Citadel Sec / HRT / Tower / Optiver / IMC / Jane Street
• Crypto market makers (Wintermute/GSR/Kronos/Amber/etc.)
• Domestic mid-high frequency quant funds