Title: Quantitative Portfolio Manager Responsibilities: Study the microstructural characteristics of the market and identify potential high-frequency arbitrage opportunities. Develop and implement high-frequency arbitrage strategies, utilizing advanced quantitative models and algorithms. Monitor market conditions and adjust arbitrage strategies accordingly to maximize profitability. Conduct in-depth analysis of market data, trade execution, and performance metrics to optimize arbitrage strategies. Collaborate with trading teams and technology teams to develop and enhance trading systems and infrastructure. Manage the arbitrage business team, providing guidance, support, and training to team members. Monitor and evaluate the performance of the arbitrage business team, ensuring adherence to best practices and industry regulations. Stay updated with the latest market trends, regulations, and technological advancements in high-frequency trading and arbitrage strategies. Job Requirements: Graduates from domestic 985 universities or well-known foreign universities, with a bachelor's degree or above, majoring in computer science, mathematics, physics, or other science and engineering fields. Strong programming skills and proficiency in at least one programming language such as C++, Python, R, Golang, etc. Excellent analytical and problem-solving skills with a deep understanding of quantitative finance and statistical analysis. Strong team awareness and excellent leadership skills, with the ability to effectively manage and motivate a team. Proven experience in real high-frequency arbitrage of digital currencies. Good command of English and Chinese (Mandarin).
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