We are a leading full-stack, high-frequency proprietary trading firm strategically located in New York and Taipei. Our company is equipped with a proprietary, latency-sensitive trading system, state-of-the-art trading algorithms, and a highly efficient execution platform designed to optimize trading strategies across various asset classes. Moreover, we maintain comprehensive access to major exchanges worldwide, allowing us to execute complex trades efficiently and at scale. This global reach, combined with our technological expertise, positions us at the forefront of the financial trading industry.

About the Role: 

We are looking for a highly technical Quantitative Researcher to join our HFT desk. Unlike generalist roles, this position focuses on the microstructure of crypto markets. You will be responsible for the entire alpha lifecycle: from mining signals in tick-by-tick data to optimizing execution logic in a production environment where microseconds matter. You will own the performance of your strategies, ensuring the highest fidelity between simulation and live market reality.

Responsibilities: 

• HFT Strategy Research: Design, develop, and deploy market-making or high-frequency arbitrage strategies. Focus on order-flow toxicity, liquidity provision, and short-term price prediction (Alpha).
• Simulation & Fidelity: Build and refine high-fidelity backtesting engines that accurately account for exchange matching engines, latency, and market impact. Ensure 1:1 reconciliation between backtest and production P&L.
• Execution Optimization: Collaborate with core developers to optimize order entry logic, smart order routing, and execution algorithms to minimize slippage and maximize "fill-or-kill" efficiency.
• Microstructure Analysis: Analyze exchange-specific features (e.g., rate limits, fee structures, API nuances) to gain a competitive edge in execution speed and placement.
• Strategy Calibration: Conduct rigorous post-trade analysis to identify performance drift. Fine-tune strategy parameters and risk limits based on real-time market regime shifts.

Requirements:

• Academic Excellence: Masters or PhD in a quantitative field (Physics, Mathematics, Computer Science, or Engineering) with a focus on stochastic processes or computational modeling.
• Proven Alpha: A track record of developing consistently profitable HFT or mid-to-high frequency strategies in live production (Crypto, Equities, or FX).
• Simulation Mastery: Demonstrated ability to build sophisticated simulation environments where slippage and latency models match live execution.
• Technical Proficiency: Advanced "hands-on" coding skills. Expertise in C++, with Python  for rapid data analysis and research.
• Competitive Mindset: Experience in a proprietary trading environment where you have navigated the challenges of "winner-takes-all" execution.

General Requirements:

• Candidates are required to be on-site at the Taiwan office five days a week.
• Candidates should expect 2–3 rounds of coding tests, each lasting 2–3 hours.
• Excellent written and spoken English, any other languages will be a plus.

Benefits: 

• Highly competitive salary
• Semi-annual discretionary bonus
• Relocation assistance if needed
• 20 days of PTO annually
• Unlimited sick days
• Dedicated mentors to accelerate your growth
• Friendly start-up working environment
• Fully stocked kitchen
• Team lunches and dinners
• Breakfast catering
• Social events
• Gym subsidy
• Opportunity to visit our global offices