• Strategy Development & Launch: Research, simulate, and scale trading strategies (funding rates, basis, perp-spot, cross-exchange spreads, hedge baskets). Identify structural opportunities in matching, clearing, incentives, fees, oracles, and more.

• Cross-Market Execution: Build and maintain REST/WebSocket/FIX/on-chain connections with CEXs and DEXs. Develop low-latency execution, slippage control, margin scheduling, and cross-chain arbitrage processes.
• Risk & Capital Management: Define and manage limits, implement safeguards against abnormal conditions, and optimize capital efficiency across funding, lending, liquidation, and compliance.
• Platform Feedback: Evaluate DEX mechanisms from a traders perspective and provide product recommendations. Collaborate with BD, Marketing, and DevOps to strengthen the trading ecosystem.
• Monitoring & Review: Establish monitoring alerts, conduct daily/weekly reviews, and maintain backtesting asset libraries.

Requirements:

• Trading Experience: 3-5+ years in quantitative trading, market making, arbitrage, or hedging. Experience with CEXDEX or perpspot hedging is a plus.
• Market Microstructure Knowledge: Solid understanding of order types, margin models, funding rates, AMMs vs order books, and arbitrage opportunities.
• Engineering Skills: Proficiency in Python, Rust, C++, or TypeScript. Familiarity with WebSocket/REST/FIX. On-chain contract/SDK experience is a plus.
• Systematic Trading: Experience with backtesting frameworks, event-driven engines, and modeling latency, slippage, and inventory costs.
• Risk & Compliance Awareness: Understanding of fund isolation, API/key management, KYT controls, and exchange/on-chain risk limits.
• Collaboration Skills: Strong analytical writing and ability to translate insights into actionable product recommendations.
• Bonus Points: Track record in funding rate or basis arbitrage, cross-exchange strategies, knowledge of Solana/Ethereum L2, MEV/auctions, or system design for matching, risk, and clearing.