Quantitative Researcher
Trade W is a leading multi-asset trading platform with over seven years of industry experience, providing global users with secure, convenient, and efficient access to the financial markets. We offer CFD trading across a wide range of asset classes — including forex, cryptocurrencies, stocks, indices, metals, and commodities — through our intuitive app and web platform.
Responsibilities
- Strategy Research & Signal Development : Formulate testable hypotheses for MM / stat-arb / funding-basis / order-book / flow-toxicity signals; engineer features (L1 / L2, imbalance, mark-out, volatility, liquidity / impact) and produce evidence-based research notes; translate findings into parameterized rules and production-ready configs; build trustworthy back tests with cost / slippage / latency / partial-fill modeling and venue-specific constraints; run walk-forward / rolling validation, capacity & turnover analysis, and P&L attribution (spread, fees, carry / basis, slippage); perform stress / scenario tests; track Sharpe / IR, max DD, VaR / ES; run ablations to verify signal credibility.
- Market-Making Optimization & Execution : Implement quoting logic, inventory targets, dynamic spreads, passive / active switching, and hedge intensity; link toxicity / mark-out (e.g., VPIN / Kyle λ) to spreads and hedging; build multi-LP / cross-exchange routing and cost-aware execution.
- Trading Data Analysis & Live Iteration : Analyze orders / trades / positions for mark-out, adverse selection, TCA, and market-quality KPIs; segment users (retail / pro / arb / HFT) to inform MM parameters and routing; maintain daily dashboards & alerts; monitor backtest / live drift and close gaps quickly; run parameter / signal A / B experiments; publish concise weekly updates and quarterly roadmaps; keep runbooks for events / new listings (risk bands, spreads, leverage) and coordinate rollouts with Dev / Risk.
- Framework & Systems : Design an end-to-end framework where research = backtest = simulation = production (unified data, cost / latency models, parameterized configs, experiment tracking, auto-reports); real-time risk monitoring : inventory / exposure / leverage / hedge deviation / latency / failure-rate with anomaly detection, circuit-breakers, grade-down, and auto-recovery.
Must-have
Financial modeling & statistics (probability / time-series, microstructure awareness); comfort with perps / futures, funding & basis.Data analysis : Python (pandas / numpy / numba / asyncio / statsmodels / scikit-learn) and strong SQL; careful EDA and reproducible notebooks.Engineering mindset : clean code, testing, ability to convert research into robust production rules / services.Clear communication : crisp writing, explicit assumptions, defensible conclusions for business / risk stakeholders.2-8 years of experienceTech Stack (reference)
Languages : Python, SQL, C++Analysis / Modeling : NumPy, pandas, statsmodels, scikit-learn, PyTorch / TensorFlow, cvxpy, QuantLib, archVisualization : Matplotlib, Seaborn, Plotly, Tableau / PowerBICrypto(Optional) : web3.py / ethers / solana-py, Dune / Flipside, Safe / FireblocksNice-to-have
Order-book microstructure, MM / inventory control; toxicity metrics (mark-out / VPIN / Kyle λ).ClickHouse / PostgreSQL, materialized views, high-throughput writes / queries; dashboards (Metabase / Superset / Plotly); experiment / version tracking.Streaming & orchestration : Kafka / Redpanda, Flink or Spark Streaming, Airflow / Dagster; data quality (e.g., Great Expectations).Production MM or cross-exchange arb track record; FIX / REST / WebSocket integrations (Binance / OKX / Bybit, etc.).Low-latency optimization (zero-copy, lock-free queues, batch I / O, kernel / network tuning).DEX / on-chain analytics (Dune / The Graph; web3.py / ethers / solana-py)Seniority level
Mid-Senior levelEmployment type
Full-timeJob function
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