Quantitative researcher
- Джерело:
- djinni.co
Що робити
- Design the program end-to-end: MM tiers, admission criteria, obligations (max spread, min depth, uptime, presence at touch), incentives, and graduation to subsidy-free self-sufficiency
- Optimize the fee schedule for net capture: taker tiers priced to measured elasticity by segment; maker rebates funded from taker fees; safeguards against tier gaming
- Design order-book mechanics for comfortable quoting: tick and lot sizing, post-only / iceberg / RPI order types, self-match prevention, minimum quote life, passive-liquidity protection options
- Build the toxic-flow framework: markout-based flow classification, counterparty scoring, continuous monitoring, ac
Що очікуємо
- Education & Experience:
- MSc or PhD in a quantitative field; a live trading track record outweighs credentials
- 5+ years in quantitative research or trading at a top-tier HFT firm, market maker, systematic fund, or crypto-native market maker; exchange-side market-structure experience is a plus
- Hands-on experience with at least one TradFi asset class (FX, futures, equities) and / or equivalent crypto asset classes; both maker and taker strategies
- Core Technical Skills:
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