MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:
- Implement systematic crypto trading strategy in production and responsible for individual pnl
- Develop and improve algorithm trading framework
- Improve pricing/execution/ logic
- Monitor automated trading stacks including data, execution, risk
- Add/combines new alphas
- Periodically re-evaluate portfolio allocation and tilt strategy weights accounting for market regimes, liquidity conditions and risk events.
- Utilize machine-learning techniques to enhance signals.
Monitor and trade execution, reconciliation, signal generation and portfolio risk exposure.
WORK EXPERIENCE / SKILLS:
Essential
- Proficient with one or more programming languages (Java, Python or C)
- Proven track record of strategy
- Deep understanding of strategy
- Strong researching skills
- Set portfolio asset allocation and hedging strategy to meet varying portfolio risk and return objectives
- Comfortable with NoSQL/relational databases
- Degree in Computer Science, Mathematics, Statistics, or equivalent field