Quantitative Researcher - Intern / Experienced

About the Company

Contek is a quantitative trading firm specialising in the blockchain sector. Our trading strategies are built on a foundation of rigorous scientific research, complemented by our in-house development of cutting-edge trading technologies and systems. Its core members are graduates from prestigious institutions such as Tsinghua University, Oxford and Imperial College London, etc, and have previous experience working at hedge funds (WorldQuant, GSA Capital, Jump Trading, etc) and technology companies (Google, Facebook, Microsoft, etc).

The founding team began trading cryptocurrencies in early 2017 and, over a span of six years, has developed a profound understanding of market structures and blockchain technology. Compared to teams with traditional financial backgrounds, we excel at identifying unique alpha and trading opportunities in the cryptocurrency market.

Work type: Internship (having opportunities to turn permanent) and experienced hiring

Location: Shenzhen, Shanghai

Job Description

Quantitative Researcher as part of a small, collaborative trading team with a focus on systematic trading strategies in cryptocurrency markets.

What You Will Do

High-frequency data processing and statistical analysis:

Extract key features from high-frequency order book and trade data; collaborate with developers to synthesize mid- to low-frequency datasets.

Factor development and research platform design:

Develop intraday and mid-frequency predictive factors; work with the development team to design and improve research tools and factor generation, testing, and optimization processes.
Participate in the design and construction of a factor evaluation framework; integrate with modeling/backtesting systems to validate factor performance.

Risk factor research and modeling:

Conduct in-depth research on cryptocurrency risk models and develop risk factors based on existing data.
Model and forecast liquidity, volatility, and other potential risks to enhance portfolio risk management capabilities.

Requirements

Bachelor’s degree or above in Mathematics, Physics, Computer Science, or related quantitative disciplines from top-tier universities (985 or equivalent overseas institutions).
Strong foundation in mathematics, linear algebra, and statistics, with a deep understanding of probability and statistical analysis methods.
Proven experience in data processing and statistical research; familiarity with common data handling techniques.
Proficiency in Python and data analysis libraries such as NumPy, Pandas, and Scikit-learn.

Preferred Qualifications

Experience in cryptocurrency trading.
Familiarity with machine learning models such as LightGBM, RNN, LSTM, or genetic algorithms.
Publications in top journals or conferences in statistics, applied mathematics, or computer science.
Awards in mathematics or physics competitions.

Why Join Us

Competitive remuneration package and a meritocratic culture where accomplishments are rewarded
Dynamic and result-driven with a flat structure
Collaborative teams in an energetic and casual working environment
Excellent exposure to the crypto ecosystem and the latest market insight