Quantitative Researcher - Portfolio Optimization

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

Portfolio optimization:

Research and enhance trading strategies using existing factors and return forecasts, and implement them in live trading.
Conduct backtesting based on tick-level data and participate in optimizing the backtesting framework.

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 strengthen portfolio risk management.

Who You Are

Bachelor’s degree or above from top domestic universities (985) or renowned overseas institutions, in Mathematics, Physics, Computer Science, or related STEM discipline
Solid foundation in mathematics, linear algebra, and statistics, with strong understanding of probability theory and statistical analysis methods.
Independent research experience in big data processing and statistical analysis, with familiarity in common data processing techniques and methods.
Proficiency in Python, along with data analysis libraries such as NumPy, Pandas, and Scikit-learn.

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