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量化加密货币与美股交易员 / Quantitative Trader

Kirin

Hangzhou Shi, Zhejiang, ChinaRemoteContractNo compensation foundPosted 1mo agoVerified open 5 days ago
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At a glance

Compensation
No compensation found
Location
Hangzhou Shi, Zhejiang, ChinaRemote
Schedule
Contract
Work Authorization
Not specified

Job overview

Kirin is hiring a 量化加密货币与美股交易员 / Quantitative Trader. Kirin is seeking a Quantitative Trader in Hangzhou to research, test, monitor, and risk-manage strategies across crypto and US equities. The role emphasizes repeatable research, realistic trading costs, and strict risk discipline.

Key focus areas include Research and implement statistical, factor, event-driven, or market-making strategies., Clean market data and build leakage-resistant backtests and robustness checks., and Model slippage, fees, capacity, turnover, drawdown, and tail risk..

Successful candidates bring 2+ Years Quantitative Research Experience. Important skills include Python, SQL, Statistics, Time Series Analysis, Strategy Research, and Backtesting.

Skills & qualifications

RequiredNice to have

Skills

PythonSQLStatisticsTime Series AnalysisStrategy ResearchBacktestingExecution MonitoringRisk ManagementStatistical StrategiesFactor StrategiesEvent-Driven StrategiesMarket-Making StrategiesMarket Data CleaningRobustness ChecksSlippage ModelingFees ModelingCapacity ModelingTurnover ModelingDrawdown ModelingTail Risk ModelingLive Performance MonitoringOverfitting UnderstandingData Leakage UnderstandingMarket Impact UnderstandingRisk Budgeting Understanding

Qualifications

2+ Years Quantitative Research Experience2+ Years Systematic Trading ExperienceBased in Hangzhou

Full job description

我们正在杭州招聘一名量化交易员，负责加密货币和美股的策略研究、回测、执行监控和风险管理。我们重视可重复的研究、现实的交易成本和严格的风险纪律。

工作职责

  • 研究并实现统计、因子、事件驱动或做市策略。

  • 清洗市场数据，建立无泄漏的回测和稳健性测试。

  • 评估滑点、手续费、容量、换手、回撤和尾部风险。

  • 监控实盘表现，定位研究与执行之间的偏差。

  • 与工程师共同改进数据、模拟、执行和风险基础设施。

任职要求

  • 常驻杭州，2 年以上量化研究、系统化交易或相关经验。

  • 熟练使用 Python、SQL、统计方法和时间序列分析。

  • 能展示一个完整策略从假设、数据、验证到实盘结果的过程。

  • 理解过拟合、数据泄漏、市场冲击和风险预算。

English

We are hiring a Quantitative Trader in Hangzhou to research, test, monitor, and risk-manage strategies across crypto and US equities.

Responsibilities

  • Research and implement statistical, factor, event-driven, or market-making strategies.

  • Clean market data and build leakage-resistant backtests and robustness checks.

  • Model slippage, fees, capacity, turnover, drawdown, and tail risk.

  • Monitor live performance and diagnose gaps between research and execution.

  • Improve data, simulation, execution, and risk infrastructure with engineers.

Requirements

  • Based in Hangzhou with 2+ years in quantitative research or systematic trading.

  • Strong Python, SQL, statistics, and time-series skills.

  • Able to explain one strategy from hypothesis and data through validation and live outcomes.

  • Practical understanding of overfitting, leakage, market impact, and risk budgeting.

You've read the whole posting — now see how you match it.

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