Prop mm quant trader

My client is a market-making firm. EnglishAbout the RoleWe are looking for a Quantitative Market Making Trader to take responsibility for the live operation, data analysis, and optimization of market-making strategies across digital asset spot and derivatives markets.This role combines live strategy execution and monitoring with quantitative research. You will be directly involved in the continuous development and iteration of high-frequency market-making strategies, using data-driven analysis to improve trading logic, strategy profitability, and overall market competitiveness.ResponsibilitiesLive Strategy OperationOperate and monitor high-frequency market-making strategies on a daily basis, continuously tracking strategy performance and risk metrics to ensure stable and reliable production trading.Quickly identify and resolve trading issues, including market data anomalies, order issues, execution anomalies, and risk-control events.Continuously monitor live strategy performance, analyze changes in trading results, and drive improvements and issue resolution.Work closely with the engineering team to deploy new strategies, iterate existing versions, and continuously improve the trading system.Strategy Research and OptimizationAnalyze order book, trade, and order flow data to continuously improve market-making strategies.Study market microstructure and optimize quote placement, order cancellation logic, inventory management, and risk controls.Use both historical and live trading data to continuously improve key strategy metrics, including PnL and quote lifetime.Adjust strategy parameters according to different market conditions to reduce losses caused by adverse selection.Continuously research new trading signals, execution logic, and strategy improvements to enhance the overall competitiveness of market-making strategies.RequirementsBasic QualificationsBachelor's degree or above in Computer Science, Mathematics, Statistics, Financial Engineering, or a related field.Strong understanding of digital asset spot and derivatives markets and their trading mechanisms.Strong understanding of order books, matching engines, and market microstructure.Proficiency in Python for data analysis, strategy validation, and development of analytical and automation tools.Familiarity with Linux, SQL, Git, and related development tools.Strong data analysis skills, with the ability to identify issues from trading data and develop practical, actionable solutions.Strong analytical and logical thinking, with a continuous improvement mindset.Preferred QualificationsCandidates with any of the following experience or skills will be preferred:Experience in digital asset market making, high-frequency trading, quantitative trading, or exchange-based quantitative trading teams.Proficiency in C++.Experience with event-driven trading systems and low-latency trading architectures.Research or practical experience in any of the following areas:Inventory management for market-making strategiesFill probability modelingToxic order flow analysisMarket microstructure researchWhat We Look ForAbility to independently analyze changes in strategy performance and identify the underlying causes of PnL deterioration.Ability to continuously optimize quoting logic, order cancellation logic, and inventory management through data-driven analysis.Ability to identify issues in live trading, propose improvements, and drive them through to implementation.Strong interest in high-frequency trading, market microstructure, and quantitative market making, with a willingness to continuously learn and conduct research.Strong sense of ownership and responsibility, with the ability to respond quickly to and resolve issues in a production trading environment.If you are interested in continuously improving high-frequency market-making strategies rather than simply maintaining them, and if you enjoy using data to improve trading performance and working closely with strong engineering and trading teams to build competitive market-making strategies, we would love to hear from you. 中文量化做市交易员（HFT）岗位介绍我们正在招聘量化做市交易员，负责数字资产现货及衍生品做市策略的线上运行、数据分析及策略优化。这是一个兼具线上策略运行与策略研究的岗位。你将直接参与高频做市策略的持续迭代，通过数据分析不断优化交易逻辑，提升策略收益和市场竞争力。岗位职责一、线上策略运行负责高频做市策略的日常运行，持续监控策略表现及风险指标，保障策略稳定运行。快速定位并处理交易异常，包括行情异常、订单异常、成交异常及风控事件。持续跟踪策略运行情况，分析策略表现变化，并推动问题解决及优化。与研发团队协作，推动策略上线、版本迭代及交易系统持续优化。二、策略研究与优化基于订单簿、成交数据及订单流开展数据分析，持续优化做市策略。研究市场微观结构，优化挂单位置、撤单逻辑、库存管理及风险控制。通过历史数据及线上交易数据，不断提升策略盈亏和挂单时间等核心指标。根据不同市场状态调整策略参数，降低逆向选择带来的损失。持续研究新的交易信号、执行逻辑及策略优化方向，提高做市策略整体竞争力。任职要求必备条件本科及以上学历，计算机、数学、统计、金融工程等相关专业。熟悉数字资产现货及衍生品交易机制。熟悉订单簿、撮合机制及市场微观结构。熟练使用 Python 进行数据分析、策略验证及自动化工具开发。熟悉 Linux 开发环境及 SQL，Git等工具。具备较强的数据分析能力，能够通过交易数据发现问题，并提出可落地的优化方案。具备良好的逻辑分析能力及持续优化意识。优先考虑满足以下任一条件者优先：有数字资产做市、高频交易、量化私募或交易所量化团队工作经验。熟悉 C++。熟悉事件驱动交易系统及低延迟交易架构。具备以下任一方向的研究或实践经验：做市策略库存管理成交概率建模订单毒流分析市场微观结构研究我们希望你具备以下能力能够独立分析策略表现变化，并定位收益下降的原因。能够通过数据分析持续优化挂单逻辑、撤单逻辑及库存管理。能够针对线上交易过程中发现的问题提出改进方案，并推动优化落地。对高频交易、市场微观结构及量化做市有浓厚兴趣，并愿意持续研究和学习。具备较强的责任心，能够在生产环境中快速响应和解决问题。如果你希望参与高频做市策略的持续优化，而不仅仅是策略维护；如果你愿意通过数据分析不断提升交易表现，并与优秀的研发及交易团队共同打造具有竞争力的做市策略，我们期待你的加入。