Crypto Quantitative Researcher/Trader

Starshine Future; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Starshine Future in Hong Kong is seeking talented quantitative researchers, traders and PMs to join a premier crypto investment team. You will work on macro positioning, market microstructure, and on-chain arbitrage, leveraging low-latency systems to capture alpha in digital-asset markets.

Candidates should have 2+ years in crypto quant research or trading, fluent Mandarin and professional English, and strong Python skills; C++, Rust, or Go are a plus.

Qualifications

• 2+ years of professional experience in crypto quantitative research, systematic trading, or digital-asset derivatives trading.
• Native or fluent in Mandarin; proficiency in professional English.

Responsibilities

• Macro & crypto positioning research and modeling for digital assets.
• Market microstructure research using order book and trade data.
• Systematic arbitrage across venues with funding, basis, and fees analysis.
• Strategy ownership from validation to live deployment and P&L.

Skills

Python

Statistics

Time-series analysis

Tools

C++

Rust

Go

Job description

About Us & Role Overview:

We are a premier quantitative trading firm and investment manager specializing in digital assets, backed by substantial proprietary capital and institutional-grade trading infrastructure. We are seeking talented Quantitative Researchers, Traders, and Portfolio Managers to join our team. Whether your expertise lies in macro positioning, high-frequency market microstructure, cross-venue arbitrage, or running mature systematic strategies, you will leverage our extensive data architecture and low-latency execution systems to capture alpha in global digital asset markets.

Key Responsibilities (Candidates will focus on one or more of the following areas):

1.Macro & Crypto Positioning:

• Conduct quantitative research on the transmission of macro variables (interest rates, Fed policy, Treasury yields, USD, liquidity, ETF/stablecoin flows) into digital assets.
• Analyze crypto derivatives positioning (Open Interest, Funding rates, Basis, Liquidations, Options IV/Skew) to build models for market regimes, crowding, squeeze risks, tail risk, and short-to-medium term directional signals/cross-sectional factor strategies.

2.Market Microstructure & Market Making:

• Research high-frequency market microstructure using L2/L3 order book, tick trade, quote, and cancellation data.
• Develop real-time signals based on Order Flow Imbalance (OFI), trade imbalance, depth depletion, market impact, and adverse selection.
• Build low-latency risk models for dynamic quoting, spread adjustment, inventory skew, hedge urgency, and kill-switch execution.

3.CEX & On-Chain Arbitrage:

• Research and deploy systematic arbitrage strategies across key venues (Binance, OKX, Bybit, Deribit, Hyperliquid, etc.).
• Focus on funding rate arbitrage, spot-perp carry, futures spreads, cross-venue relative value, and execution-driven arbitrage.
• Model funding dynamics, basis convergence, transaction fees, slippage, market impact, and capital efficiency.

4.Strategy Ownership & Portfolio Management (PM Level / Strategy Partner):

• Lead the end-to-end validation, migration, deployment, and live management of mature, proven quantitative strategies.
• Take full ownership of live P&L, portfolio construction, capacity management, execution quality, and drawdown controls.

Requirements:

• Experience: 2+ years of professional experience in crypto quantitative research, systematic crypto trading, crypto market making, or digital-asset derivatives trading.
• Languages: Native or fluent in Mandarin; proficiency in professional English.
• Technical Skills: Strong proficiency in Python with solid foundations in statistics, probability, and time-series analysis. Proficiency in C++, Rust, or Go is a strong plus.
• Domain Knowledge: Deep understanding of crypto market mechanics (perpetuals, futures, options, funding rates, basis, limit order book dynamics, margin, and liquidation risks).
• Preferred Qualifications:
• Hands-on experience with ML/statistical models (LightGBM/XGBoost, HMM/HSMM, time-series analysis) in quantitative setups.
• Experience handling high-frequency data from major crypto exchanges (e.g., Binance, OKX, Bybit, Deribit, Hyperliquid).
• Verifiable live trading track record (for senior/PM candidates).