Quantitative Researcher/Trader

Starshine Future; Hong Kong; On-site; HKD 900,000 - 1,400,000; Full time

Job summary

Starshine Future in Hong Kong is seeking talented Quantitative Researchers, Traders, and Portfolio Managers to join our team where we operate across macro, market microstructure, cross-venue arbitrage, and mature systematic strategies in digital assets.

You will leverage our data architecture and low-latency execution to develop real-time signals, validate strategies end-to-end, manage live P&L, and optimize risk and capacity while staying fluent in Mandarin and English.

Qualifications

• 2+ years in quantitative research, systematic trading, market making, or crypto derivatives.
• Native or fluent Mandarin; professional English proficiency.
• Strong Python, statistics and time-series analysis fundamentals.

Responsibilities

• Conduct quantitative research on macro variables and their transmission into digital assets.
• Analyze crypto derivatives positioning to build models for regimes and signals.
• Research high-frequency microstructure using order book and trade data.
• Develop real-time signals from OFI, depth, and market impact metrics.
• Lead end-to-end validation, deployment, live management of strategies.
• Own live P&L, portfolio construction, risk controls and execution quality.

Skills

Python

Statistics

Time-series analysis

C++/Rust/Go

Mandarin fluency

English proficiency

Education

Bachelor’s in a quantitative field

Live trading track record

Tools

ML models (LightGBM/XGBoost)

Crypto market data handling

Job description

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):

• 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.
• 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.
• 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.
• 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 quantitative research, systematic trading, market making, or crypto derivatives experience. Candidates applying for Strategy Partner / PM roles require 3+ years of experience with a verifiable live track record.
• 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).