Crypto Quant Trader (Arbitrage & Market Making)

GOLDDEN VALLEY CAPITAL MANAGEMENT PTE. LTD.; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

GOLDDEN VALLEY CAPITAL MANAGEMENT PTE. LTD. is seeking a Crypto Quant Trader specialized in arbitrage and market making. The ideal candidate will conduct quantitative research on market inefficiencies and develop trading strategies.

Applicants should have a minimum of 3 years of relevant experience, strong proficiency in Python, and familiarity with crypto market mechanics. If you thrive in a lean environment with ownership and minimal supervision, apply to join our dynamic team.

Qualifications

• Minimum 3 years of proven, relevant experience in quantitative trading roles.
• Strong proficiency in Python and experience with trading systems.
• Solid understanding of crypto market mechanics, including exchanges and funding rates.

Responsibilities

• Conduct quantitative research on market inefficiencies and pricing dynamics.
• Design and evaluate arbitrage and market-making strategies.
• Support live trading strategies through performance monitoring and post-trade analysis.

Skills

Python proficiency

C++ or Rust knowledge

Quantitative analysis

Job description

Crypto Quant Trader (Arbitrage & Market Making)

Key Responsibilities

• Conduct quantitative research on short-term inefficiencies, liquidity, and price dynamics within a single exchange
• Design and evaluate arbitrage and market‑making strategies, including:

• Funding‑rate–driven strategies
• Perpetual futures pricing opportunities
• Inventory‑aware liquidity provision

• Build and maintain event‑driven backtests that realistically model execution, funding, latency, and partial fills
• Support live or paper‑traded strategies through:

• Performance monitoring
• Post‑trade analysis and P&L attribution
• Execution quality and slippage analysis
• Identification of strategy and operational failure modes

• Iterate on strategies using feedback from live trading behavior and changing market conditions

Required Qualifications

• Minimum 3 years of proven, relevant experience in this role
• Strong proficiency in Python with experience contributing to research or production trading codebases
• Working knowledge of at least one systems language such as C++ or Rust (or equivalent)
• Solid understanding of crypto market mechanics, including centralized exchange structures, perpetual futures, and funding rate dynamics
• Practical experience with execution and risk management, including slippage, partial fills, and basic inventory risk
• Strong quantitative foundation in probability, statistics, time‑series analysis, and market microstructure
• Prior experience working with high‑frequency market data and supporting live or paper‑traded strategies, including performance monitoring, post‑trade analysis, and execution quality assessment
• Ability to conduct independent quantitative research, take ownership of well‑scoped projects, and collaborate closely with experienced developers and researchers

What We Expect at This Level

• Understands the gap between backtest results and live performance
• Able to diagnose underperformance using execution and market data
• Comfortable working in a lean environment with high ownership and minimal supervision

Nice to Have

• Experience supporting or operating live trading strategies
• Familiarity with order‑book–based or event‑driven backtesting systems