Quantitative researcher / trader - CEX & Hyperliquid arbitrage

Duties include:

• Develop systemized arbitrage strategies between Binance, OKX, Bybit, Deribit, Hyperliquid, etc. platforms.

• Focus on research on funding rate arbitrage, perpetual spread, futures and options arbitrage, term spread, cross-platform relative value, and execution arbitrage.

• Establish Funding, Basis, commission, slippage, impact cost, and capital efficiency models.

• Manage cross-platform margin, capital allocation, forced liquidation, and execution risk.

• Responsible for strategy backtesting, deployment, and real-time monitoring.

Job Requirements

• 2 years of experience in encrypted quantification, arbitrage, market making or derivative trading.

• Proficient in Python, familiar with C++/Rust is preferred.

• Familiar with perpetual contracts, Funding, Basis, futures, leverage and forced liquidation mechanism.

• Preference will be given to those with Hyperliquid real-time or research experience.