Algorithmic Trading / Trade Execution

北京游码科技有限责任公司

Дин564.7-998.3K[Monthly]
On-site - China1-3 Yrs ExpBachelorFull-time
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Job Description

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• Build and improve short-horizon (ms–1 min) execution models • Research market microstructure and order book dynamics • Develop algorithmic execution logic (TWAP/VWAP/POV/SOR) for crypto • Design latency-sensitive strategies across multiple exchanges • Collaborate with traders to optimize fills, slippage, and market impact • Process large-scale tick and order-book datasets • Deploy models into real-time trading systems What we are looking for • Experience in high-frequency or medium-frequency quantitative research • Solid understanding of limit order books, queue dynamics, and market microstructure • Strong programming skills: C++17/20 and Python (data pipeline) • Experience with execution algorithms, smart order routing, and Transaction Cost Analysis (TCA) • Hands-on experience processing TB-level market data • Familiarity with FIX, ITCH, and OUCH protocols is a significant plus • Experience in crypto, market making, or high-frequency trading is highly advantageous Preferred background • Jump Trading, Citadel Securities, Hudson River Trading, Tower Research, Optiver, IMC, or Jane Street • Leading crypto market makers (e.g., Wintermute, GSR, Kronos, Amber) • Domestic mid- to high-frequency quantitative funds
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婧妤 邓

HRBP北京游码科技有限责任公司

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Working Location

南山区, 深圳市. 中国广东省深圳市

Posted on 29 November 2025

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