Quantitative Trader (Mid-Senior Level)
Reports to:
Head of Trading
Location:
Hong Kong or Singapore (other Asia locations considered, ex-China)
Experience:
5–10 years
About GRT
GRT is a proprietary digital-asset trading firm. We run systematic strategies, provide liquidity as a market maker across leading centralized and decentralized venues, and trade OTC derivatives and structured products for token projects, funds, miners and institutional counterparties.
We are active on 15+ exchanges. All quoting, hedging and execution is algorithmic. We compete directly with the established names in crypto trading, and we do it with a small team — which means the people here carry real scope rather than a narrow slice of someone else's process.
The Role
We are hiring a
Quantitative Trader
to research, deploy and own systematic trading strategies with firm capital, and to contribute to the pricing and risk management of our OTC options book.
This is a strategy ownership seat. You are not supporting someone else's book or waiting for an allocation to be handed down — you will take ideas from hypothesis to live capital and be measured on what they earn. You will report directly to the Head of Trading, with a short line to the rest of the firm.
We are looking for someone who has already done this: a trader with a demonstrable record of strategies they built, deployed, sized, monitored and, when the edge decayed, retired.
What You Will Own
Systematic strategy research and deployment
<ul>
<li>Research and develop systematic strategies end to end — hypothesis, backtesting, paper trading, walk-forward validation, live capital. You own the idea from the whiteboard to the P&amp;L.</li>
<li>Own strategies once they are live: position sizing, risk parameters, daily monitoring, iteration as regimes shift, and the discipline to retire a strategy when its edge is gone. Performance is measured on realised P&amp;L, not research output.</li>
<li>Hunt for pricing inefficiencies across GRT's markets — spot, perpetuals, basis and funding, options, and prediction markets. Trading on 15+ venues creates dislocations that firms our size usually cannot reach.</li>
</ul>
OTC options book (supporting)
<ul>
<li>Contribute to implied volatility surface construction and pricing assumptions around skew and term structure.</li>
<li>Help refine the automated hedging that warehouses the book's risk, and monitor delta, gamma, vega and theta exposures.</li>
<li>Support scenario and stress analysis across market conditions.</li>
</ul>
Options expertise is genuinely valuable in this seat, but it is a supporting responsibility — the core of the role is systematic strategy.
Research infrastructure
<ul>
<li>Build the tooling you need: backtesting frameworks, data pipelines, and P&amp;L attribution, primarily in Python.</li>
<li>Engineering owns production execution systems. You own research quality and the strategies themselves.</li>
</ul>
What You Bring
<ul>
<li>5–10 years
in systematic trading, quantitative research or a closely related seat at a prop firm, market maker, hedge fund or bank.
</li>
<li>A track record of strategies you personally researched, deployed and ran with real capital. You should be able to talk candidly about what worked, what did not, your drawdowns, and why you shut things off.
</li>
<li>Strong options fundamentals — Greeks, volatility surface construction, skew and term structure — sufficient to contribute meaningfully to an OTC book.
</li>
<li>Fluent Python. You write research code others can rely on, and you have built backtesting and data infrastructure rather than only consuming it.
</li>
<li>Deep familiarity with crypto market structure: CEX and DEX mechanics, perpetuals, funding and basis, liquidation dynamics, cross-venue liquidity.
</li>
<li>Independent judgment on sizing and risk. In a team this size, nobody is checking your work line by line.
</li>
<li>Comfort operating with incomplete infrastructure and building what is missing.
</li>
</ul>
Preferred
<ul>
<li>Experience in market making or OTC / structured products.</li>
<li>Volatility modelling or options pricing in illiquid or non-listed underlyings.</li>
<li>Exposure to prediction markets (Polymarket, Kalshi) or basis and funding arbitrage at scale.</li>
<li>Quantitative background in mathematics, physics, computer science or engineering.</li>
</ul>
What We Offer
<ul>
<li>Capital allocation from day one and a clear path to owning a strategy book and its P&amp;L.</li>
<li>Compensation with meaningful performance participation tied to what you produce.</li>
<li>Direct reporting line to the Head of Trading and visibility with the CEO — decisions get made in days, not quarters.</li>
<li>Access to 15+ venue integrations, established credit and custody relationships, and a firm balance sheet behind your ideas.</li>
<li>Genuine scope. This is a small, senior team where the ceiling is set by what you can build, not by an org chart.</li>
<li>Flexible setup across APAC time zones.</li>
</ul>
GRT is an equal opportunity employer. We welcome applicants from all backgrounds.

Quantitative Trader (Mid-Senior Level) - Asia Based

Quantitative Trader (Mid-Senior Level) - Asia Based

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