Quantitative Trading Intern

We are a premier global quantitative trading firm leveraging cutting-edge technology and rigorous mathematical models to trade digital asset markets worldwide. Our team consists of top talents from leading universities and tech companies, focusing on alpha exploration in the fast-evolving crypto financial market. We are recruiting for two independent quantitative strategy teams (CEFI & DeFi) with separate full-time and internship openings.

Role 1: Quantitative Researcher Intern – CEFI Prediction Market

Department : CEFI Quantitative Strategy Team (Prediction Market Focus)

Location : Shenzhen On-site

Preferred Major : Statistics, Applied Statistics, Probability, Mathematics (Statistics background prioritized)

Job Overview

This role serves our CEFI Prediction Market Strategy . You will apply rigorous statistical modeling and probability theory to research event-driven trading strategies for prediction market contracts. You will focus on probability calibration, market mispricing identification, arbitrage and market-making strategy development, and deliver robust, profitable live trading strategies for centralized crypto prediction market products.

Key Responsibilities

• Build statistical event probability models, calibrate implied market probability and fundamental real-world probability
• Research and iterate core strategies including cross-platform arbitrage, dynamic market making and event-driven directional trading for prediction markets
• Conduct full-cycle strategy backtesting, statistical significance testing, overfitting validation and performance attribution analysis
• Design quantitative risk models to manage event contract settlement risk, tail risk and position exposure
• Process tick data, order book data and event metadata to complete feature engineering and statistical analysis
• Track CEFI prediction market mechanism iterations and continuously optimize trading models and strategies

Requirements

• Major in Statistics, Applied Statistics, Mathematics or related quantitative disciplines
• Solid statistical foundation: proficient in probability distribution, hypothesis testing, time series analysis, regression analysis, Monte Carlo simulation and probability calibration
• Skilled in Python (NumPy, Pandas, Scipy) for statistical modeling, data analysis and strategy backtesting
• Deep understanding of quantitative trading logic including market making, arbitrage, slippage and position risk management
• Familiar with prediction market core mechanics: binary contracts, multi-outcome events and market settlement rules
• Strict statistical rigor and independent end-to-end quantitative research capabilities

Preferred Qualifications

• Experience in prediction market, binary options or event-driven derivatives research and live trading
• Familiar with CEFI crypto trading ecosystem and exchange API
• Hands-on experience with Bayesian statistics, MCMC modeling and statistical A/B testing

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Role 2: Quantitative Research Intern (Internship) – DEX Team

Department : DeFi DEX Quantitative Trading Team

Location : Shanghai / Shenzhen (On-site Only)

Preferred Major : Computer Science, Software Engineering & Related Technical Majors

Job Overview

This role belongs to our independent DeFi/DEX On-Chain Strategy Team . You will participate in the full R&D lifecycle of decentralized exchange quantitative strategies, focusing on on-chain data mining, strategy backtesting, system optimization and trading tool development. You will collaborate with senior researchers to iterate practical on-chain trading strategies adapted to the Web3 DeFi ecosystem.

Key Responsibilities

• Assist in backtesting, verification and iterative optimization of DEX on-chain quantitative trading strategies
• Collect, clean and analyze on-chain data and DEX market data, conduct data mining and trading signal research
• Develop and maintain quantitative trading auxiliary tools, including data crawling scripts and strategy execution modules to improve trading efficiency
• Participate in technical discussions and requirement decomposition, propose optimization solutions for trading systems and strategies
• Sort out strategy documents, technical logs and internal research reports for strategy landing and iteration

Requirements

• Current undergraduate/graduate student from top domestic or international universities
• Solid computer science foundation in data structures, algorithms and computer systems; Operating Systems course experience is preferred
• Proficient in at least one system programming language (C/C++/Rust); Rust proficiency is a strong plus
• Prior experience in quantitative backtesting, data analysis, algorithm competitions or system development is preferred
• Fluent in English and Chinese for cross-team collaboration

Internship Requirements

• Full-time on-site commitment (≥4 days/week) in Shanghai/Shenzhen
• Long-term internship (≥6 months) with clear full-time conversion intention
• Proactive, curious and logical mindset with strong learning and problem-solving abilities

What You Will Gain

• Systematic exposure to DeFi/DEX quantitative trading logic and Web3 on-chain strategy ecosystem
• One-on-one mentorship from senior researchers with hands-on strategy and system development experience
• Open and innovative team culture with sufficient resources and trial-and-error space
• Clear career development path and full-time conversion opportunity for outstanding interns