OKX is hiring a

Web3 (Senior) Defi Quantitative Strategist

About OKX:

OKX is a world-leading digital asset trading platform, providing advanced financial services to traders globally by using blockchain technology.

OKX provides hundreds of token & futures trading pairs to help traders to optimize their strategy. We are also one of the top digital asset trading platforms by trading volume, serving millions of users in over 100 countries. OKX derivatives remains a top-notch venue globally and has a daily volume of approximately $10 billion and is widely recognized as the golden standard in the industry. We believe the blockchain technology will eliminate barriers to transactions, increase the efficiency of transactions across society, and eventually have a significant impact on the global economy. We strive to make innovative achievements that change the world and never stop to improve on our customer experience.

About the team:

The liquidity division’s primary role is to create markets for illiquid crypto assets. All team members have a strong understanding of trading and technology. Our goal is to systematically provide liquidity to CEX and DEX products.

The candidate will work on many aspects of the defi trading platform including protocol research, market making, structured products pricing, risk management, and the development of new trading algorithms. Depending on the type of strategy and the candidate’s experience, the candidate can branch off to a greenfield project or work with current team to create synergy.

Responsibilities:

• Research into different defi protocols to generate alpha.
• Create a pricing and trading model via research.
• Implement/code/execute systematic strategies in python/java. This includes completing the full trade cycle and the implementing the front to back defi trading infrastructure.
• Execute post trade analysis and study realized performance and risk.
• Handle general trade reporting, risk management and capital management.
• Fine tune trade model and improve defi trading infrastructure.
• Liaise with internal and external teams to build out the infrastructure.
• Type of strategies includes but not limited to venue arbitrage, events trading, MEV and carry trading.

Requirements:

• University degree in a relevant area (Mathematics/Physics/Engineering/Computer Science) from a top University. Degree in mathematical finance\financial engineering\computer science is preferred.
• Experience as a quantitative analyst/developer/trader. Must have some experience in the quantitative modelling / trading.
• Must be proficient in at least one programming language (Java/C++/C#)
• Good communication skills
• Knowledge in crypto products, protocols and trading
• Experience with high frequency trading systems is a plus

Apply Now: