算法交易/交易执行

北京游码科技有限责任公司

RM22.6-40K[月薪]
现场办公 - 中国1-3年经验本科全职
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职位描述

  • Build and improve short-horizon (ms–1min) execution models
  • Research market microstructure & orderbook dynamics
  • Develop algo execution logic (TWAP/VWAP/POV/SOR) for crypto
  • Design latency-sensitive strategies for multiple exchanges
  • Work closely with traders to optimize fill, slippage & impact
  • Process large-scale tick/orderbook datasets
  • Deploy models into real-time trading systems


【What we are looking for】

  • Experience in high-frequency / medium-frequency quant research
  • Solid understanding of limit order book, queue dynamics, microstructure
  • Strong programming: C++17/20, Python (data pipeline)
  • Experience with execution algo / smart order routing / TCA
  • Hands-on experience processing TB-level market data
  • Familiarity with FIX/ITCH/OUCH protocols is a big plus
  • Experience in crypto/MM/HFT is a strong advantage


【Preferred background】

  • Jump / Citadel Sec / HRT / Tower / Optiver / IMC / Jane Street
  • Crypto market makers (Wintermute/GSR/Kronos/Amber/etc.)
  • Domestic mid-high frequency quant funds
Preview

婧妤 邓

HRBP北京游码科技有限责任公司

工作地址

南山区, 深圳市. 中国广东省深圳市

发布于 29 November 2025

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