Position: Quantitative Trading / Market Cap Management (Strategy)
Location: Malaysia (overseas secondment accepted)
Employment Type: Full-time; shift rotation and on-call duty required (7×24 support)
Responsibilities
Strategy R&D and Deployment
Design, backtest, simulate and deploy strategies focused on market making (two-sided quoting, inventory management, spread and depth KPIs) and cross-exchange arbitrage opportunities (funding-rate differentials, spot-futures / perpetual basis, cross-exchange spreads); continuously review and optimize slippage and execution cost.
Exploit microstructure features and exchange incentives/fee/matching rules to develop reusable, structured trading advantages (e.g., passive-order rebates, exchange Market Maker programs, structural opportunities arising from matching/clearing/fee rules).
Live Execution & Risk Control
Monitor market depth, volume, volatility, funding rates/basis and other key indicators in real time; dynamically adjust strategy parameters and risk limits (price bands, order cancellation/repricing, risk-control brakes); perform rapid stop-loss and hedging under abnormal conditions.
Manage multi-exchange funds and positions; execute cross-exchange capital/position rebalances to ensure market-making continuity and margin safety.
Trading Infrastructure Collaboration
Work closely with quant research and development teams to drive iterations of backtesting frameworks, simulation matching, execution routing, risk controls and monitoring tools.
Coordinate with exchanges on business, risk, lending, margin and reconciliation matters to ensure smooth system and operational workflows.
Metrics & Reporting
Conduct weekly reviews and OKR progress updates centered on KPIs such as PnL, Sharpe, drawdown, execution cost, inventory risk, depth and spreads; be on rotation to respond during volatile periods and assume on-site decision responsibilities.
Requirements
Degree in a STEM, finance or related field; experience in quantitative or crypto secondary-market trading/research.
Familiar with APIs, fee and margin rules of major exchanges (e.g., Binance / OKX / Bybit / MEXC); multi-exchange integration and live trading experience preferred.
Strong execution capability and stress tolerance; able to support 24/7 market coverage and emergency handling.
Solid mathematical foundation and strategy analysis skills; able to independently carry a strategy from conception to production.
Plus Points (Preferred)
Market-making experience or participation in exchange Market Maker programs.
Proven strategies and verifiable track record in cross-exchange / cash-futures hedging, funding-rate/basis arbitrage.
Experience in low-latency / HFT execution optimization, and research on matching and clearing rules.
Mature, reusable trading methodology, complete trade records and strategy documentation.
What We Offer
Competitive compensation and performance incentives (negotiable);
A trading and research platform aligned with global markets;
Opportunity to build high-frequency / market-making and cross-exchange arbitrage systems with a senior team;
Support for overseas secondment and local work assistance (per company policy).
How to Apply
Please send your latest resume and related performance/proof materials (strategy descriptions, backtest/live records, optional third-party transaction screenshots, etc.) to: hr@bittap.com
Email subject format: “Application: Quantitative Trading / Market Cap Management (Strategy) — [Your Name] — [Current Location]”
We will arrange interviews and technical assessments for qualified candidates as soon as we receive your materials. We welcome candidates who love markets, have strong execution capability, and possess an innovative spirit!