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Quantitative Researcher

Bitway
RemotePosted 30 days ago
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  • Design and research the strategy universe - funding rate capture, cash-and-carry basis, cross-exchange and cross-tenor spreads, and options structures where they improve risk-adjusted return
  • Backtest with realistic assumptions: funding history, fill quality at our size, borrow costs, fee tiers, slippage.
  • Size capital across strategies and venues, and rebalance as conditions change
  • Set leverage, concentration, and drawdown limits, and manage margin health - liquidation buffers, cross vs. isolated, ADL exposure, collateral selection
  • Stress test what actually breaks neutral books: funding flipping negative, basis blowouts, a venue halting withdrawals, stablecoin or LST depegs, exchange outages mid-hedge

About Bitway

Bitway is a digital asset payment gateway and financial technology provider enabling merchants and enterprises to accept, settlement, and manage cryptocurrency transactions globally with zero volatility risk.