Key Algorithmic Trader (Testing Hypotheses)

Remote, fix + % of the company's financial result.
SPVCapital is a prop-algotrading company with the aim of market-making and arbitraging the most competitive trading pairs and futures contracts in all of the top 10 (by trading volume) digital asset exchanges.

We have a self-developed trading engine, low-latency infrastructure, an in-house trader's desk and a 24/7 support team to sustainably develop our business in any crypto-market conditions.

Cryptocurrency interests us exclusively as a financial instrument. The main priorities in this market are intelligence and speed. Quantitative researchers are responsible for our intelligence, and software engineers are responsible for speed and reliability. Mathematical programmers look for market inefficiencies and implement bots for trading using platform resources, while the support service keeps abreast.
game theory, algorithmics, Knuth, microstructures, DOM, heuristic algorithms, heuristic analysis, computational methods
We are looking for a key algorithmic trader who can formulate and test hypotheses focused on overcoming competition in the most difficult conditions.

  • You have extensive experience in writing heuristic algorithms in highly competitive environments (5+ years) and also an excellent understanding of microstructures.
  • You know the game you are playing well. You tend to be curious about finding solutions in situations where the environment is multivariate, and the game depends not only on you but also on the behaviour of thousands of other players. You are a fan of conditionally zero-sum games.
  • You see the solution to your problem not only in the algorithms that describe the strategy, but also ready to contribute to the trading system: to develop "tricks" that allow you to cut delays or describe market behaviour patterns through code, and which have a requirements for speed execution.
  • You are able to independently find goals for work: looking at the "game", choosing an "unsolvable" problem, and then fighting for a long time to solve it. You are focused on achieving results, overcoming barriers and taking on the competition.
  • You can understand complex code and are ready for a lot of testing and quick experiments. Ready to go beyond your competencies - for the sake of experiment, in the hope of finding something valuable, even if it is difficult.
  • You are diligent and focused. Able to concentrate on one goal for a very long time.
  • Ready to take responsibility for the financial result: experiencing the loss for a VERY long time, but believing in your ability to achieve results and move towards the result, despite its long absence.

The main thing is fast scoring and hypothesis testing in a very narrow market (quotation order books of Binance, FTX and OKX exchanges).

You will aim to overcome competition on the Binance, FTX and OKX platforms and support existing strategies. You will adopt and enrich the already accumulated knowledge base. You will look for the features of exchanges and research the behaviour of opponents in the market in the order book and develop strategies.

Conditions: fix + % of the company's financial result. Going for at least 5 years: the first year to delve into, and then bring value.
Feel free to send us a message via e-mail. or drop us a line in Telegram – @mariefilins (Masha, HRD)