We are the creators of a new fintech era!
Our mission is to revolutionize the world by making blockchain technology accessible to everyone in everyday life. WhiteBIT is a global team of more than 1,500 professionals united by a shared vision of shaping the future.
We are building our own blockchain ecosystem to ensure maximum transparency and security for over 8 million users worldwide. Our cutting-edge solutions, rapid adaptation to market challenges, and technological excellence set us apart from traditional companies.
Our official partners include Juventus, FC Barcelona, Lifecell, FACEIT, and VISA.
Join us as an Quantitative Researcher.<\/p>\n
Requirements:
Education & Experience:
MSc or PhD in a quantitative field; a live trading track record outweighs credentials
5+ years in quantitative research or trading at a top-tier HFT firm, market maker, systematic fund, or crypto-native market maker; exchange-side market-structure experience is a plus
Hands-on experience with at least one TradFi asset class (FX, futures, equities) and \/ or equivalent crypto asset classes; both maker and taker strategies
Core Technical Skills:
Advanced probability, statistics, time-series analysis, optimization; strict validation discipline (multiple testing, out-of-sample hygiene, livesim parity)
Market microstructure: order-book dynamics, queue position, fill probability, adverse selection and markouts, market impact
Expert Python (NumPy, pandas\/Polars, PyTorch); working C++ or Rust for latency-critical components
Tick-data engineering at scale: columnar stores, cross-venue normalization, data-quality control
Market Knowledge:
Crypto microstructure: CEX matching engines and fee schedules, perpetuals (funding, mark price, liquidation\/ADL), cross-venue arbitrage, DEX\/AMM basics
TradFi microstructure: FX ECN mechanics (firm vs last-look liquidity, prime brokerage), listed futures; low-latency architecture (tick-to-trade path, colocation, exchange protocols)
Inventory and hedging: quoting models of the AvellanedaStoikov class and extensions, multi-asset inventory optimization, hedging, settlement workflows, real-time risk limits and kill switches
Exchange Microstructure & Mechanism Design:
Maker-taker economics and market-quality measurement: fee-tier and rebate architecture, per-segment elasticity, spread\/depth\/slippage\/markout metrics, defenses against rebate farming and wash trading
Liquidity program design: obligation-based schemes (two-sided quoting, presence at touch, minimum depth, uptime) and incentive-based schemes (tiered rebates, credit lines, connectivity benefits)
Maker protection and flow segmentation: markout-based counterparty scoring, retail price improvement (RPI) order types, asymmetric speed bumps and latency floors, minimum quote life, self-match prevention
Exchange P&L modeling: net fee capture, subsidy budget and payback, LP unit economics from onboarding to self-sufficiency
Mindset & Soft Skills:
Owner mentality with direct P&L accountability; ships to production and makes honest kill decisions
Clear written communication with traders, engineers, exchange management, and external LPs
Compliance discipline across crypto and TradFi market-abuse regimes<\/p>\n
Responsibilities:
Responsibilities Liquidity Program:
Design the program end-to-end: MM tiers, admission criteria, obligations (max spread, min depth, uptime, presence at touch), incentives, and graduation to subsidy-free self-sufficiency
Optimize the fee schedule for net capture: taker tiers priced to measured elasticity by segment; maker rebates funded from taker fees; safeguards against tier gaming
Design order-book mechanics for comfortable quoting: tick and lot sizing, post-only \/ iceberg \/ RPI order types, self-match prevention, minimum quote life, passive-liquidity protection options
Build the toxic-flow framework: markout-based flow classification, counterparty scoring, continuous monitoring, access rules or surcharges for consistently toxic takers
Own the program financial model and roadmap: subsidy budget with payback targets; phases bootstrap organic profitability self-sufficiency; a market-quality dashboard as the single source of truth
Responsibilities Trading Desc:
Own the strategy roadmap crypto first, then TradFi FX and futures; design pricing, quoting, hedging, and execution as one portfolio
Run end-to-end alpha research on tick\/order-book, cross-venue, funding\/basis, and on-chain data
Design the inventory-aware hedging framework, portfolio risk limits, and parameter governance
Partner with engineering on low-latency implementation; validate in high-fidelity simulation and canary deployments
Own P&L attribution, TCA\/markout analysis, and research standards
Lead the TradFi FX entry research workstream (LSEG FX Spot Matching, Euronext FX).<\/p>\n
Working terms
Immerse yourself in Crypto & Web3:Master cutting-edge technologies and become an expert in the most innovative industry.
Work with the Fintech of the Future:
Develop your skills in digital finance and shape the global market.
Take Your Professionalism to the Next Level:
Gain unique experience and be part of global transformations.
Drive Innovations:
Influence the industry and contribute to groundbreaking solutions.
Join a Strong Team:
Collaborate with top experts worldwide and grow alongside the best.
Work-Life Balance & Well-being:
Modern equipment.
Comfortable working conditions, and an inspiring environment to help you thrive.
24 calendar days of paid leave.
Additional days off for national holidays.
With us, you'll dive into the world of unique blockchain technologies, reshape the crypto landscape, and become an innovator in your field. If you're ready to take on challenges and join our dynamic team, apply now and start a new chapter in your career!
Let's Build the Future Together!<\/p>\n","protected":false},"excerpt":{"rendered":"
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