Socrates Global · 19 hours ago
Quantitative Researcher
Socrates Global is seeking a Quantitative Strategy Researcher to design and develop ultra-short-term prediction and pricing strategies. The role focuses on converting real-time market signals into tradable probabilities and achieving long-term profitability under realistic trading frictions.
Responsibilities
Research and construct ultra-short-term alpha signals, including but not limited to:
Order book and order flow
Imbalance, microprice
Liquidity regimes and market microstructure features
Output predictions in the form of probabilities, distributions, or quantiles, and perform model calibration and confidence management
Design the logic from prediction to pricing/quoting, including:
Dynamic spread and depth
Order placement and cancellation rules
Mitigating adverse selection and arbitrage risk
Build and maintain a robust backtesting and evaluation framework that explicitly models:
Transaction fees, slippage, partial fills, and latency sensitivity
Implement strategy-level risk management:
Position limits, stop-loss rules
Circuit breakers / pause conditions
Anomaly detection and kill-switch mechanisms
Work closely with engineering teams to productionize strategies:
Define inputs/outputs and parameters
Establish monitoring metrics, deployment, and rollback standards
Qualification
Required
Chinese language proficiency is required
Master's degree or above strongly preferred, in Quantitative Finance, Financial Mathematics, Mathematics, Statistics, Physics, or related fields
2+ years of experience in quantitative trading, high-frequency trading, or market making (crypto, equities, FX, or traditional finance)
Strong financial mathematics background, including stochastic processes, numerical methods, and optimization
Hands-on experience in options pricing or options strategy research (mandatory)
Familiarity with Black-Scholes, implied volatility surfaces, local volatility models, etc
Deep understanding of market microstructure, including: Order books and trade mechanics, Market impact, liquidity, and adverse selection
Proficient in Python for research and backtesting, with rigorous experimental discipline
Strong result orientation and post-trade analysis skills; able to clearly explain where profits and losses come from
Chinese language proficiency is required (written and spoken)
Preferred
Experience with ultra-short-term or market-making strategies
Experience in probabilistic forecasting, distribution modeling, or calibration techniques
Background in traditional options trading teams with interest in systematic strategy research
Benefits
Fully remote-friendly
Fast hiring process: onboarding possible within one week after offer acceptance
Company
Socrates Global
Socrates is a global web3 social media and entertainment platform based on the blockchain, where users earn rewards by participating in multiple-choice Q&As, debating and sharing knowledge.
Funding
Current Stage
Growth StageCompany data provided by crunchbase