• Responsible for the development and optimization of liquidity systems in the spot and futures markets, enhancing order book depth and market stability.

• Design and optimize market-making algorithms and position management models to control slippage and costs, improving overall market-making efficiency and profitability.

• Research and apply strategies such as high-frequency trading, hedging, price following, grid trading, and microstructure analysis to adapt to different market structures and currency characteristics.

• Optimize the overall trading experience on the exchange, driving continuous growth in trading volume and user engagement.

• Monitor order book data and market behavior in real-time, dynamically adjusting strategies to ensure liquidity coverage and market health.

• Track industry trends and competitor strategies, continuously promoting product and strategy innovation.

• Over 3 years of experience in market making, liquidity, or quantitative trading, with complete project experience preferred; outstanding recent graduates will also be considered.

• Proficient in Golang and Python, familiar with the development and maintenance of high-performance trading systems.

• Familiar with the trading and matching mechanisms of mainstream CEX/DEX, and understand the liquidity models, risk control logic, and strategy differences of spot and futures markets.

• Practical experience in liquidity building for MEME coins or long-tail assets is preferred.

• Strong data sensitivity and analytical abilities, capable of strategy modeling and optimization based on order book data.

• Excellent teamwork and communication skills, entrepreneurial spirit, and willingness to continue deepening expertise in the fast-growing Crypto industry.