THEO QUANT

World of ARBITRAGE World of ARBITRAGE World of ARBITRAGE

WORKING AT THEO

At Theo Quant, we cultivate a dynamic and collaborative ecosystem where our team members thrive on innovation. We are driven by a shared commitment to excellence, pushing the boundaries of quantitative trading strategies and delivering exceptional results. Our culture fosters continuous learning, professional growth, and an unwavering pursuit of cutting-edge solutions.

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WELCOME TO THEO

We provide software solution to conduct risk-neutral trades in digital currencies, assets, and commodities by leveraging arbitrage across various markets and participating in CeFi and DeFi activities. Our goal is to achieve consistent, market-independent monthly gains without direct exposure to asset price fluctuations.

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STATS

13.3 Sharpe Ratio for our arbitrage strategy

92.8 % positive trading days

25000 TOP-END GPU𝗌 IN OUR RESEARCH CLUSTER

100 MILLION USD DAILY TRADING VOLUME

70.0% MASTER'S DEGREE HOLDERS in Stats/maths/Finance

OUR STRATEGIES

our strategy revolves around harnessing the collective expertise of our team, employing cutting-edge computational methods, and leveraging advanced research infrastructure to meticulously analyze vast datasets spanning multiple markets. Through this approach, we aim to optimize the performance of our proprietary trading algorithms swiftly and effectively. Operating within a close-knit, collegial environment, we prioritize individual contributions and foster a culture where every team member is esteemed. This ethos not only cultivates a sense of belonging but also enhances our agility, positioning us ahead of competitors in the dynamic landscape of quantitative trading.

Our high-frequency crossexchange arbitrage strategy is designed to exploit the sudden price differentials between digital asset market. We leverage automated trading algorithms to analyze across exchanges and react to market dynamics, capturing value from spreads.

Our arbitrage strategy is designed to securely harness the inherent volatility of the digital asset markets. By leveraging the differential in investment strategy and hedging between different markets we successfully generate consistent, riskadjusted investor's returns.

Our options pricing model surpasses traditional models by incorporating machine learning into the unique characteristics and volatility patterns of the digital asset market, we offer unparalleled precision in options valuation, risk management and hedging mechanisms.

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WORKING AT THEO

Position Title:

Quantitative Researcher

Job Description:

Conduct quantitative research and analyze historical market data to develop and refine mathematical models for predicting market trends and price movements. Optimize and implement these models into proprietary trading strategies. Evaluate and enhance existing trading models to improve performance, reduce costs, and minimize risk. Develop models for portfolio risk assessment and optimization.

Requirements:

Master’s Degree in Financial Mathematics
Proficiency in Python, C++, Matlab, and Bloomberg
Minimum of 2 years of relevant experience

Position Details:

Start Date: Immediate
Type: Full-Time, Permanent
Location: Kowloon, Hong Kong

Position Title:

Quantitative Developer

Job Description:

We are looking for a Quantitative Developer to design, implement, and maintain scalable backend services for data processing, analytics, and machine learning tasks. You will work with large datasets, develop APIs, and support the integration of these systems with front-end applications. Collaborating with data scientists and other engineers, you will ensure efficient data flow, model deployment, and system performance optimization.

Requirements:

Bachelor's Degree in Computer Science, Engineering, or a related field
Strong proficiency in Python and experience with data pipelines
Familiarity with databases (SQL, NoSQL), REST APIs, and microservices
Experience with cloud platforms (AWS, GCP, Azure) is a plus
Minimum of 1 year of relevant experience
Proficient in English

Position Details:

Start Date: Immediate
Type: Full-Time, Contract
Location: Kowloon, HK

Quant Trader

The quant research team is responsible for the design and estimation of the statistical models behind all of our trading.

This is a very challenging task due to the highly competitive and continuously changing nature of financial markets.

The data we use consist of trillions of noisy observations. To make sense of it, we deploy state of the art machine learning techniques and have at our disposal a large cluster of computational resources.

My favourite aspects of the job are the technical challenges it presents, the opportunities it offers to keep learning, and how collegiate and collaborative the team is.

THEO QUANT - Cayman Islands

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