Careers
Work on what matters.
We recruit researchers, engineers, and traders from around the world. The bar is high. The work is real.
Why join us
Small team, serious problems.
You will work directly with production systems and real capital from day one. No layers, no bureaucracy. Your work has immediate impact on how the firm trades.
We are based in Hong Kong, at the center of Asian digital asset markets. Compensation reflects contribution, not title.
Open positions
Current openings.
Proficiency in Python is required for all roles. Experience with exchange connectivity protocols is appreciated across the board.
About the role
- Own and evolve the core trading infrastructure: co-location, networking, order routing, and deployment pipelines
- Build systems that operate without interruption across global crypto venues, 24/7
- Partner directly with researchers to accelerate research-to-production cycles
- Drive reliability, observability, and security at every layer of the stack
Requirements
- 3+ years in a production trading or high-availability systems environment
- Expert-level Linux: kernel internals, networking stack, system tuning
- Fluent in Python (required). C++, Rust, or Go experience expected
- Proven experience with exchange connectivity protocols (FIX, binary) in a live trading context
- CS or Engineering degree from a leading university, or equivalent demonstrated depth
About the role
- Design and operate production connectors to cryptocurrency and derivatives exchanges worldwide
- Own order management, market data, and execution pipeline systems end to end
- Integrate new venues with zero disruption to live operations
- Diagnose and resolve connectivity, protocol, and latency issues under live conditions
Requirements
- Demonstrated production experience with exchange APIs, FIX protocol, or proprietary binary protocols
- Fluent in Python (required). C++ required for performance-critical components
- Deep Linux and TCP/IP networking knowledge
- Uncompromising standard for correctness in live market environments
- Prior experience at a trading firm, exchange, or market infrastructure provider preferred
About the role
- Research and build systematic trading strategies with measurable, live performance
- Own the full research cycle: data, signal generation, simulation, production
- Work on market microstructure, pricing models, and risk frameworks at the highest level of rigor
- Collaborate directly with engineers on a shared production codebase
Requirements
- PhD or equivalent research depth in mathematics, statistics, physics, or a related field
- Demonstrable track record of original quantitative research in financial markets
- Expert in Python for research and production (required). C++ or R a plus
- Mastery of probability, stochastic processes, and time series analysis
- Familiarity with exchange connectivity and live market data strongly preferred
About the role
- Push the state of the art in applying machine learning to crypto market microstructure
- Build and train models on high-frequency data, from feature design to live deployment
- Develop evaluation frameworks rigorous enough to hold up in live trading
- Operate at the boundary where research quality directly determines P&L
Requirements
- PhD in machine learning, statistics, or applied mathematics from a top research institution
- Publication record or verifiable research output in relevant ML areas (time series, generative models, reinforcement learning)
- Production-grade Python and deep learning frameworks required. PyTorch preferred
- Demonstrated ability to deploy and maintain ML models in non-stationary, adversarial environments
- Experience with exchange data or live trading infrastructure is a significant advantage
About the role
- Own execution quality across live systematic strategies on crypto venues
- Identify and act on execution anomalies in real time
- Drive post-trade analytics: slippage attribution, fill analysis, venue benchmarking
- Collaborate with engineers to improve order routing logic and execution models
Requirements
- Minimum 3 years of electronic execution experience at a trading firm, market maker, or exchange
- Deep understanding of order book dynamics, matching engine behavior, and venue microstructure
- Fluent in Python for post-trade analysis and automation (required)
- Hands-on experience with exchange connectivity protocols required
- Comfort operating in fast-moving, high-stakes live environments
About the role
- Trade and make markets in crypto options at scale across major derivatives venues
- Own a volatility surface: pricing, hedging, and risk management of a live book
- Build and refine proprietary vol models, skew frameworks, and term structure models
- Systematize trading decisions alongside engineers and researchers
Requirements
- Proven track record managing a derivatives book in a market making or proprietary trading context
- Expert knowledge of options pricing theory, volatility modeling, and Greek management
- Fluent in Python for quantitative work (required)
- Experience with exchange connectivity for derivatives venues required
- Crypto derivatives experience strongly preferred. Strong quantitative background essential.
About the role
- Contribute directly to production trading infrastructure, not toy projects
- Work on exchange connectivity, system tooling, or research infrastructure alongside senior engineers
- Participate in code reviews and architecture discussions with the full team
- Strong performers receive return offers for full-time positions
Requirements
- Strong Python (required). Systems programming experience a significant plus
- Top CS or Engineering programme, with strong academic results
- Demonstrable personal projects or research involving real systems or data
- Prior exposure to exchange APIs, networking, or financial data is a strong plus
About the role
- Work on an original research problem with direct relevance to live trading
- Handle real market data, build models, and present results to the full team
- Contribute to active research pipelines used in production
- Strong performers receive return offers for full-time positions
Requirements
- Expert-level Python for data and modelling work (required)
- Top-ranked programme in mathematics, statistics, physics, or CS with a strong research track record
- Prior research output: thesis, publication, or competition results in quantitative fields
- Interest in machine learning applied to financial market data
- Experience with exchange data or connectivity is a plus
Apply.
Send your resume and a brief note on your background to
careers@kunitacapital.comKunita Capital is an equal opportunity employer. We do not discriminate on the basis of race, color, religion, sex, national origin, age, disability, or any other characteristic protected by applicable law. We are committed to building a team that reflects the diversity of the world we trade in.