Lead Quantitative Developer

About

Sub-millisecond execution. Institutional depth. Zero compromise. Built by Wall Street veterans and crypto-native builders from Tier 1 institutions this platform powers spot perps and prediction markets on a unified execution engine purpose-built for performance compliance and capital efficiency spanning across asset classes. Tailored experiences across trading styles bound together by liquidity. This goes beyond just another exchange and establishes the next-generation global trading network.

The Role

We are looking for a Lead Quantitative Developer with experience in designing and implementing systematic risk management frameworks. You will be entrusted with shaping the design implementation and maintenance of the core risk engines across a variety of products and asset classes. This is an opportunity to work directly with the founders and deliver a best-in-class trading experience.

Key Responsibilities

• Leading the design and implementation of the core risk engine including a robust multi-instrument margining system that encompasses crypto RWA assets
• Shaping the design and growth of additional products (DOVs iterative looping vaults etc) with a risk-first approach

Who You Are

• 6 years of experience across systematic trading and/or quant-dev roles ideally cross-asset (crypto traditional asset classes)
• Deep understanding of crypto market microstructure (including oracle design) risk management frameworks used across existing CEXs/DEXs as well as traditional finance models (VaR based tests SPAN SIMM etc)
• Must be proficient in Rust
• High agency individual that is able to ideate and execute while balancing breadth and depth of technical understanding
• Bonuses:
  • Prior experience on an exchange risk management team
  • Understanding of low-level architecture / hardware optimization

Compensation

We are committed to hiring elite talent and that is reflected in our market-leading salary and token compensation.