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.