Quantitative Developer

About the Company

We are building the Everything Store for Finance. We have combined three powerful financial primitives: Exchange, Asset Management, and Borrow/Lend, all seamlessly composable and accessible through one unified account that uses your entire portfolio as collateral, including spot and derivative assets. Trade 250+ markets on a super exchange with zero fees, better-than-CEX liquidity, and institutional-grade privacy, all built on a blazingly fast blockchain.

Backed by top-tier investors, we are scaling fast and building a team of mission-driven engineers to redefine what is possible in decentralised finance. There are no product managers, no managers, no 1:1s. Just code. You will work directly with our CEO and a small, elite team of builders every day, pushing the limits of performance and UX.

Platform scale:

- $200B+ lifetime volume

- $1.2B+ average daily volume

- $60M+ total value locked

About the Role

As a Quantitative Developer, you will be a primary architect of the pricing and market data infrastructure that powers the platform. You will be solving one of the hardest problems in crypto derivatives: building high-fidelity, low-latency pricing, risk, and quoting systems that operate reliably across 250+ markets at production scale. You will bridge the gap between rigorous financial engineering and the high-performance backend systems required to deliver it.

Key Responsibilities:

- Market Data Systems: build and maintain the data infrastructure that supports pricing, risk, and research, including real-time tick capture, cross-venue normalisation, historical storage, and low-latency replay for backtesting

- Pricing Infrastructure: design and implement pricing models for derivatives; ensure correctness, low latency, and observability

- Trading Algorithms: contribute to the development, improvement, and monitoring of the strategies underpinning the protocol vault

- Risk and Analytics Backend: implement services that monitor risk in real time across the platform

- Research-to-Production Pipeline: transition models from research environments into production services capable of handling live order flow, applying rigorous backtesting, controlled deployment, and ongoing monitoring

Requirements

- Strong production experience building low-latency, high-throughput backend services, with demonstrated ability to operate and debug them under load

- Experience with time-series databases, message buses (such as Kafka, Redpanda, or NATS), and the operational realities of high-volume market data

- Prior experience working on or alongside production trading systems at an exchange, proprietary trading firm, market maker, HFT firm, or comparable crypto-native venue

- Demonstrated ability to take responsibility for a domain end to end, with limited specification or supervision

- Options experience (preferred): knowledge or direct experience with options pricing, volatility surface construction, or options market making

Benefits

- Top-tier competitive compensation

- Unlimited vacation

- Comprehensive benefits packages tailored by country

- Flat structure with no unnecessary meetings