Quantitative Trading Specialist - Decentralized Finance
Design and iterate market-making strategies for perpetual futures, build fair-value models, and take strategies into production. Work closely with engineering to ensure systems fail safely and transparently.
Key Highlights
Technical Skills Required
Benefits & Perks
Job Description
We’re helping build out a quant function for a high-performance Decentralised Finance (DeFi) Trading Venue. This is an on-chain perpetuals exchange handling significant volume, looking to further establish their Quant practice.
This is a hands-on & Technical Quantitative trading role where you’ll sit right at the intersection of trading strategy, and production systems. You’ll own the full lifecycle - from idea generation and backtesting through to live trading behaviour under real market stress.
What you’ll be doing:
- Designing and iterating market-making strategies for perpetual futures, including pricing, spreads, sizing, and inventory/risk controls.
- Building fair-value models and microstructure signals that account for volatility regimes, adverse selection, and exchange-specific dynamics.
- Taking strategies into production and owning their behaviour in live markets — including monitoring, alerting, and post-mortem analysis.
- Defining robust safety rails for extreme conditions such as thin liquidity, price dislocations, and fast market moves.
- Working closely with engineering to ensure systems fail safely, predictably, and transparently.
What “good” looks like here:
- You can clearly explain why a strategy makes money, and when it shouldn’t be trading.
- You favour simple, testable logic with measurable impact over overly complex or fragile models.
- You’re comfortable owning trading systems end-to-end and defending your design decisions, collaborating with technical founders
What we’re looking for:
- Proven experience designing and evaluating trading strategies, ideally in market making or execution within a CEX or DeFi environment
- Strong quantitative fundamentals across probability, statistics, optimisation, and time-series analysis.
- Solid engineering instincts and experience working with order books and exchange mechanics.
- The ability to communicate assumptions, limitations, and risk clearly.
- Exposure to Python and/or Rust
Nice to have:
- Experience with perpetuals (funding, margin, liquidation mechanics).
- Background in DeFi trading systems or high-throughput, low-latency environments.
The setup:
- Fully remote, across East Asia/Australia/NZ. Must be within +- 3 hrs AEDT. (We have team members across Singapore, Australia and NZ)
- Comp paid in USDC, with additional upside tied to long-term success.
- Small, senior team, high ownership, and a strong engineering-first culture.
If you’re excited by real market structure problems, care about correctness under stress, and want to build systems that actually trade, this one’s worth a conversation.
Apply on the Link below attaching your Resume or similar, don't worry if it’s not updated we can sort the rest out later.