Quant Developer - Crypto Rates Market
About the Role
You will design, implement, and optimize market-making and trading algorithms for crypto-native rates derivatives. You will build quantitative models for pricing and risk, develop low-latency systems for live execution, conduct backtesting and parameter optimization, analyze market data to find opportunities, implement risk controls, and document your work.
Requirements
- Proven experience in quantitative development or algorithmic trading in crypto and digital asset industries with a focus on strategy execution and market-making in crypto derivatives
- Understanding of financial mathematics derivatives pricing and quantitative tools
- Experience building and optimizing low-latency trading systems for high-frequency environments
- Strong knowledge of derivatives markets including perpetual futures options and swaps
- Exceptional analytical and problem-solving skills
- Effective communication skills for collaboration with cross-functional teams
Responsibilities
- Design, develop, and optimize market-making algorithms for rates derivatives markets
- Build robust quantitative models to analyze market behavior, pricing, and risk metrics
- Develop and maintain high-performance low-latency trading systems for live execution
- Conduct rigorous backtesting and parameter optimization for trading strategies
- Analyze historical and real-time data to identify trading opportunities and refine strategies
- Develop risk controls and monitoring tools to mitigate trading risks and enforce risk limits
- Collaborate with traders quantitative researchers and engineers to translate ideas into executable strategies
- Create clear and detailed documentation of algorithms models and system architecture
Benefits
- Remote work with hubs in London and Lisbon