Quantitative Researcher

📋 Description

• Design and maintain the methodology for aggregating spot prices across multiple external venues
• Build and calibrate the funding rate formula from first principles
• Run quantitative analysis for asset listings, determining margin and leverage parameters
• Write formal, rigorous specifications for pricing methodologies and edge case handling
• Ship research into production, closing the loop between modeling and implementation
• Monitor live model performance and investigate mark price anomalies

🎯 Requirements

• Quant experience at a perpetuals exchange or HFT firm with production ownership of mark price
• Deep understanding of perp exchange mechanics, including failure modes under adversarial or
• Strong market microstructure intuition
• Ability to implement own research in production code
• Strong programming skills in Python
• Rigorous thinking about edge cases

🎁 Benefits

• Competitive salary & equity
• Unlimited PTO
• Full Health, Vision, & Dental coverage
• 401k match
• Hardware setup: new MacBook Pro, big display, & accessories