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Lead Quantitative Developer

NEW
New York CityFull-timeGlobal
šŸ“Š SenioršŸ  Hybrid
ActivePosted within the last 30 days

Job Description

[AI-summarized by JobStash]

You will lead the design, implementation, and maintenance of core risk engines across products and asset classes. You will build a robust multi-instrument margining system for crypto and real-world assets, and shape risk-first designs for additional products, including DOVs and iterative looping vaults.

Requirements

  • ā—6+ years of experience in systematic trading and/or quantitative development roles
  • ā—Understanding of crypto market microstructure, including oracle design
  • ā—Knowledge of risk management frameworks used by centralized and decentralized exchanges
  • ā—Knowledge of traditional finance risk models, including VaR, SPAN, and SIMM
  • ā—Proficiency in Rust

Responsibilities

  • ā—Lead the design and implementation of the core risk engine
  • ā—Build a robust multi-instrument margining system for crypto and real-world assets
  • ā—Shape the design and growth of additional products using a risk-first approach

Tech Stack

Exchangehardware optimizationmarginingmarket microstructureoracle designquantitative developmentrisk managementRustSIMMSPAN
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