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Lead Quantitative Developer
NEWNew York CityFull-timeGlobal
š Seniorš 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
- ā6+ years of experience in systematic trading and/or quantitative development roles
- āUnderstanding of crypto market microstructure, including oracle design
- āKnowledge of risk management frameworks used by centralized and decentralized exchanges
- āKnowledge of traditional finance risk models, including VaR, SPAN, and SIMM
- āProficiency in Rust
Responsibilities
- āLead the design and implementation of the core risk engine
- āBuild a robust multi-instrument margining system for crypto and real-world assets
- āShape the design and growth of additional products using a risk-first approach
Tech Stack
Exchangehardware optimizationmarginingmarket microstructureoracle designquantitative developmentrisk managementRustSIMMSPAN