Position: Algorithmic Quant Developer (OMS / SOR / Execution Systems)
Location: New York
About Us
We are a funded, early‑stage trading firm building the next generation of institutional on‑and off‑chain trading infrastructure.
Our lean, senior team operates across multiple regions — combining quant research, execution engineering, and liquidity innovation.
We are scaling rapidly across crypto, commodities, and FX, building systems that bridge traditional and decentralized markets.
What You’ll Do Execution Systems & Infrastructure
- Design and build Order Management (OMS) and Smart Order Routing (SOR) systems across centralized and decentralized venues.
- Integrate exchange, OTC, and DeFi liquidity into unified execution pipelines.
- Develop real‑time monitoring, connectivity, and failover frameworks for multi‑venue trading.
Algorithmic Strategy Development
- Build, test, and deploy execution algorithms (TWAP, VWAP, liquidity‑seeking, adaptive market‑making).
- Conduct transaction cost analysis (TCA), market impact, and slippage analysis to optimize fills and routing.
- Combine alpha signals and market microstructure models into execution logic for automated decision‑making.
Quant Research & Analytics
- Develop pricing, liquidity, and risk models across spot, forwards, and derivatives.
- Create simulation and backtesting frameworks for strategy validation.
- Enhance proprietary analytics libraries for volatility estimation, forward curves, and stress testing.
Collaboration & Integration
- Work with traders and engineers to deploy research into production‑grade systems.
- Enhance historical replay engines, real‑time data ingestion, and performance dashboards.
- Research cross‑market correlations, arbitrage, and structured liquidity opportunities.
What We’re Looking For
- Education: MSc/PhD in Mathematics, Physics, Computer Science, or Financial Engineering.
- Markets Expertise: Experience in FX, commodities, or crypto (spot and derivatives).
- Programming: Strong Python for modeling; C /Rust/Java for performance‑critical systems.
- Systems Thinking: Experience with OMS/PMS architecture, FIX APIs, and market microstructure.
- Quant Foundations: Time‑series modeling, stochastic processes, and pricing/risk analytics.
- Mindset: Ownership‑driven, detail‑oriented, and comfortable working in a fast‑paced, high‑impact environment.
Bonus Points
- Experience at a prop shop, hedge fund, or electronic trading desk.
- Knowledge of low‑latency architecture, exchange connectivity, and real‑time data pipelines.
- Familiarity with AWS / cloud orchestration and distributed compute.
- Experience with execution benchmarking and cross‑venue liquidity models.
Why Join Us
- Build the Core: Architect the execution stack powering institutional‑grade trading.
- Cross‑Asset Exposure: Crypto, FX, commodities, and tokenized assets.
- Direct Impact: Design, ship, and measure systems that drive real trading performance.
- Collaborative Culture: Work with experienced quants, traders, and engineers globally.
- Innovation‑Driven: Push the boundaries of liquidity, compute, and market structure.
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