Quant Engineer

Senior Quantitative Engineer | Perpetual DEX ? US / HK / SNG (Remote Considered) | $150k–$200k+ base + heavy equity

DeFi is eating derivatives trading. Be the one building it.

Perpetual DEX volume has exploded. On-chain derivatives are no longer a curiosity — they’re a genuine threat to centralised exchanges, and the best teams are pulling ahead fast. Our client is one of them.

This is a rare opportunity to join a well-capitalised, high-performance DEX at the infrastructure level — not maintaining legacy systems, but building the risk and margin engines that determine whether a protocol survives a volatile market.

What you’ll be doing

You’ll own the quantitative and systems side of the exchange — think margin models, risk frameworks, and the low-level trading infrastructure that keeps everything running under pressure. This isn’t a research role. You’ll be shipping code in Rust and C++ that lives on-chain and handles real money.

• Design and build margin and risk systems for a live perpetual futures exchange
• Work across the quant and engineering boundary — both disciplines matter here
• Contribute to protocol-level decisions on how risk is priced and managed
• Collaborate with a tight, senior team that came from top CEXs and DeFi protocols

Who they’re looking for

• 2–3 years in a quant or trading systems role at a centralised exchange, perp DEX, or market making firm
• Hands-on Rust or C++ — this is non-negotiable
• Deep understanding of margin systems and derivatives risk
• DeFi experience or genuine conviction in where the market is going
• Based in or willing to relocate to the US, Hong Kong, or Singapore (flexibility for the right person)

Compensation

• Outside NYC: $150k–$200k base + significant equity
• NYC: Above band, discussed case by case
• Chain matters here — comp structure reflects where you’re based