Quantitative PM

Quantitative Portfolio Manager

Location: Remote Worldwide (NYC office available) Type: Permanent

Role Overview

We are hiring a Quantitative Portfolio Manager to design, own, and scale differentiated alpha strategies across digital asset markets within a disciplined risk framework.

This is a senior, hands-on role for a portfolio manager with strong exposure to CeFi and DeFi market structure, and deep familiarity with options, market making, funding arbitrage, and statistical arbitrage. We are especially interested in candidates with exclusive or proprietary strategies, particularly those who can translate traditional relative-value and funding frameworks into DeFi-native instruments and emerging on-chain RWA markets.

A strong area of interest is identifying and deploying basis and funding-style opportunities in tokenized commodities and other real-world assets, including strategies built on venues such as Hyperliquid.

You will work at the intersection of scientific methodology, real-time market data, and adaptive research, helping transform complex market dislocations into consistent, risk-adjusted returns across market cycles.

Key Responsibilities

• Design, deploy, and manage quantitative trading strategies across CeFi and DeFi venues
• Own portfolio construction, execution, sizing, hedging, and risk management across multiple strategy types
• Trade and refine strategies across options, market making, funding arbitrage, basis trades, and statistical arbitrage
• Identify differentiated opportunities in DeFi-native instruments and on-chain RWA markets
• Develop relative-value strategies that translate traditional market structure into crypto-native and on-chain environments
• Explore and capture commodities basis and funding-style dislocations on emerging venues, including Hyperliquid
• Partner closely with quant researchers, engineers, and trading leadership to improve execution, tooling, and research workflows
• Monitor liquidity, funding regimes, volatility structure, cross-venue spreads, borrow dynamics, and structural dislocations
• Contribute to the evolution of portfolio methodology, idea generation, and strategy expansion across market regimes

Requirements

• Proven experience as a Quantitative Portfolio Manager, Quant Trader, or equivalent strategy owner in liquid markets
• Strong understanding of CeFi and DeFi market structure
• Demonstrated experience across several of the following: options, market making, funding arbitrage, basis trading, and statistical arbitrage
• Evidence of building, running, or materially contributing to proprietary / differentiated strategies
• Strong grasp of execution, portfolio construction, and drawdown control within a risk-aware framework
• Experience managing strategies across centralized and decentralized venues
• Strong programming capability in Python
• C++ is preferred, but not mandatory
• Clear ability to communicate strategy logic, risk, and performance to both technical and non-technical stakeholders

Preferred Experience

• TradFi background with a successful transition into digital assets
• Candidates with both traditional markets experience and crypto-native experience
• Experience trading or researching RWA-related opportunities on-chain
• Familiarity with DeFi-native instruments that offer structurally unique alpha
• Background in systematic options trading, quant market making, or cross-venue relative value
• Exposure to institutional-grade research, trading, or portfolio environments
• Strong understanding of how quantitative methods can be applied across both conventional and emerging digital asset markets

About the Opportunity

This role sits within a team that combines traditional risk discipline with crypto-native expertise, supported by a research-driven culture and a strong quantitative foundation.

The broader philosophy is rooted in the belief that digital assets, like traditional financial instruments, are shaped by human behavior, structural inefficiencies, and recurring dislocations. Through rigorous scientific methodology, collaborative research, and adaptive models, the team seeks to transform real-time market data into robust strategies capable of capturing value across a wide range of market conditions.

This is an opportunity to join a firm that views volatility not as noise, but as opportunity — and that applies deep data expertise, innovation, and market intuition to pursue superior risk-adjusted returns.

Compensation

• Base: $175,000 – $225,000
• Bonus: Performance-driven upside with compensation tied to PnL contribution