Treasury Quantitative Trader

Location: New York Preferred, Zurich, or London (Remote/Hybrid Considered) Type: Permanent  

Role Overview

We are hiring a Treasury Quantitative Trader to own and operate market-neutral crypto strategies within a defined institutional risk framework.

This is a hands-on trading role focused on funding arbitrage, basis trades, calendar spreads, and cross-venue relative value strategies across centralized and decentralized venues.

You will be responsible for portfolio construction, execution, capital efficiency, and drawdown control while supporting institutional SMA and fund mandates.

Key Responsibilities

• Run and manage market-neutral funding and basis books across CEX and DEX venues

• Own position sizing, leverage, hedging, and exposure management with strict neutrality discipline

• Monitor funding regimes, futures curves, borrow costs, liquidity, and cross-venue dislocations

• Optimize collateral allocation and margin efficiency across venues

• Scale, rotate, or reduce risk dynamically as market conditions evolve

• Partner with risk, operations, and engineering to enhance OMS/EMS workflows, automation, alerts, and monitoring

• Maintain institutional-grade processes including pre-trade controls, post-trade analytics, reconciliations, and audit readiness

• Contribute to strategy refinement and new opportunity assessment

Requirements

• 3+ years of hands-on experience in crypto derivatives, market-neutral, or relative-value trading

• Demonstrated experience running funding-rate and/or basis strategies with real capital

• Strong understanding of perpetual mechanics, futures term structure, liquidation dynamics, and margin optimization

• Experience managing capital across multiple venues with operational discipline

• Familiarity with institutional custody and collateral frameworks (e.g., Fireblocks, Copper, Anchorage, or equivalent)

• Comfortable working alongside quants and engineers on execution systems and data

• Calm under volatility; process-driven and disciplined within defined risk limits

• Clear communicator capable of explaining strategy, risk, and performance to stakeholders

Preferred Experience

• Statistical arbitrage or volatility arbitrage background

• Multi-strategy or pod-based market-neutral experience

• Exposure to regulated or institutional client environments

• Strong familiarity with both CeFi and DeFi market structure