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Lead Quantitative Developer at sei-labs | New York City

sei-labsNew York City
On-site Full-time

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Experience Level

Manager

Qualifications

6+ years of experience in systematic trading and/or quantitative development, ideally with exposure to both crypto and traditional asset classes. Demonstrated expertise in crypto market microstructure, risk management frameworks, and proficiency in Rust programming is essential. A proactive mindset and the ability to innovate are highly valued.

About the job

About Monaco

Experience lightning-fast execution and unmatched institutional depth with Monaco. Our platform, crafted by seasoned Wall Street professionals and innovative crypto builders from top-tier institutions, offers a comprehensive trading ecosystem for spot, perpetual contracts, and prediction markets. Our state-of-the-art execution engine is designed with a focus on performance, compliance, and capital efficiency, uniting diverse asset classes into a seamless trading experience. More than just an exchange, Monaco is establishing the future of a global trading network.

The Role

We are seeking a Lead Quantitative Developer to spearhead the design and implementation of systematic risk management frameworks. In this pivotal role, you will be responsible for the architecture, execution, and upkeep of Monaco's central risk engines across various products and asset classes. This is a unique opportunity to collaborate closely with our founders and contribute to delivering an unparalleled trading experience.

Key Responsibilities

  • Direct the design and development of the core risk engine, including a sophisticated multi-instrument margining system that integrates both crypto and real-world assets.

  • Influence the design and expansion of additional products (e.g., Decentralized Options Vaults, iterative looping vaults) with a priority on risk management.

Who You Are

  • Over 6 years of experience in systematic trading and/or quantitative development roles, particularly across diverse asset classes including both crypto and traditional markets.

  • A thorough understanding of crypto market microstructure (including oracle design) and the risk management frameworks employed in existing centralized and decentralized exchanges, alongside traditional finance models (such as VaR, SPAN, SIMM).

  • Proficient in Rust programming language.

  • A proactive individual capable of generating ideas and executing them while maintaining a solid grasp of technical intricacies.

  • Bonus qualifications:

    • Previous experience on an exchange risk management team.

    • Knowledge of low-level architecture and hardware optimization.

About sei-labs

Monaco is at the forefront of revolutionizing trading with its sub-millisecond execution capabilities and deep institutional expertise. Founded by industry veterans and innovative developers, our platform caters to a wide array of trading styles while ensuring capital efficiency and compliance across multiple asset classes. Join us in shaping the future of global trading.

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