Internal Quant Trader - Delta-Neutral Market Making

Monad Foundation; Greater London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A next-gen trading platform is seeking an Internal Quantitative Trader to design and implement delta-neutral market-making strategies. This role involves managing capital risks and ensuring efficient liquidity in a volatile market. Ideal candidates have over 3 years of experience in quantitative trading, strong analytical skills, and proficiency in Python or Rust. Join a fast-paced team dedicated to fostering innovation in decentralized finance.

Benefits

Competitive base salary

Performance incentives

Remote-flexible work culture

Qualifications

• 3+ years of experience in quantitative trading or market making.
• Strong understanding of inventory risk in derivatives markets.
• Experience with crypto or FX trading.

Responsibilities

• Design and implement automated market making strategies.
• Manage capital allocations and position risk.
• Monitor inventory and exposure based on market conditions.
• Collaborate with engineering and product teams.

Skills

Quantitative trading experience

Delta-neutral hedging

Python

Risk management

Analytical skills

Tools

Rust

Job description

A next-gen trading platform is seeking an Internal Quantitative Trader to design and implement delta-neutral market-making strategies. This role involves managing capital risks and ensuring efficient liquidity in a volatile market. Ideal candidates have over 3 years of experience in quantitative trading, strong analytical skills, and proficiency in Python or Rust. Join a fast-paced team dedicated to fostering innovation in decentralized finance.