Quant Developer

Confidential; Singapore; On-site; SGD 180,000 - 260,000; Full time

Benefits offered by this job

Top-tier compensation

Unlimited vacation

Benefits tailored by country

Flat structure with minimal meetings

Job summary

Decim is building the Everything Store for Finance, a high-performance platform enabling pricing, risk and trading across 250+ markets with zero fees. We operate with a lean team and no traditional managers, focusing on code and engineering excellence.

You will bridge rigorous financial engineering with scalable backend systems at production scale. As a Quantitative Developer, you will architect pricing and market data infrastructure, delivering low-latency systems that handle live order flow

Qualifications

• Strong production experience with low-latency, high-throughput backends.
• Experience with time-series DBs and message buses.
• Experience on production trading systems at exchanges or crypto venues.
• Options pricing knowledge or exposure is a plus.

Responsibilities

• Market Data Systems: build/maintain data infra for pricing, risk, research with real-time tick capture and low-latency replay.
• Pricing Infrastructure: design/implement pricing models for derivatives with low latency and observability.
• Trading Algorithms: contribute to strategies powering the protocol vault.
• Risk and Analytics Backend: monitor real-time risk across the platform.
• Research-to-Production Pipeline: convert models to live production with backtesting and controlled deployment.

Skills

Low-latency systems

Backend development

Time-series databases

Kafka/NATS/Redpanda

Options pricing (preferred)

Crypto/derivatives domain

Tools

Kafka

Redpanda

NATS

Backtesting infra

Job description

About the Company

We are building the Everything Store for Finance. We have combined three powerful financial primitives: Exchange, Asset Management, and Borrow/Lend, all seamlessly composable and accessible through one unified account that uses your entire portfolio as collateral, including spot and derivative assets. Trade 250+ markets on a super exchange with zero fees, better-than-CEX liquidity, and institutional-grade privacy, all built on a blazingly fast blockchain.
Backed by top-tier investors, we are scaling fast and building a team of mission-driven engineers to redefine what is possible in decentralised finance. There are no product managers, no managers, no 1:1s. Just code. You will work directly with our CEO and a small, elite team of builders every day, pushing the limits of performance and UX.

Platform scale:

• $200B+ lifetime volume
• $1.2B+ average daily volume
• $60M+ total value locked

About the Role

As a Quantitative Developer, you will be a primary architect of the pricing and market data infrastructure that powers the platform. You will be solving one of the hardest problems in crypto derivatives: building high-fidelity, low-latency pricing, risk, and quoting systems that operate reliably across 250+ markets at production scale. You will bridge the gap between rigorous financial engineering and the high-performance backend systems required to deliver it.

Key Responsibilities

• Market Data Systems: build and maintain the data infrastructure that supports pricing, risk, and research, including real-time tick capture, cross-venue normalisation, historical storage, and low-latency replay for backtesting
• Pricing Infrastructure: design and implement pricing models for derivatives; ensure correctness, low latency, and observability
• Trading Algorithms: contribute to the development, improvement, and monitoring of the strategies underpinning the protocol vault
• Risk and Analytics Backend: implement services that monitor risk in real time across the platform
• Research-to-Production Pipeline: transition models from research environments into production services capable of handling live order flow, applying rigorous backtesting, controlled deployment, and ongoing monitoring

Requirements

• Strong production experience building low-latency, high-throughput backend services, with demonstrated ability to operate and debug them under load
• Experience with time-series databases, message buses (such as Kafka, Redpanda, or NATS), and the operational realities of high-volume market data
• Prior experience working on or alongside production trading systems at an exchange, proprietary trading firm, market maker, HFT firm, or comparable crypto-native venue
• Demonstrated ability to take responsibility for a domain end to end, with limited specification or supervision
• Options experience (preferred): knowledge or direct experience with options pricing, volatility surface construction, or options market making

Benefits

• Top-tier competitive compensation
• Unlimited vacation
• Comprehensive benefits packages tailored by country
• Flat structure with no unnecessary meetings