Quantitative Developer

TechChain Talent; Singapore; On-site; SGD 150,000 - 230,000; Full time

Benefits offered by this job

Unlimited vacation

Comprehensive benefits by country

Flat structure with no unnecessaryMeet

Job summary

TechChain Talent is hiring a Quantitative Developer to architect pricing and market data infrastructure for a 250+ market crypto platform. You will build high-fidelity, low-latency pricing, risk, and quoting systems and bridge financial engineering with production backends.

You will own data pipelines, pricing models, trading algorithms, and risk analytics, deploying research-to-production pipelines with backtesting and monitored deployments.

Qualifications

• 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

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

Skills

Low-latency backend

Time-series data

Messaging systems

Trading systems experience

End-to-end ownership

Options pricing (preferred)

Tools

Kafka

Redpanda

NATS

Job description

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:

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
• Unlimited vacation
• Comprehensive benefits packages tailored by country
• Flat structure with no unnecessary meetings