Remote-First Quantitative Liquidity Engineer (Cross-Chain)

Delphiventures; United States; Remote; USD 180,000 - 260,000; Full time

Benefits offered by this job

Competitive salary

Equity package

Health benefits

Unlimited PTO

Remote-friendly culture

Job summary

Relay is seeking a quantitative generalist to own analysis, model development, validation, and live operation across liquidity, pricing, and risk of cross-chain assets. You will build portfolio-management and hedging models, optimize execution and rebalancing, and design client pricing with rigorous production deployment.

This is a high-ownership role requiring strong Python/SQL and risk discipline, with work across chains, wallets, and bridges.

Qualifications

• 3–5+ years in quantitative development, research, trading, or portfolio management.
• Strong Python and SQL with production-grade skills.
• Understanding of capital markets, liquidity, and risk.
• Ability to translate questions into measurable objectives and rules.

Responsibilities

• Build portfolio-management and inventory-allocation models across assets, chains, venues, and liquidity systems.
• Develop delta-hedging policies and risk rules within the liquidity framework.
• Model capital requirements and opportunity costs to optimize value.
• Backtest, validate, and productionize model logic with observability and rollout controls.

Skills

Quantitative development

Quantitative research

Trading

Market making

Portfolio management

Risk

Python

SQL

Tools

Python

SQL

Job description

Relay is seeking a quantitative generalist to own analysis, model development, validation, and live operation across liquidity, pricing, and risk of cross-chain assets. You will build portfolio-management and hedging models, optimize execution and rebalancing, and design client pricing with rigorous production deployment.

This is a high-ownership role requiring strong Python/SQL and risk discipline, with work across chains, wallets, and bridges.