Lead Quantitative Developer for Monaco Research shaping core risk management frameworks in crypto trading. Designing robust multi-instrument margining system and growing new products with risk-first approach.
Responsibilities
Leading the design and implementation of the core risk engine, including a robust multi-instrument margining system, that encompasses crypto + RWA assets
Shaping the design and growth of additional products (DOVs, iterative looping vaults, etc) with a risk-first approach.
Requirements
6+ years of experience across systematic trading and/or quant-dev roles
Deep understanding of crypto market microstructure (including oracle design), risk management frameworks used across existing CEXs/DEXs, as well as traditional finance models (VaR based tests, SPAN, SIMM, etc)
Must be proficient in Rust
High agency individual that is able to ideate and execute, while balancing breadth and depth of technical understanding
Prior experience on an exchange risk management team (bonus)
Understanding of low-level architecture / hardware optimization (bonus)
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