(Sr.) Quant Developer - Pricing

Responsibilities

• Implement mark price algorithms that reflect fair value and ensure stability under volatile market conditions.
• Build and maintain index methodologies (e.g., VWAP, TWAP, median-based) for use in settlement, funding rate calculation, and NAV determination.
• Support market making and risk systems with accurate and timely price feeds and model calibration, continuously integrating new pricing sources based on business requests to enhance coverage and stability.
• Conduct statistical and time-series analysis of price data to detect anomalies, latency patterns, or market manipulation.
• Work with exchange infrastructure to ensure low-latency data capture, normalisation, and cross-venue synchronisation.
• Collaborate with devops and infra teams to deploy production-ready Java code on trading systems.
• Backtest and monitor model performance; propose data-driven improvements to ensure accuracy and robustness.
• Document methodologies and contribute to internal pricing standards across the firm.

Requirements

• An interest in crypto markets and systematic trading.
• 5+ years of hands-on experience with Java development.
• Experience in real-time systems or financial/trading environments.
• Understanding of multi-threading, concurrency, and low-latency system design.
• Knowledge of data structures, algorithms, and design patterns.
• Strong analytical and problem-solving skills.
• Excellent communication and teamwork skills.

Nice to have

• Experience working on crypto trading systems.
• Knowledge of crypto market instruments, such as perpetual futures.
• Familiarity with cloud platforms.
• Exposure to market data feeds and trading APIs.
• Knowledge of databases, including SQL and NoSQL.
• Experience in other scripting languages, like Python, for backtesting or tooling.
• Understanding of risk management in trading systems.