Quantitative Systems Engineer

We’re looking for an elite Quantitative Systems Engineer who can architect, simulate, and build the core of our Perpetuals and AMM engine — the same level of sophistication seen in platforms like Hyperliquid, Drift, and dYdX v4.

You’ll design the systems that power on-chain trading with sub-second latency, tight spreads, and scalable liquidity.

What You’ll Do

• Architect and implement high-performance trading infrastructure (matching engine, margin systems, funding rate models, risk & liquidation logic).
• Design and optimize AMM and hybrid vAMM/order-book models for perps and spot markets.
• Simulate liquidity and volatility to minimize spreads and maximize execution quality.
• Build and maintain scalable data streams using Rust, Golang, Kafka, and Redis.
• Work closely with the quant and product teams to translate mathematical models into production systems.
• Profile, benchmark, and optimize critical paths for latency and throughput.
• Contribute to the design of our custom Solana-based execution layer / rollup.

What You’ll Need

• 5–10+ years in backend, trading infrastructure, or quant systems engineering.
• Mastery of Rust, Golang, or C++ — deep understanding of systems-level performance.
• Strong background in math, finance, or physics (AMM design, risk models, funding rates).
• Experience building DEXs, perps, or HFT-style trading engines.
• Understanding of DeFi primitives: oracles, collateral management, liquidation mechanics.
• Proven ability to design, simulate, and optimize AMM curves and liquidity models.
• Obsessed with latency, correctness, and efficiency.