Description

We are hiring a Quant Trader/ Portfolio Manager to run and scale systematic / quant crypto strategies to a live book of US$100 million or above.

This is a PM seat, not a research-only role. You will own research, implementation, risk, and live trading. The firm provides capital, execution infrastructure, and risk overlay. You bring the strategy, a defensible track record, and a clear path to scale.

What you will do

1. Run quantitative crypto strategies (spot, perps, options, and/or basis/funding as relevant)
2. Scale existing sleeves and/or launch new ones toward US$100M+ with explicit capacity and liquidity analysis
3. Operate inside a formal risk framework (limits, drawdowns, leverage, venue and counterparty exposure)
4. Work with execution and engineering to industrialise the book
5. Report PnL, risk, and attribution to the CIO / risk committee

What we need

1. Track record managing or co-managing quant crypto strategies, with a credible path to US$100M+ (live capital preferred)
2. Evidence the edge survives size: capacity study, venue liquidity, cost/slippage at scale
3. Strong quant foundation and production-grade Python (C++/Rust a plus where latency matters)
4. Deep crypto market-structure knowledge (CEX/DEX, funding, liquidation regimes, venue/operational risk)
5. Risk-adjusted mindset - measured on Sharpe, drawdown, and capacity, not headline PnL alone