Sei Labs
Monaco Trading - Lead Quantitative Developer
New York City
Sponsorship not specifiedDetected 127 days ago
Rust
About the role
- We are looking for a Lead Quantitative Developer, with experience in designing and implementing systematic risk management frameworks.
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.
- 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)
- You will be entrusted with shaping the design, implementation, and maintenance of the core risk engines for Monaco across a variety of products and asset classes.
- This is an opportunity to work directly with the founders, and deliver a best-in-class trading experience.
Nice to have
- 6+ years of experience across systematic trading and/or quant-dev roles, ideally cross-asset (crypto + traditional asset classes)
- Must be proficient in Rust
- High agency individual that is able to ideate and execute, while balancing breadth and depth of technical understanding
Apply directly at Sei Labs →Create a free account for alerts like thisView Sei Labs immigration profile
This listing is sourced directly from Sei Labs's careers page and normalized into a canonical job model.