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Overview
Join Monaco Trading as a Lead Quantitative Developer to shape risk management frameworks and core risk engines across diverse products and asset classes in a hybrid work environment. Built by Wall Street veterans and crypto-native builders from Tier1 institutions, Monaco powers spot, perps, and prediction markets on a unified execution engine — purpose-built for performance, compliance, and capital efficiency spanning across asset classes. This goes beyond just another exchange, and establishes the next-generation global trading network.
Key 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.
Who You Are
- •6+ years of experience across systematic trading and/or quant-dev roles, ideally cross-asset (crypto + traditional asset classes)
- •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
Bonuses
- •Prior experience on an exchange risk management team
- •Understanding of low-level architecture / hardware optimization
Skills
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