Monaco Trading - Lead Quantitative Developer

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

• Prior experience on an exchange risk management team
• Understanding of low-level architecture / hardware optimization