Senior Quantitative Developer

Rising Fund – Quantitative, Market-Neutral Digital Asset Hedge Fund | Global, RemoteAbout the FirmRising Fund is a quantitative, market-neutral digital asset hedge fund focused on systematic alpha generation across CeFi and DeFi markets. Our strategies span HFT, MFT, basis arbitrage, volatility carry, statistical arbitrage, and hedged DeFi yield, with an uncompromising focus on risk management, capital preservation, and scalable infrastructure.We operate with an institutional mindset—production-grade systems, rigorous research, disciplined execution, and robust risk controls.Role OverviewWe are seeking a Senior Quantitative Developer / Quant Trader to design, implement, and operate low-latency, systematic trading strategies across centralized and decentralized crypto markets.This role sits at the intersection of quantitative research, execution engineering, and risk-aware portfolio construction , working closely with the Fund Principal and investment leadership.Key ResponsibilitiesSTRATEGY & QUANTITIVE RESEARCH1- Design, implement, and operate market-neutral quantitative strategies, including:Perp–spot and cross-exchange basisFunding rate arbitrageVolatility carry and dispersionStatistical arbitrage (pairs, baskets, cointegration)Hedged DeFi yield strategies2- Develop alpha signals using:Price action and market microstructureOrder book imbalance and liquidity metricsFunding rates, open interest, and positioning dataRegime detection and volatility filters3- Analyze alpha decay, turnover, capacity, and scalability.EXECUTION & TRADING SYSTEMS1- Build and optimize low-latency execution systems in Go for live trading.2- Design and maintain:Order Management Systems (OMS)Smart Order Routing (SOR)Exchange-specific execution logic3- Optimize execution quality through:Slippage and market impact reductionQueue positioning and order placement logicFee tier optimization and rebate capture4- Implement robust risk-aware execution controls, including kill-switches and throttles.CEFI & DEFI TRADING1- Trade and integrate across:Spot, perpetuals, futures, and optionsMajor centralized exchanges and prime brokers2- Design and manage DeFi strategies involving:AMMs (Uniswap v3, Curve)Lending protocols (Aave, Compound)Perpetual DEXs3- Incorporate on-chain execution costs, MEV awareness, and protocol-specific risks.BACKTESTING & SIMULATION1- Build and maintain tick-level backtesting frameworks in Python.Accurately model:Fees, funding, and rebatesPartial fills and order book dynamicsLatency, slippage, and exchange-specific rules2- Perform Monte Carlo simulations, stress testing, and regime analysis.RISK & PORTFOLIO MANAGEMENT1- Implement strategy-level and portfolio-level risk controls, including:Exposure and leverage limitsDrawdown and tail-risk monitoringCorrelation and concentration analysis2- Support volatility targeting, capital allocation, and portfolio optimization decisions.Required Skills1- CODING & SYSTEMS ENGINEERINGGo (Primary – Production & Execution)Low-latency, concurrent system designOMS, execution engines, and market data pipelinesEfficient memory management and profilingNetwork programming (WebSocket / streaming APIs)Lock-free or low-contention data structuresPython (Primary – Research & Simulation)NumPy, pandas / polars for vectorized analysisBacktesting and simulation framework developmentData cleaning, feature engineering, and research pipelines2- QUANTITIVE RESEARCH & MODELINGAlpha signal development and validation:Mean reversion, momentum, funding and basis signalsVolatility and regime-based strategiesTime-series analysis:Stationarity testingCointegrationSignal decay and turnover analysisPortfolio construction with transaction costs and constraintsStrong statistical validation and overfitting controls3- MARKET MICROSTRUCTURE & EXECUTIONOrder book dynamics and queue mechanicsPassive vs aggressive execution trade-offsSlippage and impact modelingExchange-specific behaviors, fee structures, and liquidity profiles4- MATHEMATICS & STATISTICSProbability theory and linear algebraOptimization techniquesBasic stochastic processesRisk metrics (volatility, drawdown, CVaR)5- INFRASTRUCTURE & TOOLINGLinuxDocker and CI/CD workflowsCloud basics (AWS / GCP)Monitoring, logging, and alerting systemsExperience Requirements 3–8+ years in systematic trading, HFT, or quantitative development.Proven experience running live trading strategies in production.Strong understanding of PnL attribution, drawdowns, and failure modes.Crypto markets experience (CeFi and/or DeFi) strongly preferred.LOCATIONRemote - Global Role