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Quant / Trading Engineer
USA
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Location: US remote preferred, open to Europe for strong candidates

Remote | Full time

Compensation: Competitive


We are hiring on behalf of our client who is building a foundational layer for the next generation of financial markets: perpetual markets based on onchain economic activity. Instead of merely pricing assets or narratives, their platform allows traders and autonomous agents to take directional exposure to the growth or decay of applications, protocols, and infrastructure within the onchain economy.


They deploy directly into the Hyperliquid ecosystem, optimizing discovery and execution through their dedicated application. As a member of their early-stage team, you will work at the intersection of quantitative finance, crypto market structure, and high-performance onchain data systems. Your mission is to build the signal layer and APIs that make autonomous trading agents materially more effective. You won’t just be moving data; you’ll be converting raw market behavior into high-fidelity, agent-readable signals.



What You Will Do

  • Methodology Design: Define and document rigorous index methodologies that convert raw onchain data into reliable market prices.
  • Resilience Engineering: Design sophisticated smoothing, normalization, and aggregation logic specifically engineered to resist price manipulation and "outlier" volatility.
  • Pipeline Implementation: Build and manage high-integrity oracle pipelines, overseeing data quality, update frequency, and robust failover mechanisms.
  • Market Lifecycle: Collaborate closely with product and engineering teams to specify, launch, monitor, and iterate on new perpetual markets.
  • Security & Integrity: Conduct adversarial thinking to identify potential attack vectors in data sources and price calculation logic.



Requirements

  • Index & Pricing Expertise: Proven experience designing indices, oracle systems, or complex market data products. You understand how to turn "noisy" data into a clean price feed.
  • Quantitative Rigor: A strong mathematical background with the ability to apply statistical methods to data normalization and manipulation resistance.
  • Engineering Execution: Hands-on experience building and maintaining production-grade data pipelines where correctness is mission-critical.
  • Adversarial Reasoning: You can think like a malicious actor to anticipate how incentives and data integrity could be compromised in a decentralized environment.
  • Market Intuition: A deep understanding of derivatives and market structure. While Hyperliquid experience is not required, you must understand the mechanics of perpetuals and price discovery.
  • Crypto-Native: Familiarity with the onchain ecosystem is strongly preferred. However, we will consider candidates with exceptional experience in traditional pricing and index construction for highly volatile assets.



Benefits

  • Foundational Role: Influence the core architecture of a new financial primitive from day one.
  • Early-Stage Equity: Significant ownership in a project building at the frontier of the Hyperliquid ecosystem.
  • Remote-First & Autonomous: Work from anywhere with a team that values high-context, low-meeting productivity.
  • Cutting-Edge Problem Space: Solve unique challenges in "agent-readable" finance and onchain economic modeling.
  • Professional Growth: Direct collaboration with founders and leaders in the quantitative finance and crypto-infrastructure space.



Interview Process

  1. Founder / CEO Interview: Introduction to the vision, mission, and cultural alignment.
  2. Hiring Manager Interview: A technical deep dive into your experience with oracles, indices, and data integrity.
  3. Technical Assignment: A practical exercise focused on designing an index methodology or price aggregation logic.
  4. Final Interview: Comprehensive review with the broader team and final alignment.


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