Quantitative Portfolio Manager (DeFi)

TL;DR

Quantitative Portfolio Manager (DeFi/CeFi): Design, own, and scale differentiated alpha strategies across digital asset markets with an accent on options, market making, funding arbitrage, basis trades, and statistical arbitrage. Focus on identifying opportunities in DeFi-native instruments and on-chain RWA markets, translating traditional relative-value frameworks into crypto-native environments, and deploying strategies on venues like Hyperliquid.

Location: Remote Worldwide (NYC office available)

Salary: $175,000–$225,000 base + performance-driven bonus tied to PnL

Company

Research-driven firm combining traditional risk discipline with crypto-native expertise to capture value in digital assets through scientific methodology and adaptive models.

What you will do

• Design, deploy, and manage quantitative trading strategies across CeFi and DeFi venues
• Own portfolio construction, execution, sizing, hedging, and risk management for multiple strategy types
• Trade and refine strategies in options, market making, funding arbitrage, basis trades, and statistical arbitrage
• Identify opportunities in DeFi-native instruments, on-chain RWA markets, and tokenized commodities
• Develop relative-value strategies adapting traditional frameworks to crypto and on-chain environments
• Partner with quant researchers, engineers, and trading leadership to enhance execution, tooling, and workflows
• Monitor liquidity, funding, volatility, spreads, borrow dynamics, and market dislocations

Requirements

• Proven experience as Quantitative Portfolio Manager, Quant Trader, or equivalent in liquid markets
• Strong understanding of CeFi and DeFi market structure
• Demonstrated experience in options, market making, funding arbitrage, basis trading, or statistical arbitrage
• Evidence of building or contributing to proprietary strategies
• Strong grasp of execution, portfolio construction, and drawdown control in risk-aware frameworks
• Experience managing strategies across centralized and decentralized venues
• Strong programming in Python (C++ preferred)
• Ability to communicate strategy logic, risk, and performance to technical and non-technical stakeholders

Nice to have

• TradFi background transitioned to digital assets
• Experience in RWA-related on-chain opportunities
• Familiarity with DeFi-native instruments for unique alpha
• Background in systematic options trading, quant market making, or cross-venue relative value
• Exposure to institutional-grade quant research or trading environments

Culture & Benefits

• Research-driven culture emphasizing scientific methodology, collaboration, and adaptive research
• Hands-on senior role at the intersection of market data, quant methods, and real-time trading
• Performance-driven compensation with upside tied to strategy PnL contribution
• Team philosophy viewing volatility as opportunity through data expertise and market intuition