Market Making / Quant Offline

We are seeking a Market Making Quant Developer to design, implement, and optimize high-frequency trading strategies that enhance liquidity and market efficiency across centralized exchanges (CEXs) and decentralized exchanges (DEXs). This role involves developing quantitative models, execution algorithms, and real-time risk management systems to ensure seamless, low-latency trading performance.

The ideal candidate has a strong background in quantitative finance, algorithmic trading, and low-latency execution, with experience in building market-making strategies that dynamically adjust to liquidity, volatility, and order flow conditions.