Staff Quantitative Engineer - Markets & Index Design
Staff Quantitative Engineer (Onchain Market Primitives)
Location: Remote - US remote preferred, open to Europe for strong candidates
Compensation: Competitive
About the Company We are building a foundational layer for perpetual markets centered on onchain economic activity. Instead of pricing speculative assets or narratives, our platform allows traders and autonomous agents to take directional exposure to the growth or decay of the onchain economy—including protocols, infrastructure, and capital flows. Our markets are deployed directly into the Hyperliquid ecosystem, with discovery and execution optimized through a dedicated application suite. This is early, foundational work at the intersection of quantitative finance, crypto market structure, and onchain data systems.
Role Overview We are seeking a Staff Quantitative Engineer to own the design and evolution of our core market primitives. This is not a research-only or support role; you will own markets end-to-end, from first-principles design and specification to post-launch iteration based on real trading behavior. As a technical lead and thought partner to the founders, you will set the standard for how we design indexes, oracles, and market integrity systems.
What You’ll Own