Remote
Quantum Labs is a proprietary Automated Market Maker (propAMM) operating at the intersection of quantitative finance and decentralized trading with billions in volume. Having established our core liquidity and market making strategies within Solana spot markets, we are scaling our trading operations into new venues and asset classes.
We are expanding our quantitative capabilities across tokenized stocks, perpetual futures, and prediction markets. We build lean, low latency execution engines natively in Rust and, with our deep understanding of blockchain architecture, we capture alpha and deliver liquidity.
This is a full-time role for an experienced quantitative researcher/developer who wants to work across research, backtesting, and production trading systems.
Design, backtest, and deploy market making strategies and predictive signals.
Refine existing Solana market making models and help lead quantitative expansion into perpetual swaps, prediction markets, and tokenized equities.
Work across the full lifecycle: high frequency order book and onchain data analysis, predictive alpha and statistical arbitrage modeling, risk and inventory tuning, and production grade Rust execution systems.
Strategy development: Research, build, and optimize market making, statistical arbitrage, and other strategies across spot, perps, prediction markets, and tokenized assets.
Predictive modeling: Develop short term predictive signals, feature sets, and order flow toxicity models using statistical and machine learning methods.
Risk and inventory mechanics: Design dynamic quoting engines, automated inventory management, optimal spread parameters, and liquidation models.
Backtesting and simulation: Build high fidelity simulation frameworks to stress test execution logic, slippage, and strategy performance against historical market microstructure data.
Production Rust engineering: Translate research models into low latency production systems, order routing modules, and venue connectors.
Proven track record: Experience in market making or systematic trading at a quantitative trading firm, prop shop, or DeFi market maker.
Core tech stack: Expert proficiency in Rust for high throughput, latency sensitive production systems, plus strong Python for rapid research, backtesting, and data analysis. Minimum 3 years of Rust experience required.
Domain expertise: Deep understanding of order book microstructure, perp market dynamics, funding rate arbitrage, order flow toxicity, and AMMs.
Mathematical foundation: Strong background in probability, statistics, time series modeling, or stochastic calculus.
Degree: Minimum bachelors in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.
Hands-on experience market making on Solana, Hyperliquid, or other high throughput L1/L2 venues.
Experience modeling prediction markets such as Polymarket or tokenized real world assets.
Familiarity with cross venue arbitrage, hedging mechanics, and low latency websocket or RPC networking.
Benefits
Competitive salary and gracious PTO
Profit share and potential equity based on performance
Flexible working hours
Opportunity to work on cutting edge blockchain technology in the finance industry
Collaborative team culture with opportunities for professional growth and development
Team offsites and meetups
How we hire
Please share examples of strategies, systems, or research work you have built that are relevant to this role.
If you have public profiles or code samples, include them in your application.