Quantitative Trader

1 week ago

London, Greater London, United Kingdom aionex Full time £60,000 - £120,000 per year
About Perpl Perpl is a high-performance, orderbook-based perpetual DEX built on Monad, a next-gen EVM-compatible L1 designed for parallel execution. We're building the infrastructure to support CEX-grade trading experiences in a fully decentralized, transparent environment. Our mission is to create the most performant and capital-efficient trading venue on-chain. Backed by leading investors, Perpl is entering a key phase of deployment and growth, and we are expanding our internal trading operations to help bootstrap liquidity and stabilize the protocol in its earliest stages.
The Opportunity Perpl is seeking an Internal Quantitative Trader to design, implement, and operate delta-neutral market making strategies across Perpl's orderbook and vault system. This is a foundational role within our protocol trading team that will focus on providing consistent, risk-managed liquidity while targeting modest returns. You will play a critical part in supporting Perpl's early user experience, helping us build resilient and efficient markets from launch.
ResponsibilitiesDesign and implement automated market making strategies that remain delta-neutral across volatile conditionsActively manage capital allocations and position risk across Perpl's internal trading vaultsMonitor and adjust inventory, exposure, and quote behavior based on market conditionsCalibrate pricing, spread, and inventory management logic to meet target return/risk parametersAnalyze performance and iterate on models to improve efficiency, reduce adverse selection, and manage slippageCollaborate with engineering and product teams to integrate strategy logic with vault and execution infrastructureMaintain robust monitoring and alerting systems to ensure uptime, accuracy, and risk controlsProduce internal reports on liquidity provision, risk metrics, and trading outcomes
Requirements3+ years of experience in quantitative trading or systematic market making, ideally in crypto or FXStrong understanding of delta-neutral hedging, inventory risk, and capital efficiency in derivatives marketsProficiency in Python and/or Rust for strategy development and backtestingFamiliarity with perpetual futures, CLOB mechanics, and AMM vs orderbook tradeoffsExperience managing risk across volatile, low-liquidity environmentsStrong analytical skills and comfort working directly with execution data, tick data, and P&L decompositionSelf-directed, execution-focused, and aligned with the ethos of decentralized finance
Nice to HaveExperience operating internal trading books or protocol-aligned liquidity programsFamiliarity with LP vault architectures, automated rebalancing, or strategy delegationPrior experience in delta-neutral strategies involving on-chain and centralized venuesExposure to the Monad architecture or high-performance EVM chainsComfort with simulation environments and stress-testing liquidity scenarios
Why Join PerplShape the liquidity layer of a next-gen on-chain derivatives exchangeHigh-impact, zero-to-one role in a lean and fast-paced trading environmentAutonomy to implement strategies with real capital and measurable outcomesCompetitive base compensation with upside through performance incentives and token alignmentRemote-flexible team with a culture of experimentation, rigor, and first-principles design

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