Quantitative Developer

GTE

is the world’s fastest decentralized trading venue, backed by GSR, IMC, Flow Traders, and other top-tier market makers and VCs. With us, you can trade anything from anywhere in the world. 24/7, permissionless, no brokerage account required.

Our team brings talent from Jump, Citadel, HRT, GSR, Google, Palantir, and we are looking to expand it, adding Quantitative Developer to scale the Internet’s Exchange. This role combines deep technical skill with a strong appreciation for quantitative problem-solving, working closely with our product and engineering teams to turn insights into production-grade systems that drive trading performance.

Key Responsibilities

• Contribute to the design, implementation, and maintenance of high-frequency off/on-chain systems for quantitative research, simulation, and real-time trading at massive scale.
• Partner with our Quantitative Risk Management team to translate models, signals, and hypotheses into robust, efficient production code.
• Develop scalable research platforms for data ingestion, feature computation, monitoring, and backtesting across large datasets and diverse markets.
• Optimize performance and reliability of trading and analytics systems, with attention to latency, throughput, and stability.
• Build tools and libraries that accelerate research and off/on-chain monitoring workflows and ensure reproducibility across teams.
• Collaborate cross-functionally with the rest of our engineering organization to continuously evolve the firm’s research and trading stack.

Qualifications

• Bachelor’s, Master’s, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related technical field.
• Strong programming proficiency in C++ or Rust or Python, with clean, maintainable coding style and solid debugging skills.
• Deep understanding of data structures, optimization algorithms, and system design; experience with distributed systems, parallelization, memory management, or HPC is a plus.
• Experience building or supporting quantitative finance research frameworks, big data pipelines, or algorithmic trading systems.
• Hands-on experience in one or several among: market microstructure, market making, machine learning modeling, derivatives modeling/trading, on-chain trading, and decentralized liquidity is strongly expected.
• Passion for working in a collaborative, data-driven environment where engineering and maths drive alpha discovery.

We offer

• Remote work or office in NYC (relocation help may be provided in some cases).
• 150-250k USD/year gross salary + tokens (up to 750k total compensation by current valuation).