What You’ll Do
Quantitative Strategies Design and Implementation
Devise and own a highly consistent, coherent, and principled quantitative strategy across trading, market-making, and alpha generation.
Ensure that individual trading algorithms, market-making models, and execution parameters fit together into a harmonious system designed for global efficiency.
Own the end-to-end correctness, backtesting, and live performance of quantitative strategies in production.
Take ownership over minimizing adverse selection, managing slippage, and optimizing execution quality under stress scenarios.
Act as the primary quantitative expert for evaluating market behavior and strategy outcomes:
analyzing realized volatility versus model predictions
diagnosing strategy performance drift and optimizing alpha signals
driving model adjustments based on market-making effectiveness and P&L
Treat live trading results as the ultimate validation of design, continuously refining strategies based on real-world market dynamics. Biasing towards statistical robustness and long-term scalability.
Quantitative Product Ownership
Devise and own a highly consistent, coherent, and principled quantitative direction across trading, margining, liquidation, lending, and risk-related products.
Ensure that individual models, parameters, and mechanisms fit together into a harmonious system, rather than a collection of locally-correct but globally-fragile designs.
Own the end-to-end correctness, feasibility, and desirability of quantitative products in production.
Take ownership over preventing tricky edge cases, stress scenarios, and failure modes from hitting production.
Act as the first line of defense for user, partner, and internal feedback related to quantitative behavior:
answering questions about correctness and intent
diagnosing whether feedback reflects misunderstanding, edge cases, or real design flaws
driving fixes or adjustments when models do not behave as intended
Treat post-launch behavior as a continuation of product design, continuously refining models based on observed outcomes and feedback. Biasing strongly towards system consistency during revisions, and avoiding repeated fragile patches.
Cross-Functional Leadership & Execution
Act as the technical lead for the research pipelines and infrastructure required to scale GRVT’s trading capabilities.
Write exceptionally optimized and clean code (Python/C++) for backtesting, research tools, and execution modules.
Collaborate with engineering to bridge the gap between research and high-performance production systems:
designing low-latency data pipelines for strategy inputs
optimizing the execution engine for market-making responsiveness
building automated monitoring and attribution tools
Take direct responsibility for validating implementations of quantitative products:
design and execute deep testing in non-production and production environments
reason about edge cases, stress scenarios, and failure modes that others are unlikely to catch
use QA support where helpful, but remain personally accountable for correctness
Own the outcome when quantitative products are mis-implemented, even if gaps were not caught by QA, recognizing that the domain complexity requires quant-level validation.
Risk Management & Live Trading
Take full P&L responsibility for live trading strategies and systemic risk behavior in production.
Act as a key responder during incidents involving:
abnormal trading behavior
liquidation anomalies
margin, risk, or insurance fund issues
extreme market conditions or tail events
Be accountable for real-time risk monitoring during market volatility, including:
diagnosing root causes under pressure
advising on mitigations, parameter changes, or temporary safeguards
balancing user impact, platform safety, and long-term risk
Lead or co-lead post-incident analysis for quantitative failures, ensuring:
root causes are correctly understood (model vs implementation vs assumption)
durable fixes are made to models, parameters, or system design
learnings are fed back into product design and operational playbooks
Proactively identify latent systemic risks and work with engineering and risk teams to reduce them before they manifest as incidents.
Design trading strategies with real-time operability in mind, including:
observability of key metrics and invariants
explainability of system behavior during abnormal events
safe failure modes and bounded blast radius
What We’re Looking For (Core Requirements)
We’re looking for exceptional senior ICs who combine strong product leadership with deep quantitative skill.
You should demonstrate:
Prior experience building or operating trading venues, exchanges, or market infrastructure.
A strong background in quant, with hands-on experience in quantitative trading, or market-making
Proven strength as a Product Manager, including:
owning outcomes end-to-end
driving cross-functional alignment
writing high-quality, precise specifications
Deep understanding of margining, liquidation, leverage, and systemic risk mechanics.
Strong operational mindset and comfort owning live P&L in production.
Excellent communication skills, especially when explaining complex quantitative reasoning clearly.
Sound judgment under ambiguity and high-stakes decision-making.
Deep quantitative trading or market-making experience, trading venue or exchange experience, product management strength, margin and systemic risk expertise, live P&L ownership, and high-stakes operational judgment.
Key Responsibilities
- designing strategies
- owning products
- managing risk
Skills & Tools
Python, C++
Job Details
- Category: Finance and Accounting
- Seniority: Senior Level
- Commitment: Full Time
- Workplace: Remote — Singapore or Vietnam or Malaysia or Korea or Hong Kong or Taiwan
- Languages: English
About GRVT TECHNOLOGIES
A self-custodial exchange and on-chain investing network providing advanced trading tools and investment strategies. — Industry: Finance