Quant Developer - Crypto Rates Market

Overview

Rho Labs is seeking a highly skilled and proactive Quant Developer to join our team and focus on building sophisticated trading and market-making algorithms for crypto-native rates derivatives trading. This role involves designing and implementing low-latency trading systems, developing quantitative models, and optimizing strategies to enhance liquidity and trading efficiency.

Our team operates remotely with hubs in London and Lisbon, and our clients include trading firms, hedge funds, and institutions.

A strong experience building crypto derivatives trading and market making algorythms in the institutional context is required. Understanding of rates derivatives, fixed income, structured products and similar instruments will be a plus.

• Algorithm Development:
  Design, develop, and optimize market-making algorithms tailored for rates derivatives markets to ensure efficient trading and liquidity provision.
• Quantitative Modeling:
  Build robust mathematical models to analyze market behavior, pricing, and risk metrics.
• Trading System Design:
  Develop and maintain high-performance, low-latency trading systems for live market execution.
• Backtesting and Optimization:
  Conduct rigorous backtesting and parameter optimization for trading strategies to ensure consistent performance.
• Market Analysis:
  Analyze historical and real-time data to identify trading opportunities and refine market-making strategies.
• Risk Management:
  
  Develop risk controls and monitoring tools to mitigate trading risks and maintain adherence to risk limits.
• Collaboration:
  
  Work closely with traders, quantitative researchers, and engineers to translate trading ideas into executable strategies.
• Documentation:
  Create clear and detailed documentation of algorithms, models, and system architecture.

• Experience:
  
  Proven experience and technical skills in quantitative development or algorithmic trading in crypto and digital asset industries, with a focus on strategy execution, market-making in crypto derivatives.
• Quantitative Expertise:
  Understanding of financial mathematics, various asset classes, derivatives pricing, quantitative tools, and trading strategies.
• Trading System Design:
  Experience in building and optimizing low-latency trading systems for high-frequency environments.
• Market Knowledge:
  Strong understanding of derivatives markets, including perpetual futures, options, swaps.
• Problem-Solving:
  Exceptional analytical and problem-solving skills, with the ability to implement practical solutions to complex challenges.
• Communication
  
  Skills:
  
  Ability to work collaboratively with cross-functional teams and effectively communicate technical concepts.