Founding Member of Technical Staff — Markets

Most job posts are designed to collect as many applications as possible.

This is not one of them.

At Simplify, we work directly with startup founders to help them hire for high-priority roles.

We’re partnering with an AI research lab and trading firm in Palo Alto to hire Founding Members of Technical Staff — exceptional early-career engineers and quantitative developers who want to build the systems, signals, and infrastructure behind a new trading firm. $200–350K base, and they’re hiring multiple engineers now.

Building intelligence systems for live markets — and deploying them first through its own quantitative hedge fund

$29M seed round led by Ribbit Capital, with backing from Lux Capital, Valor Equity Partners, the founder of DRW, the CEO of Kalshi, and founders of Door Dash and Ramp. Small founding team, in person in Palo Alto.

The team includes former xAI and Citadel talent, IMO medalists, and highly ranked crypto and Polymarket traders. Its research lab develops AI systems for market prediction, initially deployed through an eight-figure internal hedge fund anchored by the founder of IMC Trading.

This is not a role where you maintain one component of a mature platform. You’ll work across research, market data, signals, backtesting, and production trading infrastructure—and own important parts of the stack from day one.

• Build pipelines for market, alternative, and real-time data
• Research, build, and evaluate trading signals
• Develop research and backtesting infrastructure
• Build tooling that takes an idea from a notebook to a live experiment extremely quickly
• Turn research prototypes into reliable production systems
• Work directly with quantitative researchers and AI researchers on new approaches to market prediction
• Own important parts of the trading stack from day one
• Move between systems engineering, data, research, and trading problems as the firm grows

• Exceptional software engineering ability, particularly in Python and/or C++
• Experience with quantitative development, trading systems, market-data infrastructure, or systematic research
• Strong statistical intuition and comfort working with noisy real-world data
• Able to move quickly from an ambiguous idea to something working
• Deep, personal interest in markets—you trade, build strategies, follow markets closely, or have serious independent projects to show for it
• No years-of-experience requirement—the bar is what you can build, not how long you’ve worked

• Internship experience at IMC, Citadel, Jane Street, HRT, Optiver, SIG, or another quantitative trading firm
• A serious independent trading system, strategy, back tester, or market-data project
• Low-latency C++, real-time data, exchange connectivity, or performance-engineering experience
• Quantitative research completed while in school
• Founding, early-stage, or unusually independent project experience
• A strong math, programming, or trading-competition record
• $200–350K and fund economics upside at an early-stage company
• Own meaningful parts of the trading stack from day one
• Work across engineering and research instead of being confined to one narrow function
• Build systems that are deployed directly through a live, eight-figure fund
• Join a small founding team with backgrounds spanning frontier AI, quantitative trading, and prediction markets
• Significantly more ownership than you would receive as employee #500 at an established trading firm