Quant / Trading Engineer

Location: US remote preferred, open to Europe for strong candidates

Compensation: Competitive

We are building a foundational layer for the next generation of financial markets: perpetual markets based on onchain economic activity. Instead of merely pricing assets or narratives, our platform allows traders and autonomous agents to take directional exposure to the growth or decay of applications, protocols, and infrastructure within the onchain economy.

We deploy directly into the Hyperliquid ecosystem, optimizing discovery and execution through our dedicated application. As a member of our early-stage team, you will work at the intersection of quantitative finance, crypto market structure, and high-performance onchain data systems.

Your mission is to build the signal layer and APIs that make autonomous trading agents materially more effective. You won’t just be moving data; you’ll be converting raw market behavior into high-fidelity, agent-readable signals.

What You Will Do

• Signal Engineering: Convert raw market data and trader behavior into structured, agent-readable signals and production-grade APIs.
• Agent Optimization: Design features specifically intended to reduce ambiguity for autonomous agents, minimizing the need for complex "prompt-wrangling."
• System Ownership: Ship and maintain pipelines and services that run continuously, ensuring high availability and evolving over time.
• Output Delivery: Develop and refine target outputs including:
• Correlation and regime detection models.
• Advanced trader tags and behavioral taxonomy.
• Candle and market structure feature sets.
• Real-time risk and momentum indicators.
• Confidence and edge scoring with rigorous schemas and validation.