You will own the architecture of market infrastructure at its most fundamental level: designing the methodologies and data products that power institutional-grade pricing and indexing. This is not purely a backend role. You are equally a subject matter expert who will stand in front of sophisticated institutional clients and defend complex financial engineering in both technical and business terms.
You will solve real problems: How do we construct a defensible world price for an asset? What data sources matter? How do we synthesize them into a methodology that traders, exchanges, and market makers can trust? And how do we explain that to centralized and decentralized exchange executives?
Location: Europe Remote-first
Language: English (Fluent)
We are a well-rounded team: half of us are tech whizzes, while the other half excel in building partnerships with institutional clients, prime brokers, and the global financial infrastructure community. Communication is key to our network-driven approach.
Remote Work: Our team is spread across the globe, from the US and South America to Europe and Asia. We are a digital-first organization where remote work is the norm.
Startup-level Speed: We thrive in the dynamic DeFi space and love adaptable problem solvers who are eager to meet the evolving needs of the market. We're building an Amsterdam hub with strong technical and business development talent.
The Mission: You will be architecting methodologies that define the future of market data. Your work will power transparent, defensible pricing across asset classes that have never had institutional-grade infrastructure, designed for sophisticated buyers who require the highest fidelity, lowest latency, and most reliable market signals.
Your ResponsibilitiesDesign and develop data methodologies that synthesize multiple sources into defensible market signals.
Develop a deep understanding of available datasets, their limitations, and optimal use cases.
Implement data signals with direct impact on revenue and institutional adoption.
Leverage advanced proficiency in Python, SQL, and statistical programming to move from exploratory analysis to production systems.
Demonstrate mastery in time-series analysis, pattern recognition, and large-scale data problems.
Apply expertise in asset pricing, liquidity measurement, and market data systems.
Serve as the subject matter expert representing quantitative products to institutional clients.
Translate sophisticated financial engineering concepts into clear, logical explanations for non-technical audiences.
Relay market feedback from institutional partners back to product and engineering teams.
5+ years of professional experience in quantitative research, financial engineering, or related quantitative roles
Expert-level proficiency in Python and SQL
Deep, practical knowledge of market data systems,and reference data architecture
Proven experience designing and deploying pricing methodologies for financial assets
Experience with liquidity measurement, market impact analysis, or similar quantitative market microstructure work
Strong grasp of how institutional clients evaluate and adopt new data infrastructure
Demonstrated ability to solve non-trivial problems with minimal guidance
Ability to communicate advanced quantitative concepts with clarity to audiences ranging from engineers to C-suite executives
Background at quantitative trading firms, hedge funds, or proprietary trading desks
Experience with decentralized finance (DeFi) or next-generation financial infrastructure
Prior work at market data providers or exchanges
Exposure to Index design and maintenance
Do you think you can own the quantitative architecture of institutional market infrastructure? We'd love to meet you.
