Job Title

Rising Fund – Quantitative, Market-Neutral Digital Asset Hedge Fund | Global, RemoteAbout the FirmRising Fund is a quantitative, market-neutral digital asset hedge fund focused on systematic alpha generation across CeFi and DeFi markets. Our strategies span HFT, MFT, basis arbitrage, volatility carry, statistical arbitrage, and hedged DeFi yield, with an uncompromising focus on risk management, capital preservation, and scalable infrastructure.We operate with an institutional mindset—production-grade systems, rigorous research, disciplined execution, and robust risk controls.Role OverviewWe are seeking aSenior Quantitative Developer / Quant Traderto design, implement, and operate low-latency, systematic trading strategies across centralized and decentralized crypto markets.This role sits at the intersection ofquantitative research, execution engineering, and risk-aware portfolio construction , working closely with the Fund Principal and investment leadership.Key ResponsibilitiesSTRATEGY & QUANTITIVE RESEARCH1- Design, implement, and operate market-neutral quantitative strategies, including: Perp–spot and cross-exchange basis Funding rate arbitrage Volatility carry and dispersion Statistical arbitrage (pairs, baskets, cointegration) Hedged DeFi yield strategies2- Develop alpha signals using: Price action and market microstructure Order book imbalance and liquidity metrics Funding rates, open interest, and positioning data Regime detection and volatility filters3- Analyze alpha decay, turnover, capacity, and scalability.EXECUTION & TRADING SYSTEMS1- Build and optimize low-latency execution systems in Go for live trading.2- Design and maintain: Order Management Systems (OMS) Smart Order Routing (SOR) Exchange-specific execution logic3- Optimize execution quality through: Slippage and market impact reduction Queue positioning and order placement logic Fee tier optimization and rebate capture4- Implement robust risk-aware execution controls, including kill-switches and throttles.CEFI & DEFI TRADING1- Trade and integrate across: Spot, perpetuals, futures, and options Major centralized exchanges and prime brokers2- Design and manage DeFi strategies involving: AMMs (Uniswap v3, Curve) Lending protocols (Aave, Compound) Perpetual DEXs3- Incorporate on-chain execution costs, MEV awareness, and protocol-specific risks.BACKTESTING & SIMULATION1- Build and maintain tick-level backtesting frameworks in Python. Accurately model: Fees, funding, and rebates Partial fills and order book dynamics Latency, slippage, and exchange-specific rules2- Perform Monte Carlo simulations, stress testing, and regime analysis.RISK & PORTFOLIO MANAGEMENT1- Implement strategy-level and portfolio-level risk controls, including: Exposure and leverage limits Drawdown and tail-risk monitoring Correlation and concentration analysis2- Support volatility targeting, capital allocation, and portfolio optimization decisions.Required Skills1- CODING & SYSTEMS ENGINEERINGGo (Primary – Production & Execution) Low-latency, concurrent system design OMS, execution engines, and market data pipelines Efficient memory management and profiling Network programming (WebSocket / streaming APIs) Lock-free or low-contention data structuresPython (Primary – Research & Simulation) NumPy, pandas / polars for vectorized analysis Backtesting and simulation framework development Data cleaning, feature engineering, and research pipelines2- QUANTITIVE RESEARCH & MODELINGAlpha signal development and validation: Mean reversion, momentum, funding and basis signals Volatility and regime-based strategiesTime-series analysis: Stationarity testing Cointegration Signal decay and turnover analysisPortfolio construction with transaction costs and constraintsStrong statistical validation and overfitting controls3- MARKET MICROSTRUCTURE & EXECUTION Order book dynamics and queue mechanics Passive vs aggressive execution trade-offs Slippage and impact modeling Exchange-specific behaviors, fee structures, and liquidity profiles4- MATHEMATICS & STATISTICS Probability theory and linear algebra Optimization techniques Basic stochastic processes Risk metrics (volatility, drawdown, CVaR)5- INFRASTRUCTURE & TOOLING Linux Docker and CI/CD workflows Cloud basics (AWS / GCP) Monitoring, logging, and alerting systemsExperience Requirements3–8+ yearsin systematic trading, HFT, or quantitative development. Proven experience runninglive trading strategiesin production. Strong understanding of PnL attribution, drawdowns, and failure modes. Crypto markets experience (CeFi and/or DeFi) strongly preferred.LOCATION Remote - Global Role