Globally Remote / Engineering / DeFi Protocol

Who We Are

Neutrl Labs is building a cutting-edge, delta-neutral trading protocol capturing volatility and yield across BTC, ETH, and liquid altcoins via basis trading, OTC liquidity strategies, and perpetual derivatives. We combine market-neutral strategies with automated hedging to deliver capital-efficient yield for institutional and advanced traders.

Our team has deep experience from leading crypto protocols, traditional finance firms, and exchanges, backed by top-tier investors and partners. We are creating the next generation of yield-optimised trading infrastructure for the digital asset markets.

What We Are Building

A delta-neutral, volatility-driven trading infrastructure enabling scalable, market-neutral exposure to digital assets. The trading stack integrates:

• Delta-Neutral Strategies: Basis/funding arbitrage, cross-venue hedging, and options overlays.
• OTC Arbitrage: Discounted acquisition, inventory optimization, and arbitrage.
• Automated Hedging: Systematic futures/options rebalancing with real-time risk controls.

This platform is tailored to institutions, treasuries, and sophisticated market participants looking for capital-efficient yield in the crypto space.

Role Summary

We’re hiring a Quant Trader to own live strategy deployment, execution, and PnL across delta-neutral and short-horizon strategies. You will partner closely with Quant Researchers to translate research into resilient, low-latency, and capital-efficient trading. You will manage risk in real time, refine execution, iterate on signals/parameters, and drive production improvements that materially impact PnL.

Key Responsibilities

Strategy Ownership & Execution

• Deploy, monitor, and optimize delta-neutral, stat-arb, and funding/basis strategies across major crypto venues (CEX/DEX/perps/options).
• Translate research models and signals into executable trading logic; calibrate parameters, thresholds, and risk limits for live conditions.
• Manage inventory, funding/basis exposure, and cross-venue hedges to maintain target risk profiles.
• Lead venue selection, routing, and strategy allocation across liquidity regimes and fee structures.

Real-Time Risk & Microstructure

• Manage real-time risk (greeks, inventory, exposure, drawdowns, slippage) with automated and manual interventions.
• Optimize execution across order types (limits, pegs, post-only, IOC), queue positioning, and adverse selection.
• Oversee order book interaction: quote placement, skewing, replenishment, and microstructure-aware execution to minimize impact and costs.

PnL, Monitoring & Tooling

• Own intraday PnL and performance analytics; run A/B tests, parameter scans, and rollouts/canaries.
• Build dashboards, alerts, and health checks for latency, fills, rejects, borrow/funding, and market regime shifts.
• Diagnose and resolve production issues: connectivity, venue idiosyncrasies, symbol mapping, corporate actions, and data quality.

Collaboration with Research & Engineering

• Partner with Quant Researchers on signal validation, backtest-to-live reconciliation, and microstructure modeling.
• Provide production feedback loops: slippage attribution, borrow/funding frictions, queue dynamics, and liquidity shocks.
• Work with engineering to enhance execution engines, venue adapters, and failover/safety mechanisms.

Data-Driven Iteration

• Run event-driven and tick-level analyses to refine execution and risk rules. * Contribute to simulation environments with realistic market impact, latency, and queue models.
• Propose and prototype incremental edge: cross-venue spreads, liquidity mining incentives, and inventory financing.

Qualifications

Essential

• 3+ years in quantitative/algorithmic trading with demonstrable PnL in crypto, FX, equities, or futures; crypto perps/options experience strongly preferred. * Deep understanding of market microstructure, order types, queue dynamics, and inventory/risk management in high-throughput environments.
• Strong Python for production-oriented trading workflows; comfort reading/writing strategy code and configs.
• Hands-on with execution optimization: venue routing, fee/funding arbitrage, borrow management, and latency-sensitive behaviors.
• Proven ability to operate live systems: alerting, incident response, rollbacks, and post-mortems.

Preferred

• Experience with basis/funding arbitrage, cross-exchange market making, and options-based hedging.
• Familiarity with JAX/PyTorch-built models and integrating research signals into execution logic.
• Experience with distributed systems and data tooling (Arrow/Parquet, Dask/Ray, time-series DBs).
• Comfort collaborating in Rust-based production environments; Python-to-Rust integration exposure is a plus.
• Knowledge of risk and portfolio optimization (Kelly, convex position sizing, drawdown control).

Soft Skills

• Decisive under pressure with excellent situational awareness in fast markets.
• Strong communication with researchers and engineers; rigorous about documentation and change control.
• Ownership mindset with a high bar for reliability, safety, and capital stewardship.

Key Performance Indicators

• Risk-adjusted PnL (Sharpe, Sortino, hit rate, tail risk).
• Execution quality (slippage vs. benchmarks, queue rank, adverse selection).
• Inventory and hedge efficiency (carry capture, funding/basis leakage).
• Operational excellence (uptime, incident rate/MTTR, safe deploy cadence).

Technical Environment

• Research & Prototyping: Python (NumPy/Pandas, statsmodels, PyTorch/JAX).
• Production: Rust-based trading systems (integration via APIs/bridges).
• Infrastructure: Bare-metal, kernel-bypass networking, custom execution framework.
• Data: Tick-level time series, Arrow/Parquet, distributed compute.

How This Role Partners with Quant Research

• Joint ownership of research-to-production: you shape deployability, risk limits, and execution assumptions early.
• Continuous feedback loop: reconcile backtests with live fills, slippage, and borrow/funding frictions.
• Shared tooling: market simulators, feature pipelines, and microstructure analytics to accelerate iteration.

What We Offer

• Direct, measurable impact on live PnL and strategy evolution.
• Close collaboration with world-class researchers and systems engineers.
• Autonomy to iterate and scale strategies from prototype to production.
• Performance-based compensation with substantial upside.

Why Join Us?

Neutrl Labs is transforming how institutions capture volatility and yield in the crypto markets. Whether you’re passionate about building sophisticated trading algorithms or creating bulletproof infrastructure, this is your opportunity to make a real impact in the future of decentralised capital efficiency.

Apply now and help redefine the future of institutional-grade DeFi.