Stealth Startup
Algorithmic Quant Developer (OMS / SOR / Execution Systems)
Stealth Startup, New York, New York, us, 10261
About Us
We are a funded, early-stage trading firm building the next generation of institutional on- and off-chain trading infrastructure.
Our lean, senior team operates across multiple regions — combining quant research, execution engineering, and liquidity innovation.
We are scaling rapidly across crypto, commodities, and FX, building systems that bridge traditional and decentralized markets.
What You’ll Do Execution Systems & Infrastructure
Design and build Order Management (OMS) and Smart Order Routing (SOR) systems across centralized and decentralized venues.
Integrate exchange, OTC, and DeFi liquidity into unified execution pipelines.
Develop real-time monitoring, connectivity, and failover frameworks for multi-venue trading.
Algorithmic Strategy Development
Build, test, and deploy execution algorithms (TWAP, VWAP, liquidity-seeking, adaptive market-making).
Conduct transaction cost analysis (TCA), market impact, and slippage analysis to optimize fills and routing.
Combine alpha signals and market microstructure models into execution logic for automated decision-making.
Quant Research & Analytics
Develop pricing, liquidity, and risk models across spot, forwards, and derivatives.
Create simulation and backtesting frameworks for strategy validation.
Enhance proprietary analytics libraries for volatility estimation, forward curves, and stress testing.
Collaboration & Integration
Work with traders and engineers to deploy research into production-grade systems.
Enhance historical replay engines, real-time data ingestion, and performance dashboards.
Research cross-market correlations, arbitrage, and structured liquidity opportunities.
What We’re Looking For
Education:
MSc/PhD in Mathematics, Physics, Computer Science, or Financial Engineering.
Markets Expertise:
Experience in FX, commodities, or crypto (spot and derivatives).
Programming:
Strong Python for modeling; C /Rust/Java for performance-critical systems.
Systems Thinking:
Experience with OMS/PMS architecture, FIX APIs, and market microstructure.
Quant Foundations:
Time-series modeling, stochastic processes, and pricing/risk analytics.
Mindset:
Ownership-driven, detail-oriented, and comfortable working in a fast-paced, high-impact environment.
Bonus Points
Experience at a prop shop, hedge fund, or electronic trading desk.
Knowledge of low-latency architecture, exchange connectivity, and real-time data pipelines.
Familiarity with AWS / cloud orchestration and distributed compute.
Experience with execution benchmarking and cross-venue liquidity models.
Why Join Us
Build the Core:
Architect the execution stack powering institutional-grade trading.
Cross-Asset Exposure:
Crypto, FX, commodities, and tokenized assets.
Direct Impact:
Design, ship, and measure systems that drive real trading performance.
Collaborative Culture:
Work with experienced quants, traders, and engineers globally.
Innovation-Driven:
Push the boundaries of liquidity, compute, and market structure.
#J-18808-Ljbffr
Our lean, senior team operates across multiple regions — combining quant research, execution engineering, and liquidity innovation.
We are scaling rapidly across crypto, commodities, and FX, building systems that bridge traditional and decentralized markets.
What You’ll Do Execution Systems & Infrastructure
Design and build Order Management (OMS) and Smart Order Routing (SOR) systems across centralized and decentralized venues.
Integrate exchange, OTC, and DeFi liquidity into unified execution pipelines.
Develop real-time monitoring, connectivity, and failover frameworks for multi-venue trading.
Algorithmic Strategy Development
Build, test, and deploy execution algorithms (TWAP, VWAP, liquidity-seeking, adaptive market-making).
Conduct transaction cost analysis (TCA), market impact, and slippage analysis to optimize fills and routing.
Combine alpha signals and market microstructure models into execution logic for automated decision-making.
Quant Research & Analytics
Develop pricing, liquidity, and risk models across spot, forwards, and derivatives.
Create simulation and backtesting frameworks for strategy validation.
Enhance proprietary analytics libraries for volatility estimation, forward curves, and stress testing.
Collaboration & Integration
Work with traders and engineers to deploy research into production-grade systems.
Enhance historical replay engines, real-time data ingestion, and performance dashboards.
Research cross-market correlations, arbitrage, and structured liquidity opportunities.
What We’re Looking For
Education:
MSc/PhD in Mathematics, Physics, Computer Science, or Financial Engineering.
Markets Expertise:
Experience in FX, commodities, or crypto (spot and derivatives).
Programming:
Strong Python for modeling; C /Rust/Java for performance-critical systems.
Systems Thinking:
Experience with OMS/PMS architecture, FIX APIs, and market microstructure.
Quant Foundations:
Time-series modeling, stochastic processes, and pricing/risk analytics.
Mindset:
Ownership-driven, detail-oriented, and comfortable working in a fast-paced, high-impact environment.
Bonus Points
Experience at a prop shop, hedge fund, or electronic trading desk.
Knowledge of low-latency architecture, exchange connectivity, and real-time data pipelines.
Familiarity with AWS / cloud orchestration and distributed compute.
Experience with execution benchmarking and cross-venue liquidity models.
Why Join Us
Build the Core:
Architect the execution stack powering institutional-grade trading.
Cross-Asset Exposure:
Crypto, FX, commodities, and tokenized assets.
Direct Impact:
Design, ship, and measure systems that drive real trading performance.
Collaborative Culture:
Work with experienced quants, traders, and engineers globally.
Innovation-Driven:
Push the boundaries of liquidity, compute, and market structure.
#J-18808-Ljbffr