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REMOTE - Staff Quantitative Engineer Markets & Index Design

Company:
Private Company
Location:
Washington, DC, 20032
Pay:
$ Competitive
Posted:
February 01, 2026
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Description:

ole Overview

We are hiring a Staff Quantitative Engineer to own the design and evolution of Senpi’s core market primitives.

This is not a research-only or support role. You will own markets end-to-end: from first-principles design and specification, through launch, to post-launch iteration informed by real trading behavior.

You will operate as a technical lead and thought partner to the founders, setting the standard for how Senpi designs indexes, oracles, and market integrity systems.

Required Skills and Experience

What You’ll Own

End-to-End Market Design

Design new perpetual markets that price on-chain economic activity

Define:

The economic signal a market represents

How that signal is measured on-chain

How it is translated into a tradable index

Own the full lifecycle: concept spec implementation launch iteration

Index & Oracle Architecture

Design deterministic, on-chain-derived inputs

Specify methodologies that are

Manipulation-resistant

Cost-to-attack positive

Predictable and hedgeable for market makers

Make principled tradeoffs across accuracy, latency, robustness, and composability

Market Integrity & Risk Controls

Identify manipulation vectors and incentive misalignments

Design mechanical protections (caps, smoothing, decay, inclusion thresholds)

Ensure markets behave sensibly under:

Regime shifts

Rapid growth

Adversarial conditions

Technical & Cross-Functional Leadership

Set direction across quant research, data engineering, and launch parameters

Work closely with founders, market makers, and infrastructure partners

Help define what not to build yet

This role carries real architectural authority, not just implementation responsibility.

What We’re Looking For

Required

Strong quantitative foundation (math, physics, engineering, CS, or equivalent)

Experience designing or owning:

Indexes, signals, trading metrics, or financial data products

Proficiency in Python (and/or similar languages) and comfort with performant, production-grade code.

Crypto-native experience (DeFi, perps, on-chain data)

Strength in systems thinking: data models, testing, infrastructure, and reliability at scale.

Proven ability to lead ambiguous, greenfield projects end-to-end

Strong intuition for incentives, game theory, and adversarial systems

Clear written thinking—able to explain why a design works

Strong Plus

Crypto-native experience (DeFi, perps, on-chain data)

Familiarity with derivatives or market microstructure

Experience building systems traded against by professionals

Comfort operating without precedent or established frameworks

Tools & Environment

Python for modeling and research

Data pipelines and SQL

On-chain data familiarity (EVM or non-EVM)

You do not need to write smart contracts, but you must understand on-chain execution and fee mechanics.

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