Head of Quantitative Research - Systematic Market Making

Chainsage is a fully remote, sub-20-person quantitative trading firm operating across major crypto venues. We build proprietary, low-latency systematic market-making and arbitrage systems from first principles, trading billions of dollars in monthly volume.
We believe quantitative trading will be dominated by actors who can establish agentic research and development loops fastest. We are well funded, move quickly and value autonomy.
Must Have
Have at least 5 hour overlap with US East Coast to Europe timezones (GMT-4 to GMT+3)
6+ years in systematic trading (market making, stat-arb, futures basis), ideally HFT
Experience with market microstructure and/or pricing engines, risk management models, setting up ML pipelines
Extensive professional experience with C++ or Python
Responsibilities
Define and execute the quantitative strategy for the company
Lead the research, design and development of models for pricing derivatives, market microstructure analysis, risk management, liquidity assessment and management
Collaborate closely with engineers to build systems and frameworks for managing risk, monitoring trading
Mentor, recruit and lead a team of quantitative analysts
Identify new venues, markets and instruments to trade
What We Offer
Tight feedback loop between research and execution, highly motivated coworkers who excel at what they do
Base + profit sharing + pre-funding equity
Fully remote, highly flexible and dynamic environment, periodic in-person R&D sprints
Visa sponsorship in various jurisdictions, including the US (H1B) and the UK/EU

Work arrangement
Yes